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 | 12.39% | 13.81% | 2024-11-11 | -4.65% |
| buy & hold | participation factor overlay | 6 months | complete | 12.03% | 16.80% | 2025-01-23 | -6.54% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 10.09% | 11.33% | 2024-11-11 | -5.22% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 7.25% | 13.48% | 2024-12-02 | -5.83% |
| weekly rebalance | participation factor overlay | 3 months | complete | 10.81% | 12.22% | 2024-10-18 | -4.48% |
| weekly rebalance | participation factor overlay | 6 months | complete | 6.71% | 13.43% | 2024-11-25 | -6.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 8.40% | 10.27% | 2024-10-18 | -4.51% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 5.01% | 11.19% | 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 |
|---|---|---|---|---|---|
| ADI | 2024-08-12 | 205.18 | 0.1884 | 0.5324 | no |
| AEP | 2024-08-12 | 91.20 | 0.1974 | 0.4332 | no |
| AJG | 2024-08-12 | 276.91 | 0.1909 | 0.4617 | no |
| ALB | 2024-08-12 | 78.58 | 1.0879 | 0.4583 | no |
| ALGN | 2024-08-12 | 213.74 | 0.2090 | 0.4287 | no |
| AMAT | 2024-08-12 | 188.12 | 0.3889 | 0.5667 | no |
| AMD | 2024-08-12 | 134.44 | 0.2299 | 0.5362 | no |
| AMP | 2024-08-12 | 395.82 | 0.3636 | 0.4580 | no |
| ATO | 2024-08-12 | 121.85 | 0.2053 | 0.4870 | no |
| AVY | 2024-08-12 | 197.84 | 0.1871 | 0.4894 | no |
| BA | 2024-08-12 | 167.73 | 0.1894 | 0.4932 | no |
| CI | 2024-08-12 | 316.34 | 0.2250 | 0.4346 | no |
| CNC | 2024-08-12 | 76.27 | 0.5722 | 0.4337 | no |
| CVS | 2024-08-12 | 53.02 | 0.1834 | 0.4472 | no |
| DLTR | 2024-08-12 | 95.06 | 0.4001 | 0.5292 | no |
| EQT | 2024-08-12 | 30.69 | 0.3126 | 0.5107 | no |
| GD | 2024-08-12 | 282.97 | 0.2076 | 0.4954 | no |
| HUM | 2024-08-12 | 341.90 | 0.3187 | 0.4522 | no |
| ICE | 2024-08-12 | 149.87 | 0.2895 | 0.4871 | no |
| IT | 2024-08-12 | 479.78 | 0.1868 | 0.4625 | no |
| JBL | 2024-08-12 | 102.28 | 0.1987 | 0.4913 | no |
| JCI | 2024-08-12 | 65.91 | 0.2445 | 0.5010 | no |
| KMI | 2024-08-12 | 19.38 | 0.2327 | 0.4331 | no |
| LVS | 2024-08-12 | 36.88 | 0.1921 | 0.4325 | no |
| MCHP | 2024-08-12 | 71.86 | 0.3401 | 0.5067 | no |
| MDLZ | 2024-08-12 | 65.58 | 0.2365 | 0.4121 | no |
| MOH | 2024-08-12 | 338.34 | 0.2959 | 0.4086 | no |
| MOS | 2024-08-12 | 25.23 | 0.1931 | 0.4160 | no |
| NCLH | 2024-08-12 | 15.75 | 0.5768 | 0.4232 | no |
| NVDA | 2024-08-12 | 106.03 | 0.6553 | 0.5340 | no |
| NXPI | 2024-08-12 | 233.04 | 0.2311 | 0.5354 | no |
| ORCL | 2024-08-12 | 129.41 | 0.2012 | 0.4888 | no |
| OXY | 2024-08-12 | 56.29 | 0.2163 | 0.4583 | no |
| PGR | 2024-08-12 | 206.85 | 0.2242 | 0.4532 | no |
| PSX | 2024-08-12 | 126.60 | 0.2542 | 0.4497 | no |
| QCOM | 2024-08-12 | 153.03 | 0.7599 | 0.5191 | no |
| QRVO | 2024-08-12 | 106.72 | 0.2873 | — | no |
| SCHW | 2024-08-12 | 61.11 | 0.2083 | 0.4804 | no |
| SOLV | 2024-08-12 | 60.59 | 0.1887 | 0.4553 | no |
| SYK | 2024-08-12 | 320.94 | 0.1831 | 0.4543 | no |
| TEL | 2024-08-12 | 139.78 | 0.2015 | — | no |
| TER | 2024-08-12 | 121.72 | 0.2120 | 0.5575 | no |
| TSLA | 2024-08-12 | 199.02 | 0.3271 | 0.4391 | no |
| UAL | 2024-08-12 | 41.01 | 0.3249 | 0.4384 | no |
| ULTA | 2024-08-12 | 321.25 | 0.2354 | 0.4376 | no |
| UNP | 2024-08-12 | 226.80 | 0.2495 | 0.4899 | no |
| VRTX | 2024-08-12 | 466.96 | 0.2410 | 0.5329 | no |
| VST | 2024-08-12 | 78.03 | 0.5745 | 0.4406 | no |
| WMB | 2024-08-12 | 40.09 | 0.2767 | 0.4675 | no |
| WYNN | 2024-08-12 | 72.33 | 0.5557 | 0.4224 | no |