per-stock model-accuracy decomposition

7133.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	0.4234	0.3546 – 0.4955	12
Hit rate · SHORT	0.6562	0.4959 – 0.7124	12
Avg return · LONG (bps)	6.4493	-53.6 – 33.9	12
Avg return · SHORT (bps)	187.2	90.0 – 240.4	12
Selection rate · LONG	0.0125	0.0104 – 0.0142	12
Selection rate · SHORT	0.0094	0.0067 – 0.0109	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

-1.6509

short

53.5

total

51.8

appearances 307392 · LONG 3682 · SHORT 2798

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