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 | 1.88% | 2.37% | 2025-01-30 | -6.01% |
| buy & hold | participation factor overlay | 6 months | complete | -1.70% | 4.00% | 2025-02-19 | -14.39% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -0.40% | 0.61% | 2025-01-30 | -6.77% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -5.02% | 1.06% | 2025-02-19 | -14.01% |
| weekly rebalance | participation factor overlay | 3 months | complete | -4.37% | 0.92% | 2024-12-02 | -7.37% |
| weekly rebalance | participation factor overlay | 6 months | complete | -6.10% | 0.92% | 2024-12-02 | -22.73% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -4.49% | 0.05% | 2024-12-02 | -7.65% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -6.41% | 0.05% | 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 |
|---|---|---|---|---|---|
| AAPL | 2024-11-11 | 223.38 | 0.1995 | 0.4988 | no |
| ABT | 2024-11-11 | 112.67 | 0.3152 | 0.4360 | no |
| ADI | 2024-11-11 | 217.35 | 0.3189 | 0.5502 | no |
| AMCR | 2024-11-11 | 46.02 | 0.2114 | 0.4400 | no |
| AZO | 2024-11-11 | 3117.96 | 0.2131 | 0.4720 | no |
| BBY | 2024-11-11 | 80.53 | 0.2944 | 0.4927 | no |
| BMY | 2024-11-11 | 55.95 | 0.3220 | 0.4985 | no |
| BR | 2024-11-11 | 217.61 | 0.2094 | 0.4279 | no |
| BSX | 2024-11-11 | 88.65 | 0.4057 | 0.4305 | no |
| CCI | 2024-11-11 | 94.20 | 0.2706 | 0.4538 | no |
| CF | 2024-11-11 | 79.97 | 0.2909 | 0.4142 | no |
| COST | 2024-11-11 | 934.77 | 0.2294 | 0.5323 | no |
| CTAS | 2024-11-11 | 221.79 | 0.2518 | 0.4796 | no |
| D | 2024-11-11 | 52.92 | 0.2306 | 0.4568 | no |
| DAL | 2024-11-11 | 59.88 | 0.2581 | 0.4733 | no |
| DOV | 2024-11-11 | 198.20 | 0.2086 | 0.5170 | no |
| EQT | 2024-11-11 | 41.61 | 0.3671 | 0.4730 | no |
| ETR | 2024-11-11 | 70.46 | 0.3409 | 0.4579 | no |
| EW | 2024-11-11 | 66.42 | 0.2215 | 0.4397 | no |
| FDS | 2024-11-11 | 465.99 | 0.3337 | 0.5057 | no |
| FFIV | 2024-11-11 | 242.12 | 0.2554 | 0.5045 | no |
| FTNT | 2024-11-11 | 92.42 | 0.3071 | 0.5151 | no |
| FTV | 2024-11-11 | 56.45 | 0.2471 | 0.5105 | no |
| GE | 2024-11-11 | 184.77 | 0.2923 | 0.5114 | no |
| GEN | 2024-11-11 | 28.62 | 0.2117 | 0.5400 | no |
| GL | 2024-11-11 | 109.22 | 0.3609 | 0.4693 | no |
| J | 2024-11-11 | 143.50 | 0.2698 | 0.5140 | no |
| KLAC | 2024-11-11 | 67.38 | 0.2740 | 0.5406 | no |
| LLY | 2024-11-11 | 819.82 | 0.2313 | 0.4449 | no |
| LOW | 2024-11-11 | 264.06 | 0.3081 | 0.4694 | no |
| MCO | 2024-11-11 | 471.20 | 0.2593 | 0.4955 | no |
| MDLZ | 2024-11-11 | 62.12 | 0.2885 | 0.4261 | no |
| MDT | 2024-11-11 | 83.34 | 0.3170 | 0.4481 | no |
| MGM | 2024-11-11 | 36.84 | 0.1949 | 0.4379 | no |
| MRNA | 2024-11-11 | 46.83 | 0.3230 | 0.4468 | no |
| NDAQ | 2024-11-11 | 76.89 | 0.2048 | 0.5189 | no |
| ORLY | 2024-11-11 | 81.90 | 0.1941 | 0.4705 | no |
| PAYX | 2024-11-11 | 139.82 | 0.2649 | 0.4677 | no |
| PFG | 2024-11-11 | 80.51 | 0.2241 | 0.4697 | no |
| PGR | 2024-11-11 | 241.74 | 0.3161 | 0.4659 | no |
| ROP | 2024-11-11 | 560.29 | 0.3397 | 0.4789 | no |
| SBUX | 2024-11-11 | 93.19 | 0.1981 | 0.4236 | no |
| STT | 2024-11-11 | 91.12 | 0.2915 | 0.4596 | no |
| T | 2024-11-11 | 20.58 | 0.3826 | 0.4102 | no |
| TDG | 2024-11-11 | 1273.47 | 0.2594 | 0.5165 | no |
| TRV | 2024-11-11 | 249.66 | 0.2175 | 0.4801 | no |
| TXN | 2024-11-11 | 207.66 | 0.2476 | 0.5376 | no |
| UNH | 2024-11-11 | 588.14 | 0.2817 | 0.4237 | no |
| WTW | 2024-11-11 | 311.39 | 0.3990 | 0.4504 | no |
| WYNN | 2024-11-11 | 83.34 | 0.2792 | 0.4336 | no |