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 | -3.47% | 2.75% | 2024-11-25 | -6.94% |
| buy & hold | participation factor overlay | 6 months | complete | -11.25% | 2.75% | 2024-11-25 | -20.07% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -4.77% | 1.23% | 2024-11-25 | -6.89% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -11.64% | 1.23% | 2024-11-25 | -19.02% |
| weekly rebalance | participation factor overlay | 3 months | complete | -0.32% | 3.61% | 2024-12-04 | -6.84% |
| weekly rebalance | participation factor overlay | 6 months | complete | -8.77% | 4.07% | 2025-01-23 | -20.38% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.49% | 3.37% | 2024-12-04 | -6.86% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -6.41% | 3.67% | 2025-01-23 | -17.98% |
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 | 0.5330 | 0.4739 | no |
| ADSK | 2024-10-14 | 283.15 | 0.2162 | 0.4742 | no |
| ALB | 2024-10-14 | 97.90 | 0.2705 | 0.4582 | no |
| AMAT | 2024-10-14 | 203.70 | 0.3330 | 0.5515 | no |
| AME | 2024-10-14 | 168.60 | 0.3338 | 0.5114 | no |
| AMP | 2024-10-14 | 490.93 | 0.2023 | 0.4703 | no |
| ANET | 2024-10-14 | 104.79 | 0.2850 | 0.4932 | no |
| BEN | 2024-10-14 | 18.12 | 0.2098 | 0.4930 | no |
| BLDR | 2024-10-14 | 193.64 | 0.2350 | 0.4750 | no |
| CMI | 2024-10-14 | 323.73 | 0.2424 | 0.4803 | no |
| CMS | 2024-10-14 | 65.36 | 0.2164 | 0.4652 | no |
| CSCO | 2024-10-14 | 52.18 | 0.4199 | 0.5315 | no |
| CSGP | 2024-10-14 | 76.68 | 0.2233 | 0.4862 | no |
| DELL | 2024-10-14 | 125.10 | 0.4524 | 0.4877 | no |
| DLTR | 2024-10-14 | 68.73 | 0.2705 | 0.5188 | no |
| EIX | 2024-10-14 | 76.13 | 0.2392 | 0.4551 | no |
| ETN | 2024-10-14 | 334.89 | 0.3270 | 0.5198 | no |
| FDS | 2024-10-14 | 445.86 | 0.2798 | 0.5056 | no |
| FDX | 2024-10-14 | 204.65 | 0.2348 | 0.4653 | no |
| FE | 2024-10-14 | 39.43 | 0.3338 | 0.4370 | no |
| FFIV | 2024-10-14 | 221.00 | 0.2961 | 0.4901 | no |
| GD | 2024-10-14 | 289.74 | 0.2480 | 0.5071 | no |
| GEN | 2024-10-14 | 26.78 | 0.2640 | 0.5009 | no |
| GILD | 2024-10-14 | 80.47 | 0.3615 | 0.5140 | no |
| HPE | 2024-10-14 | 19.75 | 0.2381 | 0.4886 | no |
| HWM | 2024-10-14 | 103.32 | 0.2173 | 0.5122 | no |
| KEYS | 2024-10-14 | 159.00 | 0.2366 | 0.5021 | no |
| LKQ | 2024-10-14 | 36.17 | 0.4574 | 0.4816 | no |
| LLY | 2024-10-14 | 923.07 | 0.3015 | 0.4377 | no |
| MDT | 2024-10-14 | 84.59 | 0.2429 | 0.4484 | no |
| MLM | 2024-10-14 | 537.85 | 0.2266 | 0.5062 | no |
| MSFT | 2024-10-14 | 411.27 | 0.2079 | 0.4891 | no |
| MU | 2024-10-14 | 107.26 | 0.2211 | 0.5581 | no |
| NEE | 2024-10-14 | 77.21 | 0.2061 | 0.4360 | no |
| NEM | 2024-10-14 | 52.46 | 0.2502 | 0.4958 | no |
| NOW | 2024-10-14 | 189.48 | 0.2066 | 0.4921 | no |
| ORCL | 2024-10-14 | 173.14 | 0.2526 | 0.5061 | no |
| PODD | 2024-10-14 | 233.73 | 0.4143 | 0.4437 | no |
| QRVO | 2024-10-14 | 102.50 | 0.3769 | — | no |
| SMCI | 2024-10-14 | 48.18 | 0.4458 | 0.4575 | no |
| SWK | 2024-10-14 | 98.72 | 0.3185 | 0.5285 | no |
| SWKS | 2024-10-14 | 91.04 | 0.3601 | 0.4822 | no |
| TROW | 2024-10-14 | 98.53 | 0.2480 | 0.4886 | no |
| TT | 2024-10-14 | 395.08 | 0.2217 | 0.5092 | no |
| UPS | 2024-10-14 | 118.24 | 0.3109 | 0.4628 | no |
| WAB | 2024-10-14 | 185.56 | 0.2889 | 0.4940 | no |
| WDC | 2024-10-14 | 49.22 | 0.2013 | 0.5504 | no |
| WMT | 2024-10-14 | 78.62 | 0.2293 | 0.5021 | no |
| WTW | 2024-10-14 | 284.76 | 0.2133 | 0.4532 | no |
| ZBH | 2024-10-14 | 101.97 | 0.2074 | 0.4701 | no |