per-stock model-accuracy decomposition

7711.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	0.4177	0.3887 – 0.4504	12
Hit rate · SHORT	0.4071	0.3664 – 0.4243	12
Avg return · LONG (bps)	-96.2	-115.5 – -70.8	12
Avg return · SHORT (bps)	-106.4	-167.4 – -96.9	12
Selection rate · LONG	0.0121	0.0104 – 0.0125	12
Selection rate · SHORT	0.0161	0.0152 – 0.0173	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

-65.4

short

-132.7

total

-198.1

appearances 677376 · LONG 7630 · SHORT 11003

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