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 | 9.07% | 11.18% | 2024-10-16 | -5.35% |
| buy & hold | participation factor overlay | 6 months | complete | 13.48% | 16.68% | 2025-01-24 | -6.88% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.78% | 10.04% | 2024-10-16 | -5.58% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.99% | 16.94% | 2025-01-23 | -6.16% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.05% | 10.12% | 2024-10-18 | -5.20% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.79% | 13.56% | 2025-01-23 | -6.84% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.15% | 7.72% | 2024-10-18 | -5.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.43% | 10.86% | 2025-01-23 | -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 |
|---|---|---|---|---|---|
| ALB | 2024-07-29 | 88.05 | 0.4035 | 0.4452 | no |
| ALGN | 2024-07-29 | 221.38 | 0.2945 | 0.4288 | no |
| BLDR | 2024-07-29 | 167.92 | 0.3215 | 0.4363 | no |
| BWA | 2024-07-29 | 31.80 | 0.2162 | 0.4182 | no |
| CEG | 2024-07-29 | 173.70 | 0.3448 | 0.4430 | no |
| CMS | 2024-07-29 | 58.84 | 0.3134 | 0.4631 | no |
| CNC | 2024-07-29 | 73.39 | 0.5761 | 0.4339 | no |
| COF | 2024-07-29 | 144.81 | 0.2155 | 0.4456 | no |
| CRWD | 2024-07-29 | 64.88 | 0.5166 | 0.5412 | no |
| DOV | 2024-07-29 | 180.97 | 0.4223 | 0.5007 | no |
| DTE | 2024-07-29 | 110.65 | 0.4181 | 0.4430 | no |
| EQT | 2024-07-29 | 33.47 | 0.2479 | 0.5107 | no |
| ETR | 2024-07-29 | 53.32 | 0.3009 | 0.4603 | no |
| FICO | 2024-07-29 | 1612.60 | 0.2474 | 0.4953 | no |
| FIS | 2024-07-29 | 71.38 | 0.2431 | — | no |
| GLW | 2024-07-29 | 41.45 | 0.3431 | 0.4936 | no |
| GPC | 2024-07-29 | 131.23 | 0.2862 | 0.4985 | no |
| GWW | 2024-07-29 | 953.26 | 0.2232 | 0.5186 | no |
| HAS | 2024-07-29 | 59.06 | 0.2951 | 0.4031 | no |
| HRL | 2024-07-29 | 29.21 | 0.2461 | 0.4096 | no |
| HSIC | 2024-07-29 | 72.16 | 0.2988 | 0.4378 | no |
| HUBB | 2024-07-29 | 358.00 | 0.2480 | 0.5059 | no |
| INCY | 2024-07-29 | 68.51 | 0.2567 | 0.5014 | no |
| KHC | 2024-07-29 | 29.15 | 0.2400 | 0.4216 | no |
| MOH | 2024-07-29 | 332.84 | 0.3412 | 0.4089 | no |
| MOS | 2024-07-29 | 27.38 | 0.2412 | 0.4109 | no |
| NEE | 2024-07-29 | 69.74 | 0.2161 | 0.4227 | no |
| NI | 2024-07-29 | 29.50 | 0.3278 | 0.4266 | no |
| NOC | 2024-07-29 | 463.34 | 0.2652 | 0.4915 | no |
| NOW | 2024-07-29 | 165.80 | 0.5082 | 0.4863 | no |
| NRG | 2024-07-29 | 71.91 | 0.2174 | 0.4543 | no |
| NTAP | 2024-07-29 | 122.29 | 0.2280 | 0.5175 | no |
| NVDA | 2024-07-29 | 113.38 | 0.8323 | 0.5362 | no |
| PWR | 2024-07-29 | 257.06 | 0.2387 | 0.4448 | no |
| REGN | 2024-07-29 | 1063.58 | 0.4000 | 0.4886 | no |
| SNA | 2024-07-29 | 264.74 | 0.2252 | 0.4691 | no |
| SPG | 2024-07-29 | 137.27 | 0.2215 | 0.4156 | no |
| SPGI | 2024-07-29 | 456.76 | 0.2681 | 0.4868 | no |
| SYK | 2024-07-29 | 325.97 | 0.3503 | 0.4514 | no |
| TDG | 2024-07-29 | 1100.06 | 0.2730 | 0.4861 | no |
| TGT | 2024-07-29 | 135.32 | 0.3191 | 0.5298 | no |
| UAL | 2024-07-29 | 47.37 | 0.4723 | 0.4376 | no |
| ULTA | 2024-07-29 | 371.80 | 0.3551 | 0.4462 | no |
| UNP | 2024-07-29 | 229.31 | 0.4705 | 0.4893 | no |
| VRSN | 2024-07-29 | 181.43 | 0.2191 | 0.4349 | no |
| VRTX | 2024-07-29 | 495.12 | 0.2653 | 0.5816 | no |
| VST | 2024-07-29 | 71.08 | 0.7253 | 0.4286 | no |
| WDC | 2024-07-29 | 51.90 | 0.3836 | 0.5468 | no |
| XEL | 2024-07-29 | 53.60 | 0.3932 | 0.4543 | no |
| YUM | 2024-07-29 | 122.48 | 0.2201 | 0.4035 | no |