per-stock model-accuracy decomposition

7369.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	0.4269	0.3033 – 0.4524	12
Hit rate · SHORT	0.5452	0.5219 – 0.6032	12
Avg return · LONG (bps)	-84.8	-253.6 – 10.5	12
Avg return · SHORT (bps)	-158.6	-206.2 – -91.2	12
Selection rate · LONG	0.0083	0.0072 – 0.0095	12
Selection rate · SHORT	0.0456	0.0426 – 0.0548	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

-18.3

short

-95.9

total

-114.1

appearances 155904 · LONG 1338 · SHORT 7694

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