per-stock model-accuracy decomposition

7080.T

computed asof 2026-08-07T09:15:52

read this first — not a buy signal

Model predictability decomposition: measures how accurately the ml-factor-lgbm-9f-jp-growth model family predicts this stock's returns within the jp-listed universe. High hit_rate_long does NOT mean 'good stock to buy' -- it means 'the model historically predicted this stock well when selecting it LONG'. This is a property of model-stock fit, not intrinsic stock quality.

Decomposes ml-factor-lgbm-9f-jp-growth. Standalone walk-forward run of the same LightGBM 9-factor family on the jp-listed universe (~4,100 tickers); the referenced record's verdict applies to the jp-growth universe only.

Accuracy (median across grid)

metric	median	p25 – p75	n
Hit rate · LONG	0.4873	0.4510 – 0.5557	12
Hit rate · SHORT	0.3182	0.3040 – 0.3539	12
Avg return · LONG (bps)	204.5	132.9 – 290.2	12
Avg return · SHORT (bps)	-347.9	-369.8 – -306.7	12
Selection rate · LONG	0.0143	0.0121 – 0.0164	12
Selection rate · SHORT	0.0267	0.0253 – 0.0280	12

Hit rate ≈ 0.5 means the model's picks on this stock were near coin-flip. Returns in bps per trade (1 bps = 0.01%).

PnL contribution

long

97.6

short

-293.9

total

-196.3

appearances 327936 · LONG 4710 · SHORT 8819

Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.