per-stock model-accuracy decomposition

7082.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	0.1150	0.1040 – 0.2209	12
Hit rate · SHORT	0.4743	0.4407 – 0.4940	12
Avg return · LONG (bps)	-25.2	-42.6 – 41.1	12
Avg return · SHORT (bps)	-30.5	-87.0 – 42.7	12
Selection rate · LONG	0.0067	0.0044 – 0.0077	12
Selection rate · SHORT	0.0047	0.0043 – 0.0053	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

9.5321

short

-13.6

total

-4.0559

appearances 688128 · LONG 4418 · SHORT 3324

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