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 | -5.20% | 3.30% | 2024-10-18 | -10.00% |
| buy & hold | participation factor overlay | 6 months | complete | -7.44% | 3.30% | 2024-10-18 | -13.01% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -4.05% | 2.10% | 2024-10-14 | -7.65% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -7.16% | 2.10% | 2024-10-14 | -11.64% |
| weekly rebalance | participation factor overlay | 3 months | complete | 0.09% | 5.65% | 2024-12-04 | -6.84% |
| weekly rebalance | participation factor overlay | 6 months | complete | -2.08% | 6.12% | 2025-01-23 | -10.72% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.58% | 4.86% | 2024-12-04 | -6.86% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -0.27% | 5.16% | 2025-01-23 | -8.22% |
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 | 0.5092 | 0.4552 | no |
| AMAT | 2024-09-23 | 191.36 | 0.2515 | 0.5673 | no |
| APD | 2024-09-23 | 274.81 | 0.2093 | 0.4286 | no |
| APTV | 2024-09-23 | 70.00 | 0.1710 | 0.4139 | no |
| AWK | 2024-09-23 | 140.61 | 0.3522 | 0.4510 | no |
| BA | 2024-09-23 | 153.00 | 0.3841 | 0.4918 | no |
| BALL | 2024-09-23 | 64.63 | 0.2227 | 0.4303 | no |
| BEN | 2024-09-23 | 18.61 | 0.3442 | 0.4803 | no |
| BRK.B | 2024-09-23 | 457.31 | 0.2842 | — | no |
| CE | 2024-09-23 | 126.11 | 0.1339 | 0.4411 | no |
| CFG | 2024-09-23 | 38.98 | 0.3015 | 0.4078 | no |
| CHRW | 2024-09-23 | 100.24 | 0.4951 | 0.4836 | no |
| CRWD | 2024-09-23 | 74.44 | 0.6223 | 0.5658 | no |
| DAL | 2024-09-23 | 45.82 | 0.5218 | 0.4279 | no |
| DD | 2024-09-23 | 101.00 | 0.1379 | 0.4598 | no |
| DOW | 2024-09-23 | 45.94 | 0.1675 | 0.4637 | no |
| DVN | 2024-09-23 | 38.70 | 0.1918 | 0.4547 | no |
| EOG | 2024-09-23 | 117.71 | 0.1416 | 0.5333 | no |
| EVRG | 2024-09-23 | 57.56 | 0.1921 | 0.4563 | no |
| EXPE | 2024-09-23 | 142.06 | 0.1416 | 0.4169 | no |
| IFF | 2024-09-23 | 98.61 | 0.2272 | 0.4401 | no |
| IT | 2024-09-23 | 515.00 | 0.1433 | 0.4657 | no |
| L | 2024-09-23 | 78.21 | 0.1474 | — | no |
| MCHP | 2024-09-23 | 72.44 | 0.1479 | 0.4988 | no |
| MCO | 2024-09-23 | 481.46 | 0.1285 | 0.4974 | no |
| MOS | 2024-09-23 | 23.96 | 0.2444 | 0.4161 | no |
| MPC | 2024-09-23 | 156.25 | 0.2733 | 0.4495 | no |
| MRK | 2024-09-23 | 109.79 | 0.1418 | 0.4696 | no |
| MU | 2024-09-23 | 92.10 | 0.4160 | 0.5553 | no |
| NDSN | 2024-09-23 | 248.89 | 0.1879 | 0.4223 | no |
| NEM | 2024-09-23 | 52.88 | 0.2293 | 0.4964 | no |
| NSC | 2024-09-23 | 238.94 | 0.1810 | 0.4932 | no |
| NUE | 2024-09-23 | 142.23 | 0.1274 | 0.5385 | no |
| NVDA | 2024-09-23 | 116.24 | 0.2264 | 0.5453 | no |
| NXPI | 2024-09-23 | 224.67 | 0.3484 | 0.5291 | no |
| ON | 2024-09-23 | 69.98 | 0.2208 | 0.5272 | no |
| ORCL | 2024-09-23 | 163.63 | 0.3346 | 0.5018 | no |
| PCG | 2024-09-23 | 19.78 | 0.1349 | 0.4323 | no |
| PFE | 2024-09-23 | 25.70 | 0.2728 | 0.5261 | no |
| PNC | 2024-09-23 | 174.34 | 0.1731 | 0.4329 | no |
| QCOM | 2024-09-23 | 161.35 | 0.4412 | 0.5172 | no |
| QRVO | 2024-09-23 | 102.87 | 0.7243 | — | no |
| SMCI | 2024-09-23 | 45.06 | 0.2961 | 0.4561 | no |
| SNA | 2024-09-23 | 269.89 | 0.1469 | 0.4665 | no |
| STLD | 2024-09-23 | 116.75 | 0.1383 | 0.5422 | no |
| SWKS | 2024-09-23 | 91.52 | 0.5734 | 0.4857 | no |
| TEL | 2024-09-23 | 144.28 | 0.2888 | — | no |
| VLO | 2024-09-23 | 126.27 | 0.1317 | 0.4383 | no |
| WDC | 2024-09-23 | 50.42 | 0.4119 | 0.5521 | no |
| ZBRA | 2024-09-23 | 367.34 | 0.1956 | 0.4446 | no |