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 | 10.29% | 14.53% | 2024-10-14 | -6.40% |
| buy & hold | participation factor overlay | 6 months | complete | 14.92% | 16.39% | 2025-01-23 | -6.71% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.11% | 12.45% | 2024-10-14 | -6.22% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.07% | 16.48% | 2025-01-23 | -6.22% |
| weekly rebalance | participation factor overlay | 3 months | complete | 11.99% | 15.66% | 2024-10-18 | -4.52% |
| weekly rebalance | participation factor overlay | 6 months | complete | 13.21% | 17.15% | 2025-01-23 | -6.82% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 10.12% | 12.90% | 2024-10-18 | -3.98% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 12.94% | 15.68% | 2025-01-23 | -7.21% |
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 |
|---|---|---|---|---|---|
| ABBV | 2024-08-05 | 175.53 | 0.4047 | 0.4885 | no |
| ABT | 2024-08-05 | 106.77 | 0.2149 | 0.4458 | no |
| ADP | 2024-08-05 | 253.32 | 0.2917 | 0.4078 | no |
| ALGN | 2024-08-05 | 202.82 | 0.5669 | 0.4287 | no |
| AMAT | 2024-08-05 | 172.07 | 0.2962 | 0.5667 | no |
| AMD | 2024-08-05 | 122.16 | 0.4409 | 0.5372 | no |
| AMP | 2024-08-05 | 383.72 | 0.3425 | 0.4580 | no |
| BA | 2024-08-05 | 162.52 | 0.2279 | 0.4915 | no |
| BDX | 2024-08-05 | 180.44 | 0.3559 | 0.4301 | no |
| BEN | 2024-08-05 | 18.95 | 0.3267 | 0.4764 | no |
| CDW | 2024-08-05 | 204.40 | 0.2785 | 0.5110 | no |
| CE | 2024-08-05 | 125.11 | 0.4953 | 0.4405 | no |
| CNC | 2024-08-05 | 77.20 | 0.4509 | 0.4340 | no |
| DAL | 2024-08-05 | 36.67 | 0.5466 | 0.4240 | no |
| DD | 2024-08-05 | 93.51 | 0.3897 | 0.4593 | no |
| DLTR | 2024-08-05 | 98.93 | 0.4225 | 0.5368 | no |
| EQT | 2024-08-05 | 29.94 | 0.5284 | 0.5107 | no |
| EXR | 2024-08-05 | 147.42 | 0.2442 | 0.4071 | no |
| GPC | 2024-08-05 | 131.65 | 0.3023 | 0.4911 | no |
| HSIC | 2024-08-05 | 72.33 | 0.3899 | 0.4376 | no |
| JNJ | 2024-08-05 | 154.00 | 0.2765 | 0.4680 | no |
| LRCX | 2024-08-05 | 72.81 | 0.5291 | 0.5439 | no |
| MAS | 2024-08-05 | 70.58 | 0.4096 | 0.5104 | no |
| MCD | 2024-08-05 | 259.56 | 0.2755 | 0.4048 | no |
| MCHP | 2024-08-05 | 70.89 | 0.2468 | 0.5090 | no |
| MCO | 2024-08-05 | 444.85 | 0.2260 | 0.4945 | no |
| MGM | 2024-08-05 | 33.79 | 0.3090 | 0.4221 | no |
| MLM | 2024-08-05 | 544.96 | 0.2827 | 0.4925 | no |
| MOH | 2024-08-05 | 350.86 | 0.3085 | 0.4089 | no |
| NCLH | 2024-08-05 | 15.04 | 0.2276 | 0.4243 | no |
| NI | 2024-08-05 | 30.13 | 0.3550 | 0.4266 | no |
| NOW | 2024-08-05 | 151.41 | 0.5880 | 0.4901 | no |
| NRG | 2024-08-05 | 64.62 | 0.4296 | 0.4543 | no |
| NVDA | 2024-08-05 | 91.81 | 0.9555 | 0.5340 | no |
| OKE | 2024-08-05 | 70.69 | 0.2919 | 0.4678 | no |
| OXY | 2024-08-05 | 53.09 | 0.2729 | 0.5291 | no |
| PARA | 2024-08-05 | 874.58 | 0.2226 | — | no |
| PHM | 2024-08-05 | 116.99 | 0.2170 | 0.4872 | no |
| QCOM | 2024-08-05 | 146.08 | 0.5036 | 0.5200 | no |
| SCHW | 2024-08-05 | 59.83 | 0.3893 | 0.4804 | no |
| SMCI | 2024-08-05 | 53.56 | 0.2669 | 0.4538 | no |
| SOLV | 2024-08-05 | 55.06 | 0.2167 | — | no |
| TER | 2024-08-05 | 110.32 | 0.4485 | 0.5574 | no |
| TGT | 2024-08-05 | 124.88 | 0.2545 | 0.5250 | no |
| UAL | 2024-08-05 | 37.14 | 0.5335 | 0.4383 | no |
| UBER | 2024-08-05 | 55.53 | 0.2234 | 0.4695 | no |
| ULTA | 2024-08-05 | 333.47 | 0.4937 | 0.4435 | no |
| VRSN | 2024-08-05 | 182.81 | 0.2128 | 0.4365 | no |
| VST | 2024-08-05 | 66.01 | 0.5074 | 0.4286 | no |
| WYNN | 2024-08-05 | 70.28 | 0.5108 | 0.4242 | no |