P/L comparison
Buy & hold
P/L COMPARISON · PERCENT FROM ENTRY
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline
Weekly rebalance
P/L COMPARISON · PERCENT FROM ENTRY
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline
Performance tables
| Management | Arm | Horizon | Status | Return | Maximum | Max date | Drawdown |
|---|---|---|---|---|---|---|---|
| buy & hold | participation factor overlay | 3 months | complete | -13.18% | 4.15% | 2022-02-09 | -16.63% |
| buy & hold | participation factor overlay | 6 months | complete | -10.69% | 4.15% | 2022-02-09 | -27.76% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -13.47% | 3.98% | 2022-02-09 | -16.79% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -10.43% | 3.98% | 2022-02-09 | -27.15% |
| weekly rebalance | participation factor overlay | 3 months | complete | -8.14% | 4.15% | 2022-02-09 | -12.05% |
| weekly rebalance | participation factor overlay | 6 months | complete | -9.38% | 4.15% | 2022-02-09 | -21.62% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -9.68% | 3.98% | 2022-02-09 | -13.14% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -12.33% | 3.98% | 2022-02-09 | -23.97% |
Position ledger
This portfolio holds the initial selection. There are no scheduled rebalance decisions after entry.
Selected arm positions
50 positions in the selected record: buy & hold · participation factor overlay. The charts and performance table above contain all four arms in this formation group.
| Ticker | Entry date | Entry open | Model prediction | Participation score | Excluded |
|---|---|---|---|---|---|
| A | 2022-02-07 | 136.92 | 1.1443 | 0.4887 | no |
| ALB | 2022-02-07 | 204.90 | 1.3068 | 0.5579 | no |
| AMAT | 2022-02-07 | 130.47 | 1.3463 | 0.6437 | no |
| AMD | 2022-02-07 | 123.56 | 1.1177 | 0.6179 | no |
| ANET | 2022-02-07 | 30.57 | 1.6315 | 0.5392 | no |
| AVGO | 2022-02-07 | 54.47 | 0.9653 | 0.6274 | no |
| BIO | 2022-02-07 | 630.46 | 0.8980 | 0.5368 | no |
| CCL | 2022-02-07 | 19.82 | 0.8382 | 0.4432 | no |
| CRL | 2022-02-07 | 336.48 | 0.9308 | 0.4651 | no |
| CTAS | 2022-02-07 | 91.50 | 0.8267 | 0.4554 | no |
| CZR | 2022-02-07 | 79.91 | 1.0407 | 0.5562 | no |
| DHI | 2022-02-07 | 80.66 | 1.0029 | 0.5138 | no |
| DPZ | 2022-02-07 | 409.06 | 1.7074 | 0.4904 | no |
| EQIX | 2022-02-07 | 637.83 | 1.1363 | 0.4428 | no |
| F | 2022-02-07 | 13.13 | 0.8433 | 0.5172 | no |
| FDS | 2022-02-07 | 398.32 | 0.7380 | 0.4507 | no |
| FTNT | 2022-02-07 | 62.28 | 1.1170 | 0.5260 | no |
| GM | 2022-02-07 | 49.35 | 1.3316 | 0.5142 | no |
| IDXX | 2022-02-07 | 523.66 | 1.3038 | 0.4888 | no |
| INTU | 2022-02-07 | 526.16 | 1.5779 | 0.4579 | no |
| IPGP | 2022-02-07 | 150.23 | 1.2295 | 0.5832 | no |
| IQV | 2022-02-07 | 249.89 | 0.8759 | 0.5027 | no |
| IRM | 2022-02-07 | 38.21 | 1.2340 | 0.4927 | no |
| IT | 2022-02-07 | 294.83 | 1.5279 | 0.4583 | no |
| KLAC | 2022-02-07 | 36.14 | 0.8088 | 0.6157 | no |
| LEN | 2022-02-07 | 81.98 | 1.1907 | 0.4986 | no |
| LRCX | 2022-02-07 | 55.42 | 1.6891 | 0.6176 | no |
| MCHP | 2022-02-07 | 66.26 | 1.1056 | 0.6119 | no |
| MHK | 2022-02-07 | 151.43 | 1.3707 | 0.5083 | no |
| MSCI | 2022-02-07 | 521.88 | 1.0886 | 0.4453 | no |
| MU | 2022-02-07 | 79.53 | 0.7623 | 0.6185 | no |
| NCLH | 2022-02-07 | 20.41 | 0.7320 | 0.4992 | no |
| NUE | 2022-02-07 | 105.61 | 0.7606 | 0.6724 | no |
| NVDA | 2022-02-07 | 24.27 | 1.1942 | 0.5986 | no |
| NXPI | 2022-02-07 | 181.44 | 0.8532 | 0.6169 | no |
| ORCL | 2022-02-07 | 77.34 | 0.8429 | 0.6152 | no |
| PENN | 2022-02-07 | 45.31 | 1.4251 | 0.5440 | no |
| POOL | 2022-02-07 | 420.58 | 1.0474 | 0.5015 | no |
| PWR | 2022-02-07 | 99.32 | 1.1281 | 0.5097 | no |
| SBAC | 2022-02-07 | 296.25 | 0.7636 | 0.4843 | no |
| SNPS | 2022-02-07 | 309.52 | 1.5593 | 0.5541 | no |
| SWK | 2022-02-07 | 135.12 | 0.8313 | 0.5140 | no |
| TECH | 2022-02-07 | 100.34 | 1.0012 | 0.5326 | no |
| TSLA | 2022-02-07 | 307.93 | 1.5190 | 0.4813 | no |
| TYL | 2022-02-07 | 471.34 | 0.9731 | 0.4967 | no |
| UAA | 2022-02-07 | 19.61 | 0.8315 | 0.4777 | no |
| VRSK | 2022-02-07 | 191.17 | 0.9505 | 0.4596 | no |
| VRSN | 2022-02-07 | 214.85 | 1.0915 | 0.4854 | no |
| WST | 2022-02-07 | 396.14 | 0.7344 | 0.4876 | no |
| ZBRA | 2022-02-07 | 505.54 | 0.8149 | 0.4494 | no |