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 | -11.28% | 4.87% | 2022-03-29 | -19.06% |
| buy & hold | participation factor overlay | 6 months | complete | -2.22% | 4.87% | 2022-03-29 | -23.27% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -11.08% | 4.55% | 2022-03-29 | -18.83% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -2.05% | 4.55% | 2022-03-29 | -22.61% |
| weekly rebalance | participation factor overlay | 3 months | complete | -6.67% | 6.89% | 2022-03-29 | -17.09% |
| weekly rebalance | participation factor overlay | 6 months | complete | -1.14% | 6.89% | 2022-03-29 | -20.70% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -9.31% | 6.11% | 2022-03-29 | -19.29% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -2.69% | 6.11% | 2022-03-29 | -23.23% |
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 | 2022-02-14 | 132.52 | 1.0746 | 0.4887 | no |
| ADI | 2022-02-14 | 143.05 | 1.0277 | 0.6328 | no |
| ALB | 2022-02-14 | 216.88 | 1.1978 | 0.5579 | no |
| AMAT | 2022-02-14 | 127.21 | 1.6883 | 0.6427 | no |
| AMD | 2022-02-14 | 115.51 | 1.0695 | 0.6169 | no |
| ANET | 2022-02-14 | 30.00 | 1.6755 | 0.5359 | no |
| AVGO | 2022-02-14 | 53.07 | 1.5826 | 0.6274 | no |
| AWK | 2022-02-14 | 135.19 | 0.9097 | — | no |
| CDNS | 2022-02-14 | 142.50 | 0.9850 | 0.5523 | no |
| CRL | 2022-02-14 | 329.25 | 1.1091 | 0.4651 | no |
| CTAS | 2022-02-14 | 90.13 | 0.9486 | 0.4551 | no |
| CZR | 2022-02-14 | 83.18 | 1.3419 | 0.5552 | no |
| DHI | 2022-02-14 | 79.74 | 1.2639 | 0.5025 | no |
| DHR | 2022-02-14 | 235.29 | 1.5290 | 0.4776 | no |
| DPZ | 2022-02-14 | 402.55 | 1.3711 | 0.4907 | no |
| FDS | 2022-02-14 | 386.50 | 1.0676 | 0.4505 | no |
| FTNT | 2022-02-14 | 62.22 | 1.4383 | 0.5204 | no |
| GM | 2022-02-14 | 46.84 | 1.0249 | 0.5142 | no |
| HD | 2022-02-14 | 307.85 | 1.0717 | 0.5709 | no |
| IDXX | 2022-02-14 | 514.88 | 1.1216 | 0.4888 | no |
| INTU | 2022-02-14 | 518.18 | 1.4818 | 0.4485 | no |
| IPGP | 2022-02-14 | 147.25 | 1.8249 | 0.5832 | no |
| IQV | 2022-02-14 | 243.52 | 0.9942 | 0.5027 | no |
| IRM | 2022-02-14 | 37.11 | 1.3955 | 0.4920 | no |
| IT | 2022-02-14 | 287.76 | 1.0554 | 0.4393 | no |
| KEYS | 2022-02-14 | 164.85 | 0.8587 | 0.5275 | no |
| KLAC | 2022-02-14 | 35.45 | 1.1847 | 0.6146 | no |
| LEN | 2022-02-14 | 82.04 | 1.2123 | 0.4876 | no |
| LRCX | 2022-02-14 | 53.47 | 2.0769 | 0.6169 | no |
| MCHP | 2022-02-14 | 64.63 | 1.5129 | 0.6114 | no |
| MHK | 2022-02-14 | 144.16 | 0.9468 | 0.4872 | no |
| MSFT | 2022-02-14 | 282.45 | 0.8705 | 0.5606 | no |
| MTCH | 2022-02-14 | 107.87 | 0.8527 | 0.4368 | no |
| NVDA | 2022-02-14 | 23.83 | 1.2052 | 0.5975 | no |
| NXPI | 2022-02-14 | 171.78 | 1.1969 | 0.6159 | no |
| PFE | 2022-02-14 | 38.87 | 1.0563 | 0.4958 | no |
| PHM | 2022-02-14 | 45.61 | 0.9107 | 0.5220 | no |
| PWR | 2022-02-14 | 99.36 | 1.7741 | 0.5093 | no |
| QRVO | 2022-02-14 | 127.65 | 1.3134 | — | no |
| SNPS | 2022-02-14 | 293.70 | 1.5278 | 0.5524 | no |
| SPG | 2022-02-14 | 109.85 | 0.8342 | 0.5000 | no |
| TECH | 2022-02-14 | 102.51 | 1.3051 | 0.5326 | no |
| TSLA | 2022-02-14 | 287.19 | 1.4232 | 0.4813 | no |
| TYL | 2022-02-14 | 467.44 | 1.4922 | 0.4936 | no |
| ULTA | 2022-02-14 | 363.68 | 0.9629 | 0.4678 | no |
| URI | 2022-02-14 | 298.90 | 1.1394 | 0.5132 | no |
| VRSK | 2022-02-14 | 186.95 | 1.0394 | 0.4617 | no |
| VRSN | 2022-02-14 | 210.85 | 1.5209 | 0.5230 | no |
| WHR | 2022-02-14 | 154.53 | 0.9896 | 0.5210 | no |
| WST | 2022-02-14 | 386.07 | 1.6801 | 0.4876 | no |