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 | 11.12% | 12.38% | 2024-11-11 | -4.34% |
| buy & hold | participation factor overlay | 6 months | complete | 10.03% | 13.79% | 2024-12-02 | -6.50% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 10.18% | 11.45% | 2024-11-11 | -4.07% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 10.17% | 13.56% | 2025-01-23 | -5.84% |
| weekly rebalance | participation factor overlay | 3 months | complete | 8.50% | 9.00% | 2024-10-14 | -4.30% |
| weekly rebalance | participation factor overlay | 6 months | complete | 3.30% | 9.74% | 2024-12-02 | -7.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 8.76% | 9.15% | 2024-11-11 | -3.63% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 3.90% | 9.33% | 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 |
|---|---|---|---|---|---|
| AEP | 2024-08-12 | 91.20 | 0.3145 | 0.4332 | no |
| ALB | 2024-08-12 | 78.58 | 1.0054 | 0.4583 | no |
| AMD | 2024-08-12 | 134.44 | 0.4163 | 0.5362 | no |
| BDX | 2024-08-12 | 175.89 | 0.1976 | 0.4301 | no |
| BG | 2024-08-12 | 90.60 | 0.2015 | 0.4232 | no |
| BIIB | 2024-08-12 | 202.00 | 0.2078 | 0.4772 | no |
| BRK.B | 2024-08-12 | 434.16 | 0.2519 | — | no |
| CE | 2024-08-12 | 124.92 | 0.2025 | 0.4405 | no |
| CI | 2024-08-12 | 316.34 | 0.2328 | 0.4346 | no |
| CME | 2024-08-12 | 189.45 | 0.2095 | 0.5078 | no |
| CNC | 2024-08-12 | 76.27 | 0.5508 | 0.4337 | no |
| DE | 2024-08-12 | 337.70 | 0.2448 | 0.4810 | no |
| DLR | 2024-08-12 | 140.38 | 0.2023 | 0.4072 | no |
| DLTR | 2024-08-12 | 95.06 | 0.2143 | 0.5292 | no |
| EQT | 2024-08-12 | 30.69 | 0.2622 | 0.5107 | no |
| EXPE | 2024-08-12 | 126.75 | 0.1994 | 0.4167 | no |
| FTV | 2024-08-12 | 51.44 | 0.2368 | 0.4945 | no |
| ICE | 2024-08-12 | 149.87 | 0.2759 | 0.4871 | no |
| JCI | 2024-08-12 | 65.91 | 0.2844 | 0.5010 | no |
| JKHY | 2024-08-12 | 161.28 | 0.2784 | 0.4103 | no |
| KMI | 2024-08-12 | 19.38 | 0.2479 | 0.4331 | no |
| LIN | 2024-08-12 | 434.18 | 0.2516 | 0.4323 | no |
| LRCX | 2024-08-12 | 79.37 | 0.3001 | 0.5439 | no |
| MCHP | 2024-08-12 | 71.86 | 0.2194 | 0.5067 | no |
| MDLZ | 2024-08-12 | 65.58 | 0.2424 | 0.4121 | no |
| MDT | 2024-08-12 | 76.90 | 0.2532 | 0.4382 | no |
| MOH | 2024-08-12 | 338.34 | 0.6721 | 0.4086 | no |
| MRK | 2024-08-12 | 106.74 | 0.3075 | 0.4691 | no |
| NCLH | 2024-08-12 | 15.75 | 0.3740 | 0.4232 | no |
| NOC | 2024-08-12 | 477.25 | 0.3326 | 0.4930 | no |
| NOW | 2024-08-12 | 162.22 | 0.3759 | 0.4905 | no |
| NVDA | 2024-08-12 | 106.03 | 0.4929 | 0.5340 | no |
| NXPI | 2024-08-12 | 233.04 | 0.3040 | 0.5354 | no |
| OXY | 2024-08-12 | 56.29 | 0.4231 | 0.4583 | no |
| PFG | 2024-08-12 | 69.14 | 0.1979 | 0.4560 | no |
| PSX | 2024-08-12 | 126.60 | 0.2082 | 0.4497 | no |
| QCOM | 2024-08-12 | 153.03 | 0.5598 | 0.5191 | no |
| SOLV | 2024-08-12 | 60.59 | 0.3874 | 0.4553 | no |
| SRE | 2024-08-12 | 73.93 | 0.2128 | 0.4861 | no |
| SYK | 2024-08-12 | 320.94 | 0.2311 | 0.4543 | no |
| TEL | 2024-08-12 | 139.78 | 0.2888 | — | no |
| TROW | 2024-08-12 | 94.43 | 0.3590 | 0.4761 | no |
| TSLA | 2024-08-12 | 199.02 | 0.2433 | 0.4391 | no |
| UAL | 2024-08-12 | 41.01 | 0.3669 | 0.4384 | no |
| UNP | 2024-08-12 | 226.80 | 0.2790 | 0.4899 | no |
| VRTX | 2024-08-12 | 466.96 | 0.2422 | 0.5329 | no |
| VST | 2024-08-12 | 78.03 | 0.3337 | 0.4406 | no |
| WY | 2024-08-12 | 28.42 | 0.2148 | 0.4840 | no |
| WYNN | 2024-08-12 | 72.33 | 0.5799 | 0.4224 | no |
| XYL | 2024-08-12 | 124.87 | 0.2289 | 0.4791 | no |