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 | 7.16% | 7.32% | 2024-11-25 | -2.78% |
| buy & hold | participation factor overlay | 6 months | complete | 2.09% | 7.63% | 2024-12-02 | -6.00% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.99% | 8.07% | 2024-11-25 | -3.07% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 4.64% | 8.73% | 2025-01-30 | -5.33% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.90% | 7.53% | 2024-11-25 | -4.48% |
| weekly rebalance | participation factor overlay | 6 months | complete | 0.54% | 7.53% | 2024-11-25 | -6.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.59% | 5.07% | 2024-11-25 | -4.51% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -0.43% | 5.07% | 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 |
|---|---|---|---|---|---|
| ADSK | 2024-08-26 | 256.93 | 0.2034 | 0.4743 | no |
| AEP | 2024-08-26 | 92.24 | 0.2916 | 0.4332 | no |
| AKAM | 2024-08-26 | 101.99 | 0.1974 | 0.4540 | no |
| ALB | 2024-08-26 | 87.91 | 0.7442 | 0.4583 | no |
| ALL | 2024-08-26 | 172.82 | 0.1749 | 0.4575 | no |
| AON | 2024-08-26 | 333.58 | 0.2907 | 0.4491 | no |
| AVY | 2024-08-26 | 209.59 | 0.1836 | 0.4894 | no |
| BDX | 2024-08-26 | 177.32 | 0.2829 | 0.4301 | no |
| BF.B | 2024-08-26 | 42.58 | 0.1726 | — | no |
| BIIB | 2024-08-26 | 206.23 | 0.1931 | 0.4772 | no |
| BRO | 2024-08-26 | 100.55 | 0.1942 | 0.4595 | no |
| CAG | 2024-08-26 | 26.86 | 0.3702 | 0.4258 | no |
| CHRW | 2024-08-26 | 97.91 | 0.3815 | 0.4848 | no |
| CMG | 2024-08-26 | 53.82 | 0.3403 | 0.4086 | no |
| CNC | 2024-08-26 | 78.86 | 0.2189 | 0.4337 | no |
| DAL | 2024-08-26 | 40.69 | 0.2654 | 0.4241 | no |
| DLR | 2024-08-26 | 143.31 | 0.2395 | 0.4072 | no |
| DLTR | 2024-08-26 | 98.01 | 0.2534 | 0.5289 | no |
| DUK | 2024-08-26 | 104.83 | 0.2917 | 0.4606 | no |
| DVN | 2024-08-26 | 42.69 | 0.1898 | 0.4576 | no |
| EVRG | 2024-08-26 | 54.59 | 0.2750 | 0.4563 | no |
| GILD | 2024-08-26 | 72.11 | 0.2283 | 0.5337 | no |
| HCA | 2024-08-26 | 382.96 | 0.4385 | 0.4535 | no |
| HUBB | 2024-08-26 | 377.31 | 0.2029 | 0.5106 | no |
| IEX | 2024-08-26 | 199.19 | 0.2172 | 0.4922 | no |
| JNJ | 2024-08-26 | 154.35 | 0.4009 | 0.4680 | no |
| LIN | 2024-08-26 | 452.27 | 0.1714 | 0.4323 | no |
| LRCX | 2024-08-26 | 82.67 | 0.2403 | 0.5428 | no |
| LYB | 2024-08-26 | 84.82 | 0.2680 | 0.4503 | no |
| MPC | 2024-08-26 | 169.90 | 0.2497 | 0.4502 | no |
| NCLH | 2024-08-26 | 17.48 | 0.5304 | 0.4234 | no |
| NOC | 2024-08-26 | 491.57 | 0.2703 | 0.4930 | no |
| NOW | 2024-08-26 | 165.94 | 0.6247 | 0.4904 | no |
| NSC | 2024-08-26 | 232.69 | 0.1753 | 0.4933 | no |
| ORLY | 2024-08-26 | 74.44 | 0.4061 | 0.4991 | no |
| PEP | 2024-08-26 | 161.91 | 0.2317 | 0.4034 | no |
| PHM | 2024-08-26 | 132.88 | 0.3180 | 0.4906 | no |
| PODD | 2024-08-26 | 185.04 | 0.2176 | 0.4508 | no |
| PPG | 2024-08-26 | 120.76 | 0.2502 | 0.4461 | no |
| QCOM | 2024-08-26 | 163.91 | 0.4063 | 0.5184 | no |
| ROST | 2024-08-26 | 152.18 | 0.3031 | 0.4166 | no |
| TJX | 2024-08-26 | 116.75 | 0.1814 | 0.4138 | no |
| TSLA | 2024-08-26 | 218.75 | 0.3409 | 0.4359 | no |
| TSN | 2024-08-26 | 58.97 | 0.1741 | 0.4191 | no |
| UAL | 2024-08-26 | 43.45 | 0.1743 | 0.4384 | no |
| UNP | 2024-08-26 | 235.76 | 0.2750 | 0.4899 | no |
| VLO | 2024-08-26 | 139.00 | 0.2298 | 0.4388 | no |
| VLTO | 2024-08-26 | 110.95 | 0.1813 | 0.4796 | no |
| VRTX | 2024-08-26 | 481.98 | 0.1753 | 0.5329 | no |
| WRB | 2024-08-26 | 55.41 | 0.2528 | 0.4416 | no |