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 | 15.02% | 18.83% | 2024-10-14 | -5.44% |
| buy & hold | participation factor overlay | 6 months | complete | 19.88% | 23.33% | 2025-01-23 | -6.09% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 12.76% | 16.15% | 2024-10-14 | -5.88% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 18.93% | 22.16% | 2025-01-23 | -6.54% |
| weekly rebalance | participation factor overlay | 3 months | complete | 13.22% | 17.32% | 2024-10-18 | -4.48% |
| weekly rebalance | participation factor overlay | 6 months | complete | 13.23% | 18.60% | 2024-11-25 | -6.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 10.42% | 14.26% | 2024-10-18 | -4.51% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 10.04% | 15.22% | 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 |
|---|---|---|---|---|---|
| AAPL | 2024-08-05 | 197.21 | 0.2692 | 0.4861 | no |
| ALGN | 2024-08-05 | 202.82 | 0.4270 | 0.4287 | no |
| AMAT | 2024-08-05 | 172.07 | 0.5477 | 0.5667 | no |
| AMD | 2024-08-05 | 122.16 | 0.4392 | 0.5372 | no |
| AMP | 2024-08-05 | 383.72 | 0.4712 | 0.4580 | no |
| AMZN | 2024-08-05 | 154.21 | 0.3272 | 0.4341 | no |
| AVGO | 2024-08-05 | 127.22 | 0.2642 | 0.5516 | no |
| AVY | 2024-08-05 | 201.50 | 0.3139 | 0.4895 | no |
| CE | 2024-08-05 | 125.11 | 0.3787 | 0.4405 | no |
| CEG | 2024-08-05 | 154.15 | 0.5638 | 0.4430 | no |
| CFG | 2024-08-05 | 35.26 | 0.3393 | 0.4091 | no |
| CNC | 2024-08-05 | 77.20 | 0.3917 | 0.4340 | no |
| DAL | 2024-08-05 | 36.67 | 0.4075 | 0.4240 | no |
| DD | 2024-08-05 | 93.51 | 0.3511 | 0.4593 | no |
| DLTR | 2024-08-05 | 98.93 | 0.4451 | 0.5368 | no |
| DTE | 2024-08-05 | 116.32 | 0.3582 | 0.4430 | no |
| EQT | 2024-08-05 | 29.94 | 0.6804 | 0.5107 | no |
| FCX | 2024-08-05 | 39.00 | 0.3130 | 0.4909 | no |
| FICO | 2024-08-05 | 1554.60 | 0.3287 | 0.4945 | no |
| GM | 2024-08-05 | 38.56 | 0.3070 | 0.4394 | no |
| HSIC | 2024-08-05 | 72.33 | 0.3151 | 0.4376 | no |
| HUM | 2024-08-05 | 349.31 | 0.3438 | 0.4524 | no |
| IFF | 2024-08-05 | 90.29 | 0.2937 | 0.4516 | no |
| JNJ | 2024-08-05 | 154.00 | 0.2889 | 0.4680 | no |
| KEYS | 2024-08-05 | 122.80 | 0.4963 | 0.4941 | no |
| LLY | 2024-08-05 | 746.49 | 0.4192 | 0.4580 | no |
| LRCX | 2024-08-05 | 72.81 | 0.3640 | 0.5439 | no |
| MAS | 2024-08-05 | 70.58 | 0.3157 | 0.5104 | no |
| MCHP | 2024-08-05 | 70.89 | 0.2839 | 0.5090 | no |
| MHK | 2024-08-05 | 142.89 | 0.2571 | 0.4530 | no |
| MLM | 2024-08-05 | 544.96 | 0.5297 | 0.4925 | no |
| MOH | 2024-08-05 | 350.86 | 0.3334 | 0.4089 | no |
| NI | 2024-08-05 | 30.13 | 0.2994 | 0.4266 | no |
| NOW | 2024-08-05 | 151.41 | 0.4430 | 0.4901 | no |
| NRG | 2024-08-05 | 64.62 | 0.2998 | 0.4543 | no |
| NVDA | 2024-08-05 | 91.81 | 0.9301 | 0.5340 | no |
| PHM | 2024-08-05 | 116.99 | 0.2697 | 0.4872 | no |
| POOL | 2024-08-05 | 329.69 | 0.3933 | 0.4905 | no |
| QCOM | 2024-08-05 | 146.08 | 0.6489 | 0.5200 | no |
| SCHW | 2024-08-05 | 59.83 | 0.5609 | 0.4804 | no |
| SOLV | 2024-08-05 | 55.06 | 0.4247 | — | no |
| TER | 2024-08-05 | 110.32 | 0.5627 | 0.5574 | no |
| TGT | 2024-08-05 | 124.88 | 0.2789 | 0.5250 | no |
| UAL | 2024-08-05 | 37.14 | 0.5621 | 0.4383 | no |
| UBER | 2024-08-05 | 55.53 | 0.4004 | 0.4695 | no |
| ULTA | 2024-08-05 | 333.47 | 0.3022 | 0.4435 | no |
| UPS | 2024-08-05 | 110.51 | 0.2615 | 0.4734 | no |
| VRSN | 2024-08-05 | 182.81 | 0.3610 | 0.4365 | no |
| VST | 2024-08-05 | 66.01 | 0.6254 | 0.4286 | no |
| WYNN | 2024-08-05 | 70.28 | 0.4404 | 0.4242 | no |