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 | 8.02% | 9.79% | 2024-10-16 | -4.55% |
| buy & hold | participation factor overlay | 6 months | complete | 13.14% | 14.13% | 2024-11-29 | -6.98% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.42% | 8.63% | 2024-10-16 | -5.01% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.14% | 14.44% | 2024-11-29 | -6.51% |
| weekly rebalance | participation factor overlay | 3 months | complete | 9.06% | 10.49% | 2024-10-18 | -5.56% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.39% | 11.79% | 2025-01-21 | -6.82% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.30% | 6.61% | 2024-10-18 | -7.24% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 8.64% | 9.08% | 2025-01-21 | -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 |
|---|---|---|---|---|---|
| ABT | 2024-07-22 | 98.30 | 0.1940 | 0.4464 | no |
| ACGL | 2024-07-22 | 91.41 | 0.2452 | 0.4227 | no |
| ADSK | 2024-07-22 | 245.48 | 0.2100 | 0.4754 | no |
| ALB | 2024-07-22 | 89.71 | 0.5434 | 0.4452 | no |
| AWK | 2024-07-22 | 133.25 | 0.2220 | 0.4923 | no |
| AZO | 2024-07-22 | 2955.83 | 0.2784 | 0.5187 | no |
| BAC | 2024-07-22 | 40.53 | 0.2898 | 0.4482 | no |
| BDX | 2024-07-22 | 173.03 | 0.2092 | 0.4334 | no |
| BIIB | 2024-07-22 | 227.73 | 0.1949 | 0.5551 | no |
| CMI | 2024-07-22 | 280.40 | 0.2745 | 0.4902 | no |
| COF | 2024-07-22 | 141.61 | 0.3054 | 0.4630 | no |
| DG | 2024-07-22 | 117.09 | 0.2558 | 0.5483 | no |
| DTE | 2024-07-22 | 109.19 | 0.2207 | 0.4624 | no |
| DVA | 2024-07-22 | 137.96 | 0.1963 | 0.4249 | no |
| ECL | 2024-07-22 | 238.87 | 0.2635 | 0.4534 | no |
| EXR | 2024-07-22 | 149.05 | 0.2564 | 0.4130 | no |
| FAST | 2024-07-22 | 32.48 | 0.2643 | 0.4924 | no |
| FIS | 2024-07-22 | 70.24 | 0.3038 | — | no |
| HSIC | 2024-07-22 | 71.61 | 0.5018 | 0.4378 | no |
| HWM | 2024-07-22 | 78.08 | 0.3486 | 0.5211 | no |
| IP | 2024-07-22 | 41.77 | 0.2419 | 0.4441 | no |
| KMI | 2024-07-22 | 19.55 | 0.2398 | 0.4331 | no |
| KMX | 2024-07-22 | 80.50 | 0.2493 | 0.4224 | no |
| LDOS | 2024-07-22 | 146.72 | 0.2030 | 0.5047 | no |
| LEN | 2024-07-22 | 158.80 | 0.1927 | 0.4797 | no |
| LHX | 2024-07-22 | 225.50 | 0.2319 | 0.5179 | no |
| LNT | 2024-07-22 | 51.14 | 0.2043 | 0.4054 | no |
| LRCX | 2024-07-22 | 92.60 | 0.2132 | 0.5630 | no |
| MOH | 2024-07-22 | 290.27 | 0.1920 | 0.4202 | no |
| MS | 2024-07-22 | 96.43 | 0.2165 | 0.4651 | no |
| NI | 2024-07-22 | 28.65 | 0.2058 | 0.4266 | no |
| NVDA | 2024-07-22 | 120.02 | 0.5500 | 0.5374 | no |
| PHM | 2024-07-22 | 122.10 | 0.2075 | 0.5046 | no |
| POOL | 2024-07-22 | 317.05 | 0.2667 | 0.4180 | no |
| RSG | 2024-07-22 | 199.62 | 0.2221 | 0.4718 | no |
| RTX | 2024-07-22 | 98.66 | 0.2139 | 0.5071 | no |
| SNA | 2024-07-22 | 256.42 | 0.2095 | 0.4668 | no |
| SPGI | 2024-07-22 | 450.68 | 0.2056 | 0.4863 | no |
| TDG | 2024-07-22 | 1104.01 | 0.3901 | 0.4862 | no |
| TSCO | 2024-07-22 | 51.45 | 0.2162 | 0.5066 | no |
| TT | 2024-07-22 | 327.91 | 0.2845 | 0.5043 | no |
| UAL | 2024-07-22 | 47.24 | 0.4253 | 0.4376 | no |
| ULTA | 2024-07-22 | 390.92 | 0.2582 | 0.4442 | no |
| UNP | 2024-07-22 | 231.02 | 0.2858 | 0.4768 | no |
| VRSN | 2024-07-22 | 175.05 | 0.3141 | 0.4358 | no |
| VST | 2024-07-22 | 76.34 | 0.6668 | 0.4286 | no |
| XEL | 2024-07-22 | 52.29 | 0.2120 | 0.4543 | no |
| XYL | 2024-07-22 | 135.09 | 0.2108 | 0.4795 | no |
| YUM | 2024-07-22 | 121.44 | 0.3172 | 0.4035 | no |
| ZBH | 2024-07-22 | 108.69 | 0.2523 | 0.4601 | no |