per-stock model-accuracy decomposition

7561.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	0.4367	0.2871 – 0.6068	12
Hit rate · SHORT	0.3852	0.0577 – 0.6506	10
Avg return · LONG (bps)	-58.1	-99.0 – -0.5264	12
Avg return · SHORT (bps)	-251.7	-314.7 – -2.0768	10
Selection rate · LONG	0.0046	0.0036 – 0.0066	12
Selection rate · SHORT	0.0005	0.0001 – 0.0008	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

-8.8704

short

-1.7709

total

-10.6

appearances 331776 · LONG 1681 · SHORT 210

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