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 | 13.51% | 13.83% | 2024-12-06 | -3.33% |
| buy & hold | participation factor overlay | 6 months | complete | 5.38% | 14.61% | 2025-02-19 | -8.20% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 13.76% | 13.76% | 2024-12-09 | -3.60% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 5.39% | 14.36% | 2025-02-19 | -8.24% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.79% | 9.11% | 2024-11-25 | -4.48% |
| weekly rebalance | participation factor overlay | 6 months | complete | -0.18% | 9.11% | 2024-11-25 | -9.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.52% | 7.37% | 2024-11-25 | -4.51% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 0.02% | 7.37% | 2024-11-25 | -8.31% |
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 | 0.3134 | 0.4332 | no |
| ALB | 2024-09-09 | 75.13 | 0.6867 | 0.4589 | no |
| APA | 2024-09-09 | 23.25 | 0.3540 | 0.5395 | no |
| AVGO | 2024-09-09 | 136.54 | 0.2807 | 0.5381 | no |
| AVY | 2024-09-09 | 208.51 | 0.2992 | 0.4896 | no |
| AWK | 2024-09-09 | 136.96 | 0.2307 | 0.4510 | no |
| BA | 2024-09-09 | 162.30 | 0.4493 | 0.4930 | no |
| BBWI | 2024-09-09 | 26.84 | 0.4086 | 0.4260 | no |
| BX | 2024-09-09 | 129.81 | 0.4589 | 0.4607 | no |
| CB | 2024-09-09 | 281.91 | 0.2162 | 0.4572 | no |
| CFG | 2024-09-09 | 38.34 | 0.5447 | 0.4091 | no |
| CHRW | 2024-09-09 | 97.03 | 0.8356 | 0.4834 | no |
| CMG | 2024-09-09 | 54.04 | 0.2246 | 0.4085 | no |
| CMI | 2024-09-09 | 284.27 | 0.2554 | 0.4746 | no |
| COP | 2024-09-09 | 99.60 | 0.2181 | 0.4731 | no |
| COST | 2024-09-09 | 875.12 | 0.2202 | 0.5167 | no |
| CRWD | 2024-09-09 | 62.28 | 0.3676 | 0.5658 | no |
| CTAS | 2024-09-09 | 193.00 | 0.2779 | 0.4800 | no |
| DAL | 2024-09-09 | 41.60 | 0.5709 | 0.4235 | no |
| DD | 2024-09-09 | 96.17 | 0.4568 | 0.4601 | no |
| FAST | 2024-09-09 | 31.62 | 0.2913 | 0.4929 | no |
| FFIV | 2024-09-09 | 199.48 | 0.3709 | 0.4753 | no |
| GILD | 2024-09-09 | 73.61 | 0.2506 | 0.5337 | no |
| GOOGL | 2024-09-09 | 151.45 | 0.2431 | 0.4766 | no |
| GRMN | 2024-09-09 | 174.61 | 0.2476 | 0.4674 | no |
| GWW | 2024-09-09 | 939.37 | 0.3957 | 0.5139 | no |
| HIG | 2024-09-09 | 111.46 | 0.2274 | 0.4447 | no |
| HII | 2024-09-09 | 258.48 | 0.2828 | 0.5083 | no |
| HPE | 2024-09-09 | 16.71 | 0.3969 | 0.4764 | no |
| JBL | 2024-09-09 | 101.69 | 0.4494 | 0.4922 | no |
| JNJ | 2024-09-09 | 156.16 | 0.4672 | 0.4680 | no |
| KHC | 2024-09-09 | 31.77 | 0.3043 | 0.4147 | no |
| LVS | 2024-09-09 | 38.11 | 0.3397 | 0.4311 | no |
| MLM | 2024-09-09 | 500.23 | 0.2106 | 0.5041 | no |
| MRK | 2024-09-09 | 105.29 | 0.3632 | 0.4691 | no |
| MSCI | 2024-09-09 | 550.58 | 0.2552 | 0.4943 | no |
| MU | 2024-09-09 | 87.30 | 0.6881 | 0.5557 | no |
| NSC | 2024-09-09 | 241.12 | 0.3481 | 0.4923 | no |
| NVDA | 2024-09-09 | 104.59 | 0.3853 | 0.5454 | no |
| POOL | 2024-09-09 | 330.66 | 0.2548 | 0.4911 | no |
| PSX | 2024-09-09 | 120.09 | 0.2532 | 0.4496 | no |
| QCOM | 2024-09-09 | 154.33 | 0.4573 | 0.5172 | no |
| ROST | 2024-09-09 | 147.09 | 0.2827 | 0.4182 | no |
| SMCI | 2024-09-09 | 39.27 | 0.5192 | 0.4561 | no |
| SNPS | 2024-09-09 | 466.53 | 0.4148 | 0.5772 | no |
| TRV | 2024-09-09 | 228.57 | 0.2389 | 0.4597 | no |
| TSLA | 2024-09-09 | 216.20 | 0.4674 | 0.4385 | no |
| USB | 2024-09-09 | 41.33 | 0.2986 | 0.4424 | no |
| WDC | 2024-09-09 | 46.57 | 0.4283 | 0.5521 | no |
| WMT | 2024-09-09 | 75.47 | 0.2491 | 0.5066 | no |