per-stock model-accuracy decomposition

7692.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	0.3618	0.3501 – 0.3937	12
Hit rate · SHORT	0.4234	0.4077 – 0.4449	12
Avg return · LONG (bps)	-56.0	-100.8 – 5.7148	12
Avg return · SHORT (bps)	-25.2	-132.6 – -3.3385	12
Selection rate · LONG	0.0115	0.0095 – 0.0146	12
Selection rate · SHORT	0.0398	0.0384 – 0.0470	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

-44.3

short

-126.3

total

-170.6

appearances 663552 · LONG 8001 · SHORT 27357

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