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 | 8.96% | 10.97% | 2024-10-16 | -5.17% |
| buy & hold | participation factor overlay | 6 months | complete | 13.87% | 13.87% | 2025-01-22 | -5.87% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.19% | 9.90% | 2024-10-16 | -5.19% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.46% | 13.65% | 2024-12-02 | -5.55% |
| weekly rebalance | participation factor overlay | 3 months | complete | 9.87% | 11.46% | 2024-10-18 | -5.58% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.22% | 12.67% | 2024-11-25 | -6.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 7.11% | 8.68% | 2024-10-18 | -6.71% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 6.87% | 9.59% | 2024-11-25 | -7.55% |
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 |
|---|---|---|---|---|---|
| AES | 2024-07-22 | 15.50 | 0.2122 | — | no |
| ALB | 2024-07-22 | 89.71 | 0.5809 | 0.4452 | no |
| ALL | 2024-07-22 | 168.08 | 0.2125 | 0.4370 | no |
| ANET | 2024-07-22 | 83.92 | 0.4662 | 0.4794 | no |
| APTV | 2024-07-22 | 69.65 | 0.2256 | 0.4348 | no |
| AZO | 2024-07-22 | 2955.83 | 0.2965 | 0.5187 | no |
| BLDR | 2024-07-22 | 160.00 | 0.3331 | 0.4359 | no |
| BMY | 2024-07-22 | 38.67 | 0.2139 | 0.5446 | no |
| CDNS | 2024-07-22 | 283.62 | 0.2543 | 0.5721 | no |
| CMI | 2024-07-22 | 280.40 | 0.1986 | 0.4902 | no |
| COF | 2024-07-22 | 141.61 | 0.3828 | 0.4630 | no |
| DTE | 2024-07-22 | 109.19 | 0.2114 | 0.4624 | no |
| DVA | 2024-07-22 | 137.96 | 0.2627 | 0.4249 | no |
| ECL | 2024-07-22 | 238.87 | 0.1980 | 0.4534 | no |
| ETN | 2024-07-22 | 307.98 | 0.1986 | 0.5013 | no |
| FAST | 2024-07-22 | 32.48 | 0.3105 | 0.4924 | no |
| FIS | 2024-07-22 | 70.24 | 0.2488 | — | no |
| GEHC | 2024-07-22 | 80.79 | 0.2953 | 0.4972 | no |
| GIS | 2024-07-22 | 58.30 | 0.2183 | 0.4160 | no |
| GLW | 2024-07-22 | 42.93 | 0.3369 | 0.4939 | no |
| GOOG | 2024-07-22 | 180.84 | 0.2199 | — | no |
| HSIC | 2024-07-22 | 71.61 | 0.6967 | 0.4378 | no |
| HWM | 2024-07-22 | 78.08 | 0.2092 | 0.5211 | no |
| JBHT | 2024-07-22 | 161.34 | 0.2535 | 0.4839 | no |
| LDOS | 2024-07-22 | 146.72 | 0.2185 | 0.5047 | no |
| MAS | 2024-07-22 | 69.85 | 0.2089 | 0.4722 | no |
| MCD | 2024-07-22 | 244.66 | 0.2083 | 0.4050 | no |
| META | 2024-07-22 | 483.34 | 0.2273 | 0.5016 | no |
| MOH | 2024-07-22 | 290.27 | 0.3349 | 0.4202 | no |
| NVDA | 2024-07-22 | 120.02 | 0.4705 | 0.5374 | no |
| PGR | 2024-07-22 | 196.94 | 0.1993 | 0.4559 | no |
| PHM | 2024-07-22 | 122.10 | 0.2679 | 0.5046 | no |
| POOL | 2024-07-22 | 317.05 | 0.3280 | 0.4180 | no |
| QRVO | 2024-07-22 | 124.88 | 0.2059 | — | no |
| REGN | 2024-07-22 | 1065.30 | 0.1980 | 0.4886 | no |
| RSG | 2024-07-22 | 199.62 | 0.2421 | 0.4718 | no |
| RTX | 2024-07-22 | 98.66 | 0.2163 | 0.5071 | no |
| SMCI | 2024-07-22 | 80.64 | 0.2112 | 0.4565 | no |
| SPG | 2024-07-22 | 138.17 | 0.2107 | 0.4156 | no |
| SYF | 2024-07-22 | 47.92 | 0.3212 | 0.4102 | no |
| TDG | 2024-07-22 | 1104.01 | 0.4193 | 0.4862 | no |
| TT | 2024-07-22 | 327.91 | 0.2435 | 0.5043 | no |
| UAL | 2024-07-22 | 47.24 | 0.3727 | 0.4376 | no |
| ULTA | 2024-07-22 | 390.92 | 0.2964 | 0.4442 | no |
| UNP | 2024-07-22 | 231.02 | 0.2845 | 0.4768 | no |
| VRSN | 2024-07-22 | 175.05 | 0.2175 | 0.4358 | no |
| VST | 2024-07-22 | 76.34 | 0.6952 | 0.4286 | no |
| WMT | 2024-07-22 | 69.39 | 0.2562 | 0.5218 | no |
| YUM | 2024-07-22 | 121.44 | 0.3007 | 0.4035 | no |
| ZBH | 2024-07-22 | 108.69 | 0.2607 | 0.4601 | no |