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 | -1.97% | 0.00% | 2024-10-21 | -6.72% |
| buy & hold | participation factor overlay | 6 months | complete | -11.43% | 0.00% | 2024-10-21 | -14.60% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -0.88% | 0.52% | 2024-12-02 | -6.02% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -9.29% | 1.09% | 2025-02-20 | -13.43% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.29% | 3.29% | 2025-01-21 | -6.84% |
| weekly rebalance | participation factor overlay | 6 months | complete | -12.48% | 3.39% | 2025-01-23 | -20.38% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.15% | 3.15% | 2025-01-21 | -6.86% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -10.62% | 3.15% | 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 | 2024-10-21 | 135.66 | 0.4939 | 0.4768 | no |
| AME | 2024-10-21 | 167.80 | 0.4070 | 0.5115 | no |
| APA | 2024-10-21 | 23.38 | 0.1567 | 0.4882 | no |
| AVGO | 2024-10-21 | 176.65 | 0.3710 | 0.5348 | no |
| BBWI | 2024-10-21 | 29.70 | 0.2851 | 0.4247 | no |
| BDX | 2024-10-21 | 182.81 | 0.2244 | 0.4495 | no |
| BMY | 2024-10-21 | 49.10 | 0.1853 | 0.4970 | no |
| BR | 2024-10-21 | 210.01 | 0.1742 | 0.4139 | no |
| CCI | 2024-10-21 | 101.05 | 0.2097 | 0.4538 | no |
| CDW | 2024-10-21 | 210.34 | 0.1558 | 0.5051 | no |
| CHRW | 2024-10-21 | 105.73 | 0.2229 | 0.4660 | no |
| CMS | 2024-10-21 | 67.11 | 0.2689 | 0.4671 | no |
| CNC | 2024-10-21 | 61.97 | 0.3736 | 0.4178 | no |
| COST | 2024-10-21 | 879.33 | 0.4259 | 0.5375 | no |
| CZR | 2024-10-21 | 44.96 | 0.1850 | 0.4400 | no |
| ED | 2024-10-21 | 99.88 | 0.3223 | — | no |
| EFX | 2024-10-21 | 275.13 | 0.2282 | 0.4752 | no |
| FAST | 2024-10-21 | 37.32 | 0.1692 | 0.4798 | no |
| FDS | 2024-10-21 | 456.75 | 0.1636 | 0.5056 | no |
| FE | 2024-10-21 | 40.36 | 0.3888 | 0.4370 | no |
| GD | 2024-10-21 | 298.97 | 0.2843 | 0.5061 | no |
| GLW | 2024-10-21 | 45.22 | 0.1884 | 0.4978 | no |
| HPE | 2024-10-21 | 19.78 | 0.2501 | 0.4933 | no |
| HWM | 2024-10-21 | 105.59 | 0.2175 | 0.5112 | no |
| ISRG | 2024-10-21 | 519.04 | 0.2060 | 0.4420 | no |
| IT | 2024-10-21 | 530.64 | 0.1785 | 0.4693 | no |
| LIN | 2024-10-21 | 472.41 | 0.1953 | 0.4362 | no |
| LVS | 2024-10-21 | 49.19 | 0.1976 | 0.4418 | no |
| MDLZ | 2024-10-21 | 67.61 | 0.2035 | 0.4127 | no |
| MDT | 2024-10-21 | 86.92 | 0.3536 | 0.4483 | no |
| MKC | 2024-10-21 | 76.18 | 0.3342 | 0.4199 | no |
| MSCI | 2024-10-21 | 587.07 | 0.1852 | 0.5065 | no |
| NEE | 2024-10-21 | 79.91 | 0.1871 | 0.4360 | no |
| NVR | 2024-10-21 | 9824.01 | 0.1569 | — | no |
| O | 2024-10-21 | 58.12 | 0.1872 | 0.4422 | no |
| OXY | 2024-10-21 | 50.00 | 0.2543 | 0.4498 | no |
| PAYX | 2024-10-21 | 131.97 | 0.1563 | 0.4637 | no |
| PFG | 2024-10-21 | 84.13 | 0.2050 | 0.4729 | no |
| PGR | 2024-10-21 | 231.20 | 0.2605 | 0.4628 | no |
| PPL | 2024-10-21 | 30.64 | 0.1899 | 0.4582 | no |
| PRU | 2024-10-21 | 114.93 | 0.2258 | 0.4687 | no |
| PWR | 2024-10-21 | 314.00 | 0.1875 | 0.4979 | no |
| QCOM | 2024-10-21 | 162.52 | 0.3823 | 0.5166 | no |
| REG | 2024-10-21 | 66.85 | 0.2381 | 0.4072 | no |
| SMCI | 2024-10-21 | 47.39 | 0.4549 | 0.4578 | no |
| SWK | 2024-10-21 | 97.49 | 0.1610 | 0.5285 | no |
| VICI | 2024-10-21 | 29.28 | 0.2188 | 0.4418 | no |
| WEC | 2024-10-21 | 93.44 | 0.3197 | 0.4492 | no |
| YUM | 2024-10-21 | 128.54 | 0.5278 | 0.4204 | no |
| ZBH | 2024-10-21 | 104.13 | 0.1985 | 0.4692 | no |