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 | 10.89% | 11.54% | 2024-12-02 | -4.02% |
| buy & hold | participation factor overlay | 6 months | complete | 0.89% | 11.54% | 2024-12-02 | -9.66% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 11.41% | 11.83% | 2024-12-02 | -3.41% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 2.10% | 11.83% | 2024-12-02 | -9.05% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.83% | 9.00% | 2024-12-02 | -4.52% |
| weekly rebalance | participation factor overlay | 6 months | complete | 1.73% | 9.38% | 2025-01-23 | -7.59% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 8.16% | 9.04% | 2024-12-02 | -3.98% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 3.18% | 9.49% | 2025-01-23 | -7.21% |
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 | 2024-09-09 | 96.03 | 0.2138 | 0.4332 | no |
| ALB | 2024-09-09 | 75.13 | 0.6566 | 0.4589 | no |
| AMD | 2024-09-09 | 136.10 | 0.4405 | 0.5316 | no |
| APA | 2024-09-09 | 23.25 | 0.4586 | 0.5395 | no |
| AVY | 2024-09-09 | 208.51 | 0.2096 | 0.4896 | no |
| AWK | 2024-09-09 | 136.96 | 0.2789 | 0.4510 | no |
| BA | 2024-09-09 | 162.30 | 0.4756 | 0.4930 | no |
| BBWI | 2024-09-09 | 26.84 | 0.4760 | 0.4260 | no |
| BX | 2024-09-09 | 129.81 | 0.2892 | 0.4607 | no |
| CFG | 2024-09-09 | 38.34 | 0.4434 | 0.4091 | no |
| CHRW | 2024-09-09 | 97.03 | 0.8015 | 0.4834 | no |
| CMG | 2024-09-09 | 54.04 | 0.2735 | 0.4085 | no |
| CMI | 2024-09-09 | 284.27 | 0.3452 | 0.4746 | no |
| COST | 2024-09-09 | 875.12 | 0.2361 | 0.5167 | no |
| CRWD | 2024-09-09 | 62.28 | 0.3641 | 0.5658 | no |
| CTAS | 2024-09-09 | 193.00 | 0.2300 | 0.4800 | no |
| DAL | 2024-09-09 | 41.60 | 0.4597 | 0.4235 | no |
| DD | 2024-09-09 | 96.17 | 0.4292 | 0.4601 | no |
| DOW | 2024-09-09 | 44.93 | 0.2365 | 0.4641 | no |
| FAST | 2024-09-09 | 31.62 | 0.3347 | 0.4929 | no |
| FCX | 2024-09-09 | 39.60 | 0.2681 | 0.4903 | no |
| GWW | 2024-09-09 | 939.37 | 0.4129 | 0.5139 | no |
| HPE | 2024-09-09 | 16.71 | 0.2233 | 0.4764 | no |
| HSY | 2024-09-09 | 187.53 | 0.2113 | 0.4170 | no |
| HWM | 2024-09-09 | 92.65 | 0.3041 | 0.5055 | no |
| IP | 2024-09-09 | 43.26 | 0.2598 | 0.4290 | no |
| JNJ | 2024-09-09 | 156.16 | 0.2962 | 0.4680 | no |
| LIN | 2024-09-09 | 448.17 | 0.2266 | 0.4325 | no |
| LRCX | 2024-09-09 | 73.03 | 0.4564 | 0.5412 | no |
| LVS | 2024-09-09 | 38.11 | 0.2334 | 0.4311 | no |
| MCHP | 2024-09-09 | 70.95 | 0.3719 | 0.5035 | no |
| MPC | 2024-09-09 | 160.78 | 0.2369 | 0.4502 | no |
| MRK | 2024-09-09 | 105.29 | 0.3049 | 0.4691 | no |
| MU | 2024-09-09 | 87.30 | 0.8692 | 0.5557 | no |
| NSC | 2024-09-09 | 241.12 | 0.3208 | 0.4923 | no |
| NVDA | 2024-09-09 | 104.59 | 0.2094 | 0.5454 | no |
| ON | 2024-09-09 | 68.80 | 0.3221 | 0.5275 | no |
| POOL | 2024-09-09 | 330.66 | 0.2901 | 0.4911 | no |
| PSX | 2024-09-09 | 120.09 | 0.2429 | 0.4496 | no |
| QCOM | 2024-09-09 | 154.33 | 0.4625 | 0.5172 | no |
| ROST | 2024-09-09 | 147.09 | 0.2521 | 0.4182 | no |
| RTX | 2024-09-09 | 115.57 | 0.4070 | 0.4932 | no |
| SMCI | 2024-09-09 | 39.27 | 0.7484 | 0.4561 | no |
| SNPS | 2024-09-09 | 466.53 | 0.4755 | 0.5772 | no |
| SYY | 2024-09-09 | 74.31 | 0.2481 | 0.4809 | no |
| TER | 2024-09-09 | 123.06 | 0.2481 | 0.5555 | no |
| TRV | 2024-09-09 | 228.57 | 0.3983 | 0.4597 | no |
| TSLA | 2024-09-09 | 216.20 | 0.5752 | 0.4385 | no |
| WDC | 2024-09-09 | 46.57 | 0.5043 | 0.5521 | no |
| WMT | 2024-09-09 | 75.47 | 0.2870 | 0.5066 | no |