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 | -2.23% | 0.31% | 2024-11-25 | -6.82% |
| buy & hold | participation factor overlay | 6 months | complete | -8.42% | 0.58% | 2025-02-20 | -12.66% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -0.99% | 0.84% | 2024-11-25 | -6.08% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -9.41% | 1.16% | 2025-02-20 | -13.86% |
| weekly rebalance | participation factor overlay | 3 months | complete | -0.21% | 0.97% | 2024-12-02 | -7.37% |
| weekly rebalance | participation factor overlay | 6 months | complete | -16.43% | 0.97% | 2024-12-02 | -22.73% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.29% | 1.15% | 2024-12-02 | -7.65% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -15.60% | 1.15% | 2024-12-02 | -21.46% |
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 | 0.4485 | 0.4768 | no |
| AME | 2024-10-21 | 167.80 | 0.3904 | 0.5115 | no |
| AVGO | 2024-10-21 | 176.65 | 0.6123 | 0.5348 | no |
| BA | 2024-10-21 | 160.25 | 0.2192 | 0.5082 | no |
| BDX | 2024-10-21 | 182.81 | 0.2058 | 0.4495 | no |
| BKNG | 2024-10-21 | 170.14 | 0.2809 | 0.4432 | no |
| BLDR | 2024-10-21 | 194.46 | 0.2629 | 0.4756 | no |
| BMY | 2024-10-21 | 49.10 | 0.2081 | 0.4970 | no |
| CCI | 2024-10-21 | 101.05 | 0.3296 | 0.4538 | no |
| CMS | 2024-10-21 | 67.11 | 0.2759 | 0.4671 | no |
| CNC | 2024-10-21 | 61.97 | 0.2594 | 0.4178 | no |
| COST | 2024-10-21 | 879.33 | 0.3045 | 0.5375 | no |
| CRWD | 2024-10-21 | 77.42 | 0.3641 | 0.5604 | no |
| ED | 2024-10-21 | 99.88 | 0.3138 | — | no |
| EFX | 2024-10-21 | 275.13 | 0.2371 | 0.4752 | no |
| EXC | 2024-10-21 | 38.02 | 0.2168 | 0.4620 | no |
| FAST | 2024-10-21 | 37.32 | 0.2111 | 0.4798 | no |
| FDS | 2024-10-21 | 456.75 | 0.3003 | 0.5056 | no |
| FE | 2024-10-21 | 40.36 | 0.3292 | 0.4370 | no |
| GD | 2024-10-21 | 298.97 | 0.2574 | 0.5061 | no |
| GEN | 2024-10-21 | 26.07 | 0.2343 | 0.5035 | no |
| HPE | 2024-10-21 | 19.78 | 0.3695 | 0.4933 | no |
| HUBB | 2024-10-21 | 447.80 | 0.2529 | 0.5202 | no |
| HWM | 2024-10-21 | 105.59 | 0.3374 | 0.5112 | no |
| JNJ | 2024-10-21 | 156.41 | 0.1910 | 0.4751 | no |
| LIN | 2024-10-21 | 472.41 | 0.2000 | 0.4362 | no |
| LKQ | 2024-10-21 | 36.48 | 0.2554 | 0.4816 | no |
| LVS | 2024-10-21 | 49.19 | 0.2567 | 0.4418 | no |
| MDLZ | 2024-10-21 | 67.61 | 0.1935 | 0.4127 | no |
| MDT | 2024-10-21 | 86.92 | 0.2608 | 0.4483 | no |
| MKC | 2024-10-21 | 76.18 | 0.3350 | 0.4199 | no |
| NEM | 2024-10-21 | 56.78 | 0.2010 | 0.4958 | no |
| NVR | 2024-10-21 | 9824.01 | 0.1912 | — | no |
| OTIS | 2024-10-21 | 101.58 | 0.2805 | 0.4991 | no |
| OXY | 2024-10-21 | 50.00 | 0.2271 | 0.4498 | no |
| PAYC | 2024-10-21 | 163.61 | 0.2018 | 0.4193 | no |
| PFE | 2024-10-21 | 25.51 | 0.2851 | 0.5063 | no |
| PFG | 2024-10-21 | 84.13 | 0.1876 | 0.4729 | no |
| QCOM | 2024-10-21 | 162.52 | 0.3584 | 0.5166 | no |
| REG | 2024-10-21 | 66.85 | 0.2177 | 0.4072 | no |
| SHW | 2024-10-21 | 379.63 | 0.2063 | 0.4491 | no |
| SMCI | 2024-10-21 | 47.39 | 0.4212 | 0.4578 | no |
| SO | 2024-10-21 | 87.50 | 0.1961 | 0.4598 | no |
| SWK | 2024-10-21 | 97.49 | 0.1948 | 0.5285 | no |
| VTRS | 2024-10-21 | 10.83 | 0.2417 | 0.4167 | no |
| VZ | 2024-10-21 | 39.24 | 0.1851 | 0.4120 | no |
| WEC | 2024-10-21 | 93.44 | 0.4470 | 0.4492 | no |
| XEL | 2024-10-21 | 60.09 | 0.2685 | 0.4760 | no |
| YUM | 2024-10-21 | 128.54 | 0.3714 | 0.4204 | no |
| ZBH | 2024-10-21 | 104.13 | 0.3876 | 0.4692 | no |