per-stock model-accuracy decomposition

7422.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	0.3821	0.2056 – 0.8019	10
Hit rate · SHORT	0.3338	0.2356 – 0.4679	12
Avg return · LONG (bps)	-256.8	-648.2 – -54.6	10
Avg return · SHORT (bps)	262.2	82.5 – 461.1	12
Selection rate · LONG	0.0064	0.0014 – 0.0172	12
Selection rate · SHORT	0.0352	0.0261 – 0.0508	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

-5.9630

short

24.3

total

18.4

appearances 16896 · LONG 196 · SHORT 621

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