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 | 12.84% | 16.63% | 2024-10-14 | -5.94% |
| buy & hold | participation factor overlay | 6 months | complete | 16.63% | 20.34% | 2025-01-23 | -6.93% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 10.60% | 13.04% | 2024-09-27 | -5.97% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.60% | 17.11% | 2025-01-21 | -6.29% |
| weekly rebalance | participation factor overlay | 3 months | complete | 10.43% | 14.10% | 2024-10-14 | -4.30% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.08% | 14.88% | 2024-12-02 | -7.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 9.64% | 11.94% | 2024-10-18 | -3.63% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 8.94% | 13.02% | 2024-12-02 | -7.65% |
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 | 0.3110 | 0.4885 | no |
| ALB | 2024-08-05 | 77.35 | 0.3040 | 0.4585 | no |
| ALGN | 2024-08-05 | 202.82 | 0.5218 | 0.4287 | no |
| AMD | 2024-08-05 | 122.16 | 0.4361 | 0.5372 | no |
| AMP | 2024-08-05 | 383.72 | 0.3615 | 0.4580 | no |
| AMZN | 2024-08-05 | 154.21 | 0.2474 | 0.4341 | no |
| AVY | 2024-08-05 | 201.50 | 0.2673 | 0.4895 | no |
| BDX | 2024-08-05 | 180.44 | 0.4003 | 0.4301 | no |
| BEN | 2024-08-05 | 18.95 | 0.3681 | 0.4764 | no |
| CAG | 2024-08-05 | 26.97 | 0.2911 | 0.4220 | no |
| CDW | 2024-08-05 | 204.40 | 0.3331 | 0.5110 | no |
| CE | 2024-08-05 | 125.11 | 0.3835 | 0.4405 | no |
| CEG | 2024-08-05 | 154.15 | 0.2529 | 0.4430 | no |
| CNC | 2024-08-05 | 77.20 | 0.4711 | 0.4340 | no |
| DAL | 2024-08-05 | 36.67 | 0.5395 | 0.4240 | no |
| DLTR | 2024-08-05 | 98.93 | 0.2968 | 0.5368 | no |
| DVN | 2024-08-05 | 38.88 | 0.3015 | 0.5373 | no |
| EQT | 2024-08-05 | 29.94 | 0.5943 | 0.5107 | no |
| EXC | 2024-08-05 | 36.60 | 0.2622 | 0.4403 | no |
| EXPE | 2024-08-05 | 110.22 | 0.3163 | 0.4447 | no |
| FCX | 2024-08-05 | 39.00 | 0.3636 | 0.4909 | no |
| GM | 2024-08-05 | 38.56 | 0.2923 | 0.4394 | no |
| HSIC | 2024-08-05 | 72.33 | 0.3420 | 0.4376 | no |
| ICE | 2024-08-05 | 148.30 | 0.2382 | 0.4871 | no |
| LRCX | 2024-08-05 | 72.81 | 0.4203 | 0.5439 | no |
| MCO | 2024-08-05 | 444.85 | 0.3556 | 0.4945 | no |
| MDT | 2024-08-05 | 75.76 | 0.2624 | 0.4382 | no |
| MGM | 2024-08-05 | 33.79 | 0.2424 | 0.4221 | no |
| MLM | 2024-08-05 | 544.96 | 0.4341 | 0.4925 | no |
| MOH | 2024-08-05 | 350.86 | 0.3227 | 0.4089 | no |
| NOW | 2024-08-05 | 151.41 | 0.6761 | 0.4901 | no |
| NRG | 2024-08-05 | 64.62 | 0.3077 | 0.4543 | no |
| NVDA | 2024-08-05 | 91.81 | 1.0230 | 0.5340 | no |
| OKE | 2024-08-05 | 70.69 | 0.2511 | 0.4678 | no |
| OXY | 2024-08-05 | 53.09 | 0.3443 | 0.5291 | no |
| PARA | 2024-08-05 | 874.58 | 0.3020 | — | no |
| PCAR | 2024-08-05 | 86.85 | 0.2703 | 0.4861 | no |
| PHM | 2024-08-05 | 116.99 | 0.2542 | 0.4872 | no |
| POOL | 2024-08-05 | 329.69 | 0.2648 | 0.4905 | no |
| QCOM | 2024-08-05 | 146.08 | 0.3821 | 0.5200 | no |
| QRVO | 2024-08-05 | 103.58 | 0.2895 | — | no |
| SCHW | 2024-08-05 | 59.83 | 0.6416 | 0.4804 | no |
| SOLV | 2024-08-05 | 55.06 | 0.3845 | — | no |
| TER | 2024-08-05 | 110.32 | 0.2517 | 0.5574 | no |
| UAL | 2024-08-05 | 37.14 | 0.5057 | 0.4383 | no |
| UBER | 2024-08-05 | 55.53 | 0.4835 | 0.4695 | no |
| ULTA | 2024-08-05 | 333.47 | 0.3800 | 0.4435 | no |
| UPS | 2024-08-05 | 110.51 | 0.2204 | 0.4734 | no |
| VST | 2024-08-05 | 66.01 | 0.6248 | 0.4286 | no |
| WYNN | 2024-08-05 | 70.28 | 0.4866 | 0.4242 | no |