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 | 1.62% | 4.96% | 2024-11-25 | -7.77% |
| buy & hold | participation factor overlay | 6 months | complete | -4.52% | 5.80% | 2025-02-18 | -19.98% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 2.63% | 6.03% | 2024-12-04 | -8.06% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -4.72% | 6.03% | 2024-12-04 | -19.57% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.85% | 3.33% | 2025-01-23 | -6.82% |
| weekly rebalance | participation factor overlay | 6 months | complete | -3.62% | 3.33% | 2025-01-23 | -20.02% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.09% | 4.10% | 2025-01-23 | -7.21% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -2.61% | 4.10% | 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 | 2024-10-28 | 136.30 | 0.1989 | 0.4790 | no |
| ADI | 2024-10-28 | 222.47 | 0.1871 | 0.5436 | no |
| AEP | 2024-10-28 | 92.48 | 0.1816 | 0.4374 | no |
| AKAM | 2024-10-28 | 102.94 | 0.2226 | 0.4629 | no |
| ALB | 2024-10-28 | 90.87 | 0.3354 | 0.4585 | no |
| ALGN | 2024-10-28 | 219.69 | 0.2818 | 0.4107 | no |
| ALL | 2024-10-28 | 181.89 | 0.2022 | 0.4692 | no |
| AME | 2024-10-28 | 166.33 | 0.2798 | 0.5110 | no |
| AXON | 2024-10-28 | 449.10 | 0.2814 | 0.4632 | no |
| BLDR | 2024-10-28 | 183.17 | 0.2170 | 0.4757 | no |
| BX | 2024-10-28 | 158.67 | 0.5308 | 0.4731 | no |
| CDW | 2024-10-28 | 208.13 | 0.2569 | 0.5051 | no |
| CINF | 2024-10-28 | 136.56 | 0.2211 | 0.4796 | no |
| COST | 2024-10-28 | 886.24 | 0.3159 | 0.5352 | no |
| CRM | 2024-10-28 | 289.38 | 0.2376 | 0.4755 | no |
| CRWD | 2024-10-28 | 75.29 | 0.2248 | 0.5600 | no |
| DAL | 2024-10-28 | 54.41 | 0.2163 | 0.4734 | no |
| DELL | 2024-10-28 | 119.71 | 0.3218 | 0.4897 | no |
| DHI | 2024-10-28 | 177.18 | 0.3034 | 0.4991 | no |
| DXCM | 2024-10-28 | 73.48 | 0.2141 | 0.4381 | no |
| FAST | 2024-10-28 | 36.89 | 0.2602 | 0.4798 | no |
| FCX | 2024-10-28 | 45.83 | 0.2000 | 0.4655 | no |
| FE | 2024-10-28 | 40.27 | 0.3793 | 0.4370 | no |
| FTNT | 2024-10-28 | 81.16 | 0.1926 | 0.5364 | no |
| GD | 2024-10-28 | 293.08 | 0.2254 | 0.5229 | no |
| JBHT | 2024-10-28 | 172.68 | 0.2638 | 0.4821 | no |
| KLAC | 2024-10-28 | 66.31 | 0.2036 | 0.5401 | no |
| MCHP | 2024-10-28 | 71.76 | 0.1998 | 0.4900 | no |
| MDLZ | 2024-10-28 | 65.63 | 0.2295 | 0.4127 | no |
| MKC | 2024-10-28 | 74.56 | 0.1846 | 0.4194 | no |
| MPC | 2024-10-28 | 144.23 | 0.3322 | 0.4258 | no |
| MSFT | 2024-10-28 | 424.95 | 0.2397 | 0.4859 | no |
| NCLH | 2024-10-28 | 24.46 | 0.6091 | 0.4283 | no |
| NDAQ | 2024-10-28 | 73.49 | 0.1986 | 0.5189 | no |
| OXY | 2024-10-28 | 48.51 | 0.1837 | 0.4498 | no |
| PCG | 2024-10-28 | 20.13 | 0.2564 | 0.4342 | no |
| PGR | 2024-10-28 | 225.39 | 0.2150 | 0.4628 | no |
| PLD | 2024-10-28 | 110.78 | 0.2493 | 0.4080 | no |
| PLTR | 2024-10-28 | 45.05 | 0.3036 | 0.5724 | no |
| POOL | 2024-10-28 | 354.74 | 0.2632 | 0.4350 | no |
| PSA | 2024-10-28 | 312.33 | 0.2347 | 0.4130 | no |
| QCOM | 2024-10-28 | 162.31 | 0.3027 | 0.5163 | no |
| ROP | 2024-10-28 | 535.85 | 0.2035 | 0.4772 | no |
| SMCI | 2024-10-28 | 47.80 | 0.3220 | 0.4575 | no |
| TRV | 2024-10-28 | 245.87 | 0.2778 | 0.4801 | no |
| TXN | 2024-10-28 | 195.29 | 0.2642 | 0.5291 | no |
| UPS | 2024-10-28 | 121.18 | 0.2117 | 0.4663 | no |
| WMB | 2024-10-28 | 48.76 | 0.1809 | 0.4658 | no |
| WMT | 2024-10-28 | 81.27 | 0.3300 | 0.4998 | no |
| WTW | 2024-10-28 | 283.71 | 0.2595 | 0.4526 | no |