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 | -3.83% | 3.22% | 2024-10-18 | -8.63% |
| buy & hold | participation factor overlay | 6 months | complete | -6.02% | 3.22% | 2024-10-18 | -11.86% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -2.98% | 2.68% | 2024-10-18 | -7.23% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -5.69% | 2.68% | 2024-10-18 | -10.94% |
| weekly rebalance | participation factor overlay | 3 months | complete | -1.14% | 4.50% | 2024-12-02 | -6.82% |
| weekly rebalance | participation factor overlay | 6 months | complete | -3.26% | 4.87% | 2025-01-23 | -10.73% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.95% | 4.81% | 2024-12-02 | -7.21% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -1.71% | 5.23% | 2025-01-23 | -9.66% |
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 |
|---|---|---|---|---|---|
| ABNB | 2024-09-23 | 131.50 | 0.3864 | 0.4552 | no |
| AES | 2024-09-23 | 17.02 | 0.2398 | — | no |
| AKAM | 2024-09-23 | 99.71 | 0.3014 | 0.4546 | no |
| AMAT | 2024-09-23 | 191.36 | 0.1703 | 0.5673 | no |
| APA | 2024-09-23 | 23.16 | 0.2882 | 0.5376 | no |
| APTV | 2024-09-23 | 70.00 | 0.2011 | 0.4139 | no |
| AWK | 2024-09-23 | 140.61 | 0.3046 | 0.4510 | no |
| BA | 2024-09-23 | 153.00 | 0.6271 | 0.4918 | no |
| BALL | 2024-09-23 | 64.63 | 0.2321 | 0.4303 | no |
| BEN | 2024-09-23 | 18.61 | 0.1742 | 0.4803 | no |
| BRK.B | 2024-09-23 | 457.31 | 0.2435 | — | no |
| BWA | 2024-09-23 | 32.51 | 0.2026 | 0.4136 | no |
| CFG | 2024-09-23 | 38.98 | 0.4906 | 0.4078 | no |
| CHRW | 2024-09-23 | 100.24 | 0.2856 | 0.4836 | no |
| CMI | 2024-09-23 | 298.04 | 0.1553 | 0.4746 | no |
| CRWD | 2024-09-23 | 74.44 | 0.2950 | 0.5658 | no |
| DAL | 2024-09-23 | 45.82 | 0.3374 | 0.4279 | no |
| DD | 2024-09-23 | 101.00 | 0.2519 | 0.4598 | no |
| EVRG | 2024-09-23 | 57.56 | 0.2965 | 0.4563 | no |
| EXPE | 2024-09-23 | 142.06 | 0.3253 | 0.4169 | no |
| FCX | 2024-09-23 | 43.87 | 0.1616 | 0.4870 | no |
| FDS | 2024-09-23 | 454.15 | 0.1766 | 0.5007 | no |
| GEN | 2024-09-23 | 25.71 | 0.1869 | 0.5035 | no |
| HII | 2024-09-23 | 256.85 | 0.1558 | 0.5051 | no |
| J | 2024-09-23 | 120.83 | 0.1849 | 0.5078 | no |
| L | 2024-09-23 | 78.21 | 0.3618 | — | no |
| LHX | 2024-09-23 | 225.17 | 0.1789 | 0.5144 | no |
| MCHP | 2024-09-23 | 72.44 | 0.2288 | 0.4988 | no |
| MPC | 2024-09-23 | 156.25 | 0.1535 | 0.4495 | no |
| MTB | 2024-09-23 | 169.39 | 0.2239 | 0.4260 | no |
| MU | 2024-09-23 | 92.10 | 0.4472 | 0.5553 | no |
| NDSN | 2024-09-23 | 248.89 | 0.2175 | 0.4223 | no |
| NEM | 2024-09-23 | 52.88 | 0.1921 | 0.4964 | no |
| NXPI | 2024-09-23 | 224.67 | 0.2392 | 0.5291 | no |
| ON | 2024-09-23 | 69.98 | 0.2418 | 0.5272 | no |
| ORCL | 2024-09-23 | 163.63 | 0.3830 | 0.5018 | no |
| PEG | 2024-09-23 | 81.73 | 0.1583 | 0.4545 | no |
| PFE | 2024-09-23 | 25.70 | 0.1894 | 0.5261 | no |
| PNC | 2024-09-23 | 174.34 | 0.1651 | 0.4329 | no |
| QCOM | 2024-09-23 | 161.35 | 0.2463 | 0.5172 | no |
| QRVO | 2024-09-23 | 102.87 | 0.6479 | — | no |
| SMCI | 2024-09-23 | 45.06 | 0.4257 | 0.4561 | no |
| SNA | 2024-09-23 | 269.89 | 0.1680 | 0.4665 | no |
| STLD | 2024-09-23 | 116.75 | 0.2147 | 0.5422 | no |
| SWKS | 2024-09-23 | 91.52 | 0.2787 | 0.4857 | no |
| TEL | 2024-09-23 | 144.28 | 0.2594 | — | no |
| TXN | 2024-09-23 | 192.94 | 0.1471 | 0.5404 | no |
| VLO | 2024-09-23 | 126.27 | 0.3204 | 0.4383 | no |
| WDC | 2024-09-23 | 50.42 | 0.3702 | 0.5521 | no |
| XEL | 2024-09-23 | 60.40 | 0.1737 | 0.4773 | no |