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 | 2.71% | 5.65% | 2024-07-16 | -4.72% |
| buy & hold | participation factor overlay | 6 months | complete | 8.56% | 11.34% | 2024-10-18 | -7.32% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.69% | 4.87% | 2024-07-16 | -4.35% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 9.40% | 12.37% | 2024-10-18 | -4.89% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.11% | 3.63% | 2024-07-16 | -3.37% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.80% | 13.97% | 2024-10-18 | -5.20% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.18% | 2.36% | 2024-07-16 | -3.88% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.62% | 10.25% | 2024-10-18 | -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 |
|---|---|---|---|---|---|
| AAPL | 2024-04-29 | 171.50 | 0.2441 | 0.5026 | no |
| ADSK | 2024-04-29 | 218.38 | 0.2253 | 0.5329 | no |
| ALL | 2024-04-29 | 162.48 | 0.2318 | 0.4593 | no |
| APD | 2024-04-29 | 223.71 | 0.3450 | 0.4871 | no |
| APTV | 2024-04-29 | 71.90 | 0.2350 | 0.4439 | no |
| AVY | 2024-04-29 | 209.17 | 0.2323 | 0.4630 | no |
| BA | 2024-04-29 | 167.90 | 0.2518 | 0.5040 | no |
| BLK | 2024-04-29 | 723.24 | 0.2392 | — | no |
| BWA | 2024-04-29 | 32.36 | 0.2418 | 0.4509 | no |
| CARR | 2024-04-29 | 58.51 | 0.2560 | 0.5174 | no |
| CDW | 2024-04-29 | 233.33 | 0.2673 | 0.4945 | no |
| CE | 2024-04-29 | 153.17 | 0.2787 | 0.4809 | no |
| CRM | 2024-04-29 | 270.09 | 0.2229 | 0.5092 | no |
| CSCO | 2024-04-29 | 45.37 | 0.3015 | 0.4961 | no |
| CZR | 2024-04-29 | 37.24 | 0.3639 | 0.4505 | no |
| DAL | 2024-04-29 | 48.45 | 0.2858 | 0.4647 | no |
| EFX | 2024-04-29 | 219.80 | 0.4111 | 0.4839 | no |
| ETN | 2024-04-29 | 315.23 | 0.2885 | 0.5325 | no |
| FCX | 2024-04-29 | 49.82 | 0.5333 | 0.5589 | no |
| FDS | 2024-04-29 | 407.73 | 0.3013 | 0.5046 | no |
| FDX | 2024-04-29 | 204.22 | 0.3199 | 0.4765 | no |
| FTNT | 2024-04-29 | 64.35 | 0.2899 | 0.5452 | no |
| GEHC | 2024-04-29 | 85.96 | 0.2480 | 0.4900 | no |
| GEN | 2024-04-29 | 19.70 | 0.2992 | 0.5480 | no |
| GILD | 2024-04-29 | 60.57 | 0.3112 | 0.4692 | no |
| HD | 2024-04-29 | 314.13 | 0.2294 | 0.5632 | no |
| HUBB | 2024-04-29 | 395.87 | 0.3363 | 0.5244 | no |
| IBM | 2024-04-29 | 155.75 | 0.2605 | 0.4930 | no |
| IRM | 2024-04-29 | 72.14 | 0.3048 | 0.4352 | no |
| JBHT | 2024-04-29 | 157.82 | 0.2739 | 0.4910 | no |
| KEYS | 2024-04-29 | 149.26 | 0.3446 | 0.4980 | no |
| LKQ | 2024-04-29 | 40.20 | 0.2313 | 0.4962 | no |
| LRCX | 2024-04-29 | 90.42 | 0.2180 | 0.5641 | no |
| META | 2024-04-29 | 436.20 | 0.2575 | 0.5095 | no |
| MHK | 2024-04-29 | 115.65 | 0.3542 | 0.5233 | no |
| MKTX | 2024-04-29 | 195.70 | 0.2289 | 0.5233 | no |
| MPWR | 2024-04-29 | 663.78 | 0.2753 | 0.5313 | no |
| NFLX | 2024-04-29 | 55.92 | 0.3825 | — | no |
| OXY | 2024-04-29 | 64.19 | 0.2499 | 0.5872 | no |
| PARA | 2024-04-29 | 2926.16 | 0.3417 | — | no |
| PEP | 2024-04-29 | 159.90 | 0.2803 | 0.4320 | no |
| PODD | 2024-04-29 | 167.60 | 0.3028 | 0.4988 | no |
| ROST | 2024-04-29 | 130.09 | 0.3211 | 0.4351 | no |
| SMCI | 2024-04-29 | 83.90 | 0.3506 | 0.4977 | no |
| UNP | 2024-04-29 | 230.28 | 0.3187 | 0.5044 | no |
| VLO | 2024-04-29 | 154.20 | 0.3720 | 0.4948 | no |
| VRSN | 2024-04-29 | 173.12 | 0.3306 | 0.4716 | no |
| WDC | 2024-04-29 | 53.47 | 0.2263 | 0.5420 | no |
| ZBH | 2024-04-29 | 116.82 | 0.2873 | 0.4739 | no |
| ZTS | 2024-04-29 | 153.20 | 0.3135 | 0.4399 | no |