per-stock model-accuracy decomposition

7093.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	0.2976	0.2611 – 0.3753	12
Hit rate · SHORT	0.8772	0.8493 – 0.8863	12
Avg return · LONG (bps)	-201.7	-332.2 – -137.5	12
Avg return · SHORT (bps)	654.2	554.0 – 742.4	12
Selection rate · LONG	0.0274	0.0236 – 0.0312	12
Selection rate · SHORT	0.0382	0.0363 – 0.0437	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

-89.4

short

341.7

total

252.3

appearances 138240 · LONG 3817 · SHORT 5433

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