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 | -6.07% | 1.06% | 2024-10-18 | -8.20% |
| buy & hold | participation factor overlay | 6 months | complete | -11.31% | 1.06% | 2024-10-18 | -18.35% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -4.41% | 1.63% | 2024-12-02 | -7.12% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -9.87% | 1.63% | 2024-12-02 | -17.05% |
| weekly rebalance | participation factor overlay | 3 months | complete | -2.20% | 2.00% | 2024-12-02 | -6.82% |
| weekly rebalance | participation factor overlay | 6 months | complete | -9.67% | 2.36% | 2025-01-23 | -20.02% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -1.00% | 2.97% | 2024-12-02 | -7.21% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -7.36% | 3.39% | 2025-01-23 | -18.66% |
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 | 2024-10-14 | 133.97 | 0.6515 | 0.4739 | no |
| ALB | 2024-10-14 | 97.90 | 0.1927 | 0.4582 | no |
| AMAT | 2024-10-14 | 203.70 | 0.2751 | 0.5515 | no |
| AMP | 2024-10-14 | 490.93 | 0.2815 | 0.4703 | no |
| ANET | 2024-10-14 | 104.79 | 0.3750 | 0.4932 | no |
| AWK | 2024-10-14 | 132.38 | 0.2957 | 0.4487 | no |
| BA | 2024-10-14 | 148.00 | 0.3123 | 0.5099 | no |
| BALL | 2024-10-14 | 62.75 | 0.2282 | 0.4359 | no |
| BAX | 2024-10-14 | 35.71 | 0.2223 | 0.4525 | no |
| BEN | 2024-10-14 | 18.12 | 0.3046 | 0.4930 | no |
| BX | 2024-10-14 | 144.05 | 0.2366 | 0.4715 | no |
| CAG | 2024-10-14 | 25.68 | 0.2500 | 0.4256 | no |
| CDW | 2024-10-14 | 214.22 | 0.2384 | 0.5037 | no |
| CSCO | 2024-10-14 | 52.18 | 0.3147 | 0.5315 | no |
| DE | 2024-10-14 | 398.78 | 0.2841 | 0.4584 | no |
| DELL | 2024-10-14 | 125.10 | 0.3795 | 0.4877 | no |
| EIX | 2024-10-14 | 76.13 | 0.3141 | 0.4551 | no |
| EXC | 2024-10-14 | 36.94 | 0.2059 | 0.4620 | no |
| FDS | 2024-10-14 | 445.86 | 0.2292 | 0.5056 | no |
| FE | 2024-10-14 | 39.43 | 0.3617 | 0.4370 | no |
| FFIV | 2024-10-14 | 221.00 | 0.3673 | 0.4901 | no |
| GD | 2024-10-14 | 289.74 | 0.3539 | 0.5071 | no |
| GEN | 2024-10-14 | 26.78 | 0.2455 | 0.5009 | no |
| GILD | 2024-10-14 | 80.47 | 0.2749 | 0.5140 | no |
| HWM | 2024-10-14 | 103.32 | 0.3884 | 0.5122 | no |
| IFF | 2024-10-14 | 98.77 | 0.3957 | 0.4398 | no |
| INTU | 2024-10-14 | 610.51 | 0.2111 | 0.4669 | no |
| JBHT | 2024-10-14 | 166.74 | 0.3609 | 0.4656 | no |
| KMX | 2024-10-14 | 72.04 | 0.2251 | 0.4281 | no |
| LKQ | 2024-10-14 | 36.17 | 0.2535 | 0.4816 | no |
| LLY | 2024-10-14 | 923.07 | 0.2281 | 0.4377 | no |
| MDT | 2024-10-14 | 84.59 | 0.2340 | 0.4484 | no |
| MKC | 2024-10-14 | 76.46 | 0.2713 | 0.4200 | no |
| MSFT | 2024-10-14 | 411.27 | 0.2089 | 0.4891 | no |
| NDSN | 2024-10-14 | 249.40 | 0.1925 | 0.4195 | no |
| NEM | 2024-10-14 | 52.46 | 0.1993 | 0.4958 | no |
| O | 2024-10-14 | 55.59 | 0.1928 | 0.4422 | no |
| ON | 2024-10-14 | 71.00 | 0.2731 | 0.5198 | no |
| ORCL | 2024-10-14 | 173.14 | 0.2978 | 0.5061 | no |
| PODD | 2024-10-14 | 233.73 | 0.4067 | 0.4437 | no |
| QRVO | 2024-10-14 | 102.50 | 0.2108 | — | no |
| ROK | 2024-10-14 | 263.77 | 0.1934 | 0.5175 | no |
| SMCI | 2024-10-14 | 48.18 | 0.7471 | 0.4575 | no |
| STX | 2024-10-14 | 106.85 | 0.2639 | 0.5259 | no |
| SWK | 2024-10-14 | 98.72 | 0.3159 | 0.5285 | no |
| SWKS | 2024-10-14 | 91.04 | 0.3292 | 0.4822 | no |
| UPS | 2024-10-14 | 118.24 | 0.3184 | 0.4628 | no |
| VICI | 2024-10-14 | 28.76 | 0.2098 | 0.4417 | no |
| VZ | 2024-10-14 | 38.31 | 0.2545 | 0.4113 | no |
| WAB | 2024-10-14 | 185.56 | 0.2410 | 0.4940 | no |