per-stock model-accuracy decomposition

7254.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	0.3540	0.2736 – 0.4337	12
Hit rate · SHORT	0.5917	0.4668 – 0.7670	12
Avg return · LONG (bps)	-110.2	-161.9 – -31.0	12
Avg return · SHORT (bps)	205.0	120.3 – 236.4	12
Selection rate · LONG	0.0066	0.0048 – 0.0075	12
Selection rate · SHORT	0.0017	0.0010 – 0.0019	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

-19.5

short

10.3

total

-9.2167

appearances 316416 · LONG 2150 · SHORT 527

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