per-stock model-accuracy decomposition

7946.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	0.3092	0.2776 – 0.4415	12
Hit rate · SHORT	0.6454	0.4856 – 0.6780	12
Avg return · LONG (bps)	-54.1	-126.2 – 34.8	12
Avg return · SHORT (bps)	-88.8	-335.2 – 13.6	12
Selection rate · LONG	0.0301	0.0240 – 0.0461	12
Selection rate · SHORT	0.0549	0.0472 – 0.0622	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

-20.0

short

-77.9

total

-97.9

appearances 89088 · LONG 3028 · SHORT 5133

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