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 | 10.82% | 12.34% | 2024-10-16 | -4.53% |
| buy & hold | participation factor overlay | 6 months | complete | 15.85% | 17.01% | 2024-11-26 | -7.12% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 9.88% | 11.38% | 2024-10-16 | -4.79% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 15.79% | 16.74% | 2024-11-29 | -6.86% |
| weekly rebalance | participation factor overlay | 3 months | complete | 9.62% | 11.09% | 2024-10-18 | -5.20% |
| weekly rebalance | participation factor overlay | 6 months | complete | 14.04% | 14.45% | 2025-01-21 | -6.84% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 7.39% | 8.81% | 2024-10-18 | -5.44% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.41% | 11.97% | 2025-01-21 | -6.86% |
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 |
|---|---|---|---|---|---|
| AFL | 2024-07-22 | 88.92 | 0.3013 | 0.4554 | no |
| ALB | 2024-07-22 | 89.71 | 0.4188 | 0.4452 | no |
| ANET | 2024-07-22 | 83.92 | 0.5608 | 0.4794 | no |
| AZO | 2024-07-22 | 2955.83 | 0.3430 | 0.5187 | no |
| COF | 2024-07-22 | 141.61 | 0.3526 | 0.4630 | no |
| CVS | 2024-07-22 | 54.57 | 0.2212 | 0.4528 | no |
| DAL | 2024-07-22 | 43.50 | 0.2936 | 0.4232 | no |
| DG | 2024-07-22 | 117.09 | 0.1975 | 0.5483 | no |
| DTE | 2024-07-22 | 109.19 | 0.3095 | 0.4624 | no |
| DVA | 2024-07-22 | 137.96 | 0.2244 | 0.4249 | no |
| EXPE | 2024-07-22 | 132.99 | 0.2323 | 0.4450 | no |
| EXR | 2024-07-22 | 149.05 | 0.2557 | 0.4130 | no |
| FAST | 2024-07-22 | 32.48 | 0.1932 | 0.4924 | no |
| FIS | 2024-07-22 | 70.24 | 0.1754 | — | no |
| GEHC | 2024-07-22 | 80.79 | 0.3116 | 0.4972 | no |
| GLW | 2024-07-22 | 42.93 | 0.2800 | 0.4939 | no |
| GWW | 2024-07-22 | 933.02 | 0.1907 | 0.5192 | no |
| HSIC | 2024-07-22 | 71.61 | 0.6340 | 0.4378 | no |
| ICE | 2024-07-22 | 143.78 | 0.1702 | 0.4888 | no |
| JBHT | 2024-07-22 | 161.34 | 0.1933 | 0.4839 | no |
| KR | 2024-07-22 | 52.05 | 0.2026 | 0.5450 | no |
| LDOS | 2024-07-22 | 146.72 | 0.1837 | 0.5047 | no |
| MCD | 2024-07-22 | 244.66 | 0.1838 | 0.4050 | no |
| MDLZ | 2024-07-22 | 63.10 | 0.1784 | 0.4271 | no |
| MOH | 2024-07-22 | 290.27 | 0.2764 | 0.4202 | no |
| NI | 2024-07-22 | 28.65 | 0.2335 | 0.4266 | no |
| NTAP | 2024-07-22 | 122.83 | 0.3083 | 0.5179 | no |
| NVDA | 2024-07-22 | 120.02 | 0.2607 | 0.5374 | no |
| ORCL | 2024-07-22 | 136.73 | 0.1920 | 0.4895 | no |
| PAYC | 2024-07-22 | 156.56 | 0.3019 | 0.4457 | no |
| PGR | 2024-07-22 | 196.94 | 0.2056 | 0.4559 | no |
| POOL | 2024-07-22 | 317.05 | 0.5104 | 0.4180 | no |
| QCOM | 2024-07-22 | 182.04 | 0.2285 | 0.5502 | no |
| RSG | 2024-07-22 | 199.62 | 0.2376 | 0.4718 | no |
| RTX | 2024-07-22 | 98.66 | 0.1859 | 0.5071 | no |
| SHW | 2024-07-22 | 316.01 | 0.2122 | 0.4493 | no |
| SOLV | 2024-07-22 | 54.84 | 0.2541 | — | no |
| SPG | 2024-07-22 | 138.17 | 0.2619 | 0.4156 | no |
| SRE | 2024-07-22 | 73.28 | 0.2540 | 0.4861 | no |
| SYF | 2024-07-22 | 47.92 | 0.2761 | 0.4102 | no |
| SYK | 2024-07-22 | 335.64 | 0.2478 | 0.4519 | no |
| TDG | 2024-07-22 | 1104.01 | 0.3449 | 0.4862 | no |
| UAL | 2024-07-22 | 47.24 | 0.4957 | 0.4376 | no |
| UHS | 2024-07-22 | 179.62 | 0.2109 | 0.4443 | no |
| ULTA | 2024-07-22 | 390.92 | 0.4320 | 0.4442 | no |
| UNP | 2024-07-22 | 231.02 | 0.4839 | 0.4768 | no |
| VICI | 2024-07-22 | 26.41 | 0.2732 | 0.4388 | no |
| VST | 2024-07-22 | 76.34 | 0.4668 | 0.4286 | no |
| YUM | 2024-07-22 | 121.44 | 0.2858 | 0.4035 | no |
| ZBH | 2024-07-22 | 108.69 | 0.2094 | 0.4601 | no |