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 | -3.23% | 0.00% | 2024-10-21 | -7.39% |
| buy & hold | participation factor overlay | 6 months | complete | -11.93% | 0.00% | 2024-10-21 | -15.59% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -1.60% | 1.23% | 2024-12-02 | -6.67% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -11.05% | 1.41% | 2025-02-19 | -15.33% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.32% | 1.32% | 2025-01-21 | -6.82% |
| weekly rebalance | participation factor overlay | 6 months | complete | -13.14% | 1.44% | 2025-01-23 | -20.02% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.48% | 2.48% | 2025-01-21 | -7.21% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -11.15% | 2.62% | 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 | 2024-10-21 | 135.66 | 0.4075 | 0.4768 | no |
| ACN | 2024-10-21 | 362.26 | 0.2597 | 0.4321 | no |
| AME | 2024-10-21 | 167.80 | 0.2350 | 0.5115 | no |
| APA | 2024-10-21 | 23.38 | 0.3598 | 0.4882 | no |
| AVGO | 2024-10-21 | 176.65 | 0.2863 | 0.5348 | no |
| AVY | 2024-10-21 | 207.29 | 0.2252 | 0.4840 | no |
| BA | 2024-10-21 | 160.25 | 0.2161 | 0.5082 | no |
| BALL | 2024-10-21 | 65.22 | 0.2206 | 0.4360 | no |
| BDX | 2024-10-21 | 182.81 | 0.2877 | 0.4495 | no |
| CMS | 2024-10-21 | 67.11 | 0.2125 | 0.4671 | no |
| CNC | 2024-10-21 | 61.97 | 0.3112 | 0.4178 | no |
| COST | 2024-10-21 | 879.33 | 0.3985 | 0.5375 | no |
| CZR | 2024-10-21 | 44.96 | 0.1915 | 0.4400 | no |
| DHI | 2024-10-21 | 188.80 | 0.2355 | 0.5000 | no |
| ED | 2024-10-21 | 99.88 | 0.2655 | — | no |
| EFX | 2024-10-21 | 275.13 | 0.1991 | 0.4752 | no |
| ETN | 2024-10-21 | 339.77 | 0.2230 | 0.5198 | no |
| EXC | 2024-10-21 | 38.02 | 0.2171 | 0.4620 | no |
| FAST | 2024-10-21 | 37.32 | 0.2831 | 0.4798 | no |
| FCX | 2024-10-21 | 47.36 | 0.2033 | 0.4873 | no |
| FDS | 2024-10-21 | 456.75 | 0.4331 | 0.5056 | no |
| FE | 2024-10-21 | 40.36 | 0.2425 | 0.4370 | no |
| GD | 2024-10-21 | 298.97 | 0.2135 | 0.5061 | no |
| HWM | 2024-10-21 | 105.59 | 0.3122 | 0.5112 | no |
| JBHT | 2024-10-21 | 173.02 | 0.2939 | 0.4821 | no |
| KKR | 2024-10-21 | 138.05 | 0.2144 | 0.4879 | no |
| LKQ | 2024-10-21 | 36.48 | 0.2703 | 0.4816 | no |
| LOW | 2024-10-21 | 269.71 | 0.2041 | 0.4774 | no |
| LVS | 2024-10-21 | 49.19 | 0.2230 | 0.4418 | no |
| MDLZ | 2024-10-21 | 67.61 | 0.2673 | 0.4127 | no |
| MDT | 2024-10-21 | 86.92 | 0.3322 | 0.4483 | no |
| META | 2024-10-21 | 572.73 | 0.1989 | 0.5022 | no |
| MKC | 2024-10-21 | 76.18 | 0.2946 | 0.4199 | no |
| NCLH | 2024-10-21 | 23.63 | 0.2569 | 0.4273 | no |
| NEM | 2024-10-21 | 56.78 | 0.2076 | 0.4958 | no |
| OTIS | 2024-10-21 | 101.58 | 0.2845 | 0.4991 | no |
| OXY | 2024-10-21 | 50.00 | 0.3331 | 0.4498 | no |
| PGR | 2024-10-21 | 231.20 | 0.2295 | 0.4628 | no |
| PSA | 2024-10-21 | 317.41 | 0.2371 | 0.4127 | no |
| QCOM | 2024-10-21 | 162.52 | 0.3839 | 0.5166 | no |
| RCL | 2024-10-21 | 192.92 | 0.2749 | 0.4673 | no |
| SMCI | 2024-10-21 | 47.39 | 0.6546 | 0.4578 | no |
| TFX | 2024-10-21 | 234.38 | 0.2749 | 0.4777 | no |
| VICI | 2024-10-21 | 29.28 | 0.1918 | 0.4418 | no |
| VZ | 2024-10-21 | 39.24 | 0.1938 | 0.4120 | no |
| WEC | 2024-10-21 | 93.44 | 0.3488 | 0.4492 | no |
| WMT | 2024-10-21 | 79.77 | 0.2190 | 0.5027 | no |
| WY | 2024-10-21 | 30.93 | 0.2317 | 0.4834 | no |
| XEL | 2024-10-21 | 60.09 | 0.2188 | 0.4760 | no |
| YUM | 2024-10-21 | 128.54 | 0.3442 | 0.4204 | no |