per-stock model-accuracy decomposition

7997.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	0.3995	0.3456 – 0.4913	12
Hit rate · SHORT	0.7262	0.6738 – 0.8120	12
Avg return · LONG (bps)	-90.9	-132.4 – 21.0	12
Avg return · SHORT (bps)	622.8	492.7 – 851.8	12
Selection rate · LONG	0.0238	0.0192 – 0.0263	12
Selection rate · SHORT	0.0279	0.0268 – 0.0333	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

-9.8085

short

289.7

total

279.9

appearances 145920 · LONG 3360 · SHORT 4673

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