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 | 3.51% | 3.53% | 2024-07-12 | -3.04% |
| buy & hold | participation factor overlay | 6 months | complete | 9.57% | 10.30% | 2024-10-14 | -6.28% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 2.74% | 2.74% | 2024-07-15 | -3.38% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 9.16% | 9.64% | 2024-10-14 | -6.11% |
| weekly rebalance | participation factor overlay | 3 months | complete | 0.35% | 1.11% | 2024-05-20 | -3.65% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.70% | 11.39% | 2024-10-14 | -5.20% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.65% | 0.59% | 2024-05-15 | -3.88% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.87% | 8.53% | 2024-10-14 | -5.44% |
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 |
|---|---|---|---|---|---|
| AAL | 2024-04-15 | 13.28 | 0.2374 | 0.4584 | no |
| AAPL | 2024-04-15 | 173.47 | 0.2451 | 0.5067 | no |
| ABBV | 2024-04-15 | 152.66 | 0.2333 | 0.5084 | no |
| ACGL | 2024-04-15 | 86.66 | 0.2393 | 0.4554 | no |
| ADM | 2024-04-15 | 56.37 | 0.4112 | 0.4562 | no |
| AFL | 2024-04-15 | 76.94 | 0.3061 | 0.4655 | no |
| AMGN | 2024-04-15 | 250.61 | 0.2136 | 0.5681 | no |
| AMZN | 2024-04-15 | 187.43 | 0.2256 | 0.4654 | no |
| APH | 2024-04-15 | 28.14 | 0.2616 | 0.4895 | no |
| BA | 2024-04-15 | 170.74 | 0.3641 | 0.5093 | no |
| BF.B | 2024-04-15 | 46.53 | 0.2108 | — | no |
| CCI | 2024-04-15 | 84.62 | 0.3014 | 0.4612 | no |
| CDNS | 2024-04-15 | 310.50 | 0.2580 | 0.5885 | no |
| CPRT | 2024-04-15 | 56.09 | 0.1828 | 0.4442 | no |
| CRM | 2024-04-15 | 278.00 | 0.3397 | 0.5206 | no |
| CSGP | 2024-04-15 | 91.58 | 0.4327 | 0.4505 | no |
| CTAS | 2024-04-15 | 166.05 | 0.4224 | 0.4679 | no |
| CTVA | 2024-04-15 | 53.14 | 0.1939 | 0.4833 | no |
| CVX | 2024-04-15 | 144.12 | 0.2365 | 0.6032 | no |
| DD | 2024-04-15 | 89.30 | 0.2563 | 0.4906 | no |
| EOG | 2024-04-15 | 124.57 | 0.2740 | 0.5756 | no |
| FTNT | 2024-04-15 | 67.08 | 0.2351 | 0.5508 | no |
| GILD | 2024-04-15 | 63.32 | 0.2683 | 0.5619 | no |
| GLW | 2024-04-15 | 30.45 | 0.2546 | 0.4834 | no |
| GOOGL | 2024-04-15 | 157.36 | 0.2034 | 0.4662 | no |
| ISRG | 2024-04-15 | 392.25 | 0.4505 | 0.4809 | no |
| JBHT | 2024-04-15 | 182.34 | 0.2057 | 0.4917 | no |
| LHX | 2024-04-15 | 195.74 | 0.3116 | 0.5442 | no |
| MDLZ | 2024-04-15 | 62.80 | 0.2048 | 0.4478 | no |
| MMM | 2024-04-15 | 87.47 | 0.3323 | 0.5364 | no |
| MOS | 2024-04-15 | 28.96 | 0.2389 | 0.4553 | no |
| MPC | 2024-04-15 | 200.52 | 0.2670 | 0.5013 | no |
| NRG | 2024-04-15 | 71.77 | 0.1788 | 0.4601 | no |
| NVDA | 2024-04-15 | 88.84 | 0.2061 | 0.5589 | no |
| PARA | 2024-04-15 | 3596.40 | 0.7428 | — | no |
| PAYX | 2024-04-15 | 113.81 | 0.2078 | 0.4390 | no |
| POOL | 2024-04-15 | 365.47 | 0.2402 | 0.5017 | no |
| QCOM | 2024-04-15 | 165.42 | 0.2138 | 0.5436 | no |
| RMD | 2024-04-15 | 183.53 | 0.1833 | 0.4516 | no |
| ROK | 2024-04-15 | 277.52 | 0.2655 | 0.5275 | no |
| ROST | 2024-04-15 | 134.80 | 0.1936 | 0.4342 | no |
| RTX | 2024-04-15 | 97.00 | 0.3779 | 0.5441 | no |
| SBUX | 2024-04-15 | 80.11 | 0.3756 | 0.4580 | no |
| SNPS | 2024-04-15 | 567.91 | 0.2358 | 0.5733 | no |
| TXT | 2024-04-15 | 94.83 | 0.2304 | 0.5260 | no |
| TYL | 2024-04-15 | 414.71 | 0.2449 | 0.4884 | no |
| UAL | 2024-04-15 | 42.15 | 0.2723 | 0.4846 | no |
| WDC | 2024-04-15 | 54.95 | 0.4441 | 0.5436 | no |
| WMT | 2024-04-15 | 59.05 | 0.3902 | 0.5720 | no |
| ZBRA | 2024-04-15 | 292.32 | 0.2698 | 0.4640 | no |