per-stock model-accuracy decomposition

7810.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	0.2750	0.2071 – 0.3554	12
Hit rate · SHORT	0.9873	0.9329 – 1	12
Avg return · LONG (bps)	-266.9	-360.9 – -163.6	12
Avg return · SHORT (bps)	879.9	260.3 – 1146.5	12
Selection rate · LONG	0.0323	0.0266 – 0.0348	12
Selection rate · SHORT	0.0204	0.0158 – 0.0307	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

-44.7

short

101.5

total

56.7

appearances 53760 · LONG 1746 · SHORT 1238

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