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 | 2.87% | 6.14% | 2024-07-16 | -5.06% |
| buy & hold | participation factor overlay | 6 months | complete | 9.11% | 12.06% | 2024-10-14 | -7.02% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.91% | 6.66% | 2024-07-16 | -4.05% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 11.04% | 13.25% | 2024-10-14 | -6.17% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.58% | 2.39% | 2024-05-15 | -5.26% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.98% | 11.55% | 2024-10-18 | -5.56% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.19% | 2.00% | 2024-05-15 | -5.29% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 4.98% | 7.33% | 2024-10-18 | -7.24% |
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 |
|---|---|---|---|---|---|
| AAPL | 2024-04-29 | 171.50 | 0.3402 | 0.5026 | no |
| AFL | 2024-04-29 | 79.58 | 0.2203 | 0.4772 | no |
| AMD | 2024-04-29 | 159.08 | 0.2744 | 0.5469 | no |
| APD | 2024-04-29 | 223.71 | 0.2645 | 0.4871 | no |
| AVY | 2024-04-29 | 209.17 | 0.3826 | 0.4630 | no |
| BLK | 2024-04-29 | 723.24 | 0.2160 | — | no |
| BSX | 2024-04-29 | 73.08 | 0.3258 | 0.4584 | no |
| CARR | 2024-04-29 | 58.51 | 0.3156 | 0.5174 | no |
| CCI | 2024-04-29 | 82.61 | 0.2928 | 0.4439 | no |
| CDW | 2024-04-29 | 233.33 | 0.2719 | 0.4945 | no |
| CE | 2024-04-29 | 153.17 | 0.2272 | 0.4809 | no |
| CRM | 2024-04-29 | 270.09 | 0.2596 | 0.5092 | no |
| CSCO | 2024-04-29 | 45.37 | 0.2197 | 0.4961 | no |
| CTAS | 2024-04-29 | 162.30 | 0.3332 | 0.4660 | no |
| CVX | 2024-04-29 | 149.50 | 0.2859 | 0.5733 | no |
| CZR | 2024-04-29 | 37.24 | 0.2795 | 0.4505 | no |
| DAL | 2024-04-29 | 48.45 | 0.3585 | 0.4647 | no |
| DD | 2024-04-29 | 88.70 | 0.2146 | 0.4940 | no |
| EFX | 2024-04-29 | 219.80 | 0.4591 | 0.4839 | no |
| ETN | 2024-04-29 | 315.23 | 0.2948 | 0.5325 | no |
| EXC | 2024-04-29 | 34.22 | 0.2418 | 0.4877 | no |
| FCX | 2024-04-29 | 49.82 | 0.5907 | 0.5589 | no |
| FTNT | 2024-04-29 | 64.35 | 0.4191 | 0.5452 | no |
| GEHC | 2024-04-29 | 85.96 | 0.2712 | 0.4900 | no |
| GEN | 2024-04-29 | 19.70 | 0.4865 | 0.5480 | no |
| GILD | 2024-04-29 | 60.57 | 0.2580 | 0.4692 | no |
| HRL | 2024-04-29 | 32.09 | 0.3486 | 0.4578 | no |
| HUBB | 2024-04-29 | 395.87 | 0.2136 | 0.5244 | no |
| ISRG | 2024-04-29 | 375.39 | 0.3438 | 0.4812 | no |
| KEYS | 2024-04-29 | 149.26 | 0.3081 | 0.4980 | no |
| KO | 2024-04-29 | 57.71 | 0.2767 | 0.4367 | no |
| LKQ | 2024-04-29 | 40.20 | 0.2821 | 0.4962 | no |
| LRCX | 2024-04-29 | 90.42 | 0.2596 | 0.5641 | no |
| META | 2024-04-29 | 436.20 | 0.3725 | 0.5095 | no |
| MHK | 2024-04-29 | 115.65 | 0.2333 | 0.5233 | no |
| MPWR | 2024-04-29 | 663.78 | 0.2715 | 0.5313 | no |
| NVDA | 2024-04-29 | 87.35 | 0.3235 | 0.5557 | no |
| PARA | 2024-04-29 | 2926.16 | 0.2445 | — | no |
| PEP | 2024-04-29 | 159.90 | 0.2730 | 0.4320 | no |
| PG | 2024-04-29 | 151.79 | 0.2508 | 0.4363 | no |
| PODD | 2024-04-29 | 167.60 | 0.4076 | 0.4988 | no |
| RSG | 2024-04-29 | 187.13 | 0.2183 | 0.4936 | no |
| SMCI | 2024-04-29 | 83.90 | 0.4044 | 0.4977 | no |
| TER | 2024-04-29 | 113.18 | 0.2526 | 0.5482 | no |
| UNP | 2024-04-29 | 230.28 | 0.2778 | 0.5044 | no |
| VRSN | 2024-04-29 | 173.12 | 0.3180 | 0.4716 | no |
| WDC | 2024-04-29 | 53.47 | 0.4922 | 0.5420 | no |
| WEC | 2024-04-29 | 75.27 | 0.2289 | 0.4338 | no |
| YUM | 2024-04-29 | 135.37 | 0.2170 | 0.4335 | no |
| ZTS | 2024-04-29 | 153.20 | 0.3198 | 0.4399 | no |