per-stock model-accuracy decomposition

7640.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	0.4183	0.3838 – 0.4651	12
Hit rate · SHORT	0.9701	0.9292 – 0.9914	12
Avg return · LONG (bps)	15.8	-89.2 – 95.4	12
Avg return · SHORT (bps)	786.5	693.4 – 827.8	12
Selection rate · LONG	0.0190	0.0125 – 0.0231	12
Selection rate · SHORT	0.0223	0.0170 – 0.0245	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

9.2064

short

176.2

total

185.4

appearances 113664 · LONG 2117 · SHORT 2353

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