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 | 13.76% | 15.26% | 2024-11-11 | -4.86% |
| buy & hold | participation factor overlay | 6 months | complete | 11.18% | 16.90% | 2025-01-23 | -6.46% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 12.65% | 14.03% | 2024-11-11 | -4.73% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 10.33% | 16.74% | 2025-01-23 | -5.49% |
| weekly rebalance | participation factor overlay | 3 months | complete | 10.33% | 11.50% | 2024-10-18 | -4.75% |
| weekly rebalance | participation factor overlay | 6 months | complete | 9.69% | 14.99% | 2025-01-23 | -6.84% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 8.64% | 9.24% | 2024-10-18 | -4.35% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 8.52% | 12.42% | 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 |
|---|---|---|---|---|---|
| ADI | 2024-08-12 | 205.18 | 0.2034 | 0.5324 | no |
| ALB | 2024-08-12 | 78.58 | 1.1078 | 0.4583 | no |
| ALGN | 2024-08-12 | 213.74 | 0.3065 | 0.4287 | no |
| AMP | 2024-08-12 | 395.82 | 0.3523 | 0.4580 | no |
| BDX | 2024-08-12 | 175.89 | 0.3384 | 0.4301 | no |
| BWA | 2024-08-12 | 30.94 | 0.2259 | 0.4114 | no |
| CDW | 2024-08-12 | 205.81 | 0.2336 | 0.5107 | no |
| CI | 2024-08-12 | 316.34 | 0.2128 | 0.4346 | no |
| CNC | 2024-08-12 | 76.27 | 0.6175 | 0.4337 | no |
| DD | 2024-08-12 | 94.57 | 0.1849 | 0.4593 | no |
| DE | 2024-08-12 | 337.70 | 0.2024 | 0.4810 | no |
| DLTR | 2024-08-12 | 95.06 | 0.4422 | 0.5292 | no |
| DOV | 2024-08-12 | 172.14 | 0.2300 | 0.5006 | no |
| EQT | 2024-08-12 | 30.69 | 0.2704 | 0.5107 | no |
| EXPE | 2024-08-12 | 126.75 | 0.2941 | 0.4167 | no |
| FCX | 2024-08-12 | 40.60 | 0.1860 | 0.4903 | no |
| FTV | 2024-08-12 | 51.44 | 0.2455 | 0.4945 | no |
| HUM | 2024-08-12 | 341.90 | 0.1803 | 0.4522 | no |
| IP | 2024-08-12 | 40.67 | 0.2227 | 0.4290 | no |
| JBHT | 2024-08-12 | 160.16 | 0.5156 | 0.4839 | no |
| JKHY | 2024-08-12 | 161.28 | 0.2921 | 0.4103 | no |
| KMI | 2024-08-12 | 19.38 | 0.3134 | 0.4331 | no |
| LRCX | 2024-08-12 | 79.37 | 0.3266 | 0.5439 | no |
| LUV | 2024-08-12 | 24.16 | 0.2137 | 0.4413 | no |
| MCHP | 2024-08-12 | 71.86 | 0.3112 | 0.5067 | no |
| MDLZ | 2024-08-12 | 65.58 | 0.1816 | 0.4121 | no |
| MOH | 2024-08-12 | 338.34 | 0.5621 | 0.4086 | no |
| MRK | 2024-08-12 | 106.74 | 0.3119 | 0.4691 | no |
| NCLH | 2024-08-12 | 15.75 | 0.5741 | 0.4232 | no |
| NOW | 2024-08-12 | 162.22 | 0.2181 | 0.4905 | no |
| NVDA | 2024-08-12 | 106.03 | 0.2358 | 0.5340 | no |
| NVR | 2024-08-12 | 8500.00 | 0.2222 | — | no |
| NXPI | 2024-08-12 | 233.04 | 0.2421 | 0.5354 | no |
| ORCL | 2024-08-12 | 129.41 | 0.2379 | 0.4888 | no |
| OXY | 2024-08-12 | 56.29 | 0.3760 | 0.4583 | no |
| POOL | 2024-08-12 | 334.49 | 0.1875 | 0.4903 | no |
| PSX | 2024-08-12 | 126.60 | 0.2116 | 0.4497 | no |
| QCOM | 2024-08-12 | 153.03 | 0.5184 | 0.5191 | no |
| TDG | 2024-08-12 | 1102.34 | 0.1851 | 0.4970 | no |
| TEL | 2024-08-12 | 139.78 | 0.3477 | — | no |
| TROW | 2024-08-12 | 94.43 | 0.1837 | 0.4761 | no |
| TSCO | 2024-08-12 | 49.89 | 0.1851 | 0.4918 | no |
| TSLA | 2024-08-12 | 199.02 | 0.3611 | 0.4391 | no |
| UAL | 2024-08-12 | 41.01 | 0.3734 | 0.4384 | no |
| UNP | 2024-08-12 | 226.80 | 0.2383 | 0.4899 | no |
| VRTX | 2024-08-12 | 466.96 | 0.2413 | 0.5329 | no |
| VST | 2024-08-12 | 78.03 | 0.2421 | 0.4406 | no |
| WMB | 2024-08-12 | 40.09 | 0.2769 | 0.4675 | no |
| WYNN | 2024-08-12 | 72.33 | 0.5939 | 0.4224 | no |
| XYL | 2024-08-12 | 124.87 | 0.1783 | 0.4791 | no |