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 | -0.62% | 4.15% | 2024-11-25 | -8.55% |
| buy & hold | participation factor overlay | 6 months | complete | -7.10% | 4.15% | 2024-11-25 | -19.74% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 0.36% | 4.37% | 2024-12-02 | -8.18% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -6.70% | 4.37% | 2024-12-02 | -19.17% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.06% | 5.32% | 2025-01-23 | -6.84% |
| weekly rebalance | participation factor overlay | 6 months | complete | -2.56% | 5.32% | 2025-01-23 | -20.38% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.57% | 4.61% | 2025-01-23 | -6.86% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -1.38% | 4.61% | 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 | 2024-10-28 | 136.30 | 0.3896 | 0.4790 | no |
| AKAM | 2024-10-28 | 102.94 | 0.3005 | 0.4629 | no |
| ALB | 2024-10-28 | 90.87 | 0.2539 | 0.4585 | no |
| ALGN | 2024-10-28 | 219.69 | 0.4900 | 0.4107 | no |
| AMCR | 2024-10-28 | 49.41 | 0.2431 | 0.4452 | no |
| AME | 2024-10-28 | 166.33 | 0.2424 | 0.5110 | no |
| AON | 2024-10-28 | 374.73 | 0.2369 | 0.4507 | no |
| AXON | 2024-10-28 | 449.10 | 0.3058 | 0.4632 | no |
| BBWI | 2024-10-28 | 28.37 | 0.2616 | 0.4212 | no |
| BIIB | 2024-10-28 | 182.48 | 0.2500 | 0.4574 | no |
| BX | 2024-10-28 | 158.67 | 0.4919 | 0.4731 | no |
| CDW | 2024-10-28 | 208.13 | 0.1900 | 0.5051 | no |
| CINF | 2024-10-28 | 136.56 | 0.2102 | 0.4796 | no |
| COST | 2024-10-28 | 886.24 | 0.2524 | 0.5352 | no |
| DHI | 2024-10-28 | 177.18 | 0.2792 | 0.4991 | no |
| DLR | 2024-10-28 | 171.89 | 0.2450 | 0.4479 | no |
| DXCM | 2024-10-28 | 73.48 | 0.3315 | 0.4381 | no |
| FAST | 2024-10-28 | 36.89 | 0.1902 | 0.4798 | no |
| FCX | 2024-10-28 | 45.83 | 0.1982 | 0.4655 | no |
| FE | 2024-10-28 | 40.27 | 0.3476 | 0.4370 | no |
| FTNT | 2024-10-28 | 81.16 | 0.2864 | 0.5364 | no |
| GD | 2024-10-28 | 293.08 | 0.3911 | 0.5229 | no |
| GM | 2024-10-28 | 51.26 | 0.1874 | 0.4252 | no |
| HAS | 2024-10-28 | 61.97 | 0.2073 | 0.4136 | no |
| HPE | 2024-10-28 | 18.74 | 0.2378 | 0.4932 | no |
| JBHT | 2024-10-28 | 172.68 | 0.3034 | 0.4821 | no |
| JBL | 2024-10-28 | 124.86 | 0.2478 | 0.4923 | no |
| LEN | 2024-10-28 | 163.85 | 0.2712 | 0.5212 | no |
| MDLZ | 2024-10-28 | 65.63 | 0.2332 | 0.4127 | no |
| MKC | 2024-10-28 | 74.56 | 0.1883 | 0.4194 | no |
| NCLH | 2024-10-28 | 24.46 | 0.6218 | 0.4283 | no |
| NDAQ | 2024-10-28 | 73.49 | 0.3303 | 0.5189 | no |
| NSC | 2024-10-28 | 242.53 | 0.1856 | 0.4637 | no |
| PCG | 2024-10-28 | 20.13 | 0.2635 | 0.4342 | no |
| PFE | 2024-10-28 | 24.97 | 0.1915 | 0.5063 | no |
| PGR | 2024-10-28 | 225.39 | 0.2323 | 0.4628 | no |
| PKG | 2024-10-28 | 216.18 | 0.1857 | 0.4487 | no |
| PLD | 2024-10-28 | 110.78 | 0.2607 | 0.4080 | no |
| PM | 2024-10-28 | 121.73 | 0.2573 | 0.4233 | no |
| PNC | 2024-10-28 | 176.65 | 0.1892 | 0.4341 | no |
| PSA | 2024-10-28 | 312.33 | 0.2563 | 0.4130 | no |
| QCOM | 2024-10-28 | 162.31 | 0.2215 | 0.5163 | no |
| SMCI | 2024-10-28 | 47.80 | 0.3303 | 0.4575 | no |
| TRV | 2024-10-28 | 245.87 | 0.3380 | 0.4801 | no |
| UPS | 2024-10-28 | 121.18 | 0.2069 | 0.4663 | no |
| URI | 2024-10-28 | 805.65 | 0.2787 | 0.4611 | no |
| VICI | 2024-10-28 | 28.48 | 0.2478 | 0.4418 | no |
| WMB | 2024-10-28 | 48.76 | 0.2006 | 0.4658 | no |
| WMT | 2024-10-28 | 81.27 | 0.2166 | 0.4998 | no |
| WRB | 2024-10-28 | 55.93 | 0.2405 | 0.4406 | no |