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 | 2.57% | 2.88% | 2025-01-30 | -6.05% |
| buy & hold | participation factor overlay | 6 months | complete | -0.44% | 4.24% | 2025-02-19 | -16.18% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 1.19% | 2.53% | 2025-01-30 | -5.84% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -1.96% | 2.83% | 2025-02-19 | -14.54% |
| weekly rebalance | participation factor overlay | 3 months | complete | -0.22% | 3.83% | 2025-01-23 | -6.84% |
| weekly rebalance | participation factor overlay | 6 months | complete | -0.15% | 3.83% | 2025-01-23 | -20.38% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 0.16% | 3.24% | 2025-01-23 | -6.86% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 1.34% | 3.24% | 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 |
|---|---|---|---|---|---|
| ABT | 2024-11-11 | 112.67 | 0.3593 | 0.4360 | no |
| ADI | 2024-11-11 | 217.35 | 0.3919 | 0.5502 | no |
| AMT | 2024-11-11 | 187.56 | 0.2038 | 0.4526 | no |
| ATO | 2024-11-11 | 138.48 | 0.2174 | 0.4238 | no |
| BBWI | 2024-11-11 | 28.45 | 0.2840 | 0.4159 | no |
| BBY | 2024-11-11 | 80.53 | 0.2393 | 0.4927 | no |
| BEN | 2024-11-11 | 19.33 | 0.2175 | 0.4861 | no |
| BIIB | 2024-11-11 | 173.92 | 0.2299 | 0.5104 | no |
| BLDR | 2024-11-11 | 180.22 | 0.2051 | 0.4945 | no |
| BLK | 2024-11-11 | 1006.17 | 0.2218 | 0.4884 | no |
| BR | 2024-11-11 | 217.61 | 0.2909 | 0.4279 | no |
| BSX | 2024-11-11 | 88.65 | 0.3510 | 0.4305 | no |
| CCI | 2024-11-11 | 94.20 | 0.5238 | 0.4538 | no |
| CDW | 2024-11-11 | 192.58 | 0.3518 | 0.5035 | no |
| CF | 2024-11-11 | 79.97 | 0.2467 | 0.4142 | no |
| COST | 2024-11-11 | 934.77 | 0.3258 | 0.5323 | no |
| DAL | 2024-11-11 | 59.88 | 0.2164 | 0.4733 | no |
| DOV | 2024-11-11 | 198.20 | 0.3091 | 0.5170 | no |
| DXCM | 2024-11-11 | 70.07 | 0.2406 | 0.4378 | no |
| EMR | 2024-11-11 | 122.12 | 0.3122 | 0.5181 | no |
| EQT | 2024-11-11 | 41.61 | 0.3526 | 0.4730 | no |
| ETR | 2024-11-11 | 70.46 | 0.2846 | 0.4579 | no |
| EW | 2024-11-11 | 66.42 | 0.2368 | 0.4397 | no |
| EXR | 2024-11-11 | 152.53 | 0.2607 | 0.4261 | no |
| FFIV | 2024-11-11 | 242.12 | 0.2505 | 0.5045 | no |
| FMC | 2024-11-11 | 55.39 | 0.2256 | 0.4440 | no |
| FOX | 2024-11-11 | 40.74 | 0.2162 | — | no |
| GEN | 2024-11-11 | 28.62 | 0.2033 | 0.5400 | no |
| HD | 2024-11-11 | 387.36 | 0.2637 | 0.4992 | no |
| HPE | 2024-11-11 | 21.15 | 0.2131 | 0.4979 | no |
| HWM | 2024-11-11 | 114.77 | 0.2679 | 0.5064 | no |
| IBM | 2024-11-11 | 203.23 | 0.2400 | 0.4917 | no |
| JPM | 2024-11-11 | 231.73 | 0.2089 | 0.4510 | no |
| LEN | 2024-11-11 | 162.39 | 0.2365 | 0.5212 | no |
| LLY | 2024-11-11 | 819.82 | 0.3658 | 0.4449 | no |
| LOW | 2024-11-11 | 264.06 | 0.3686 | 0.4694 | no |
| MDLZ | 2024-11-11 | 62.12 | 0.3863 | 0.4261 | no |
| MDT | 2024-11-11 | 83.34 | 0.3339 | 0.4481 | no |
| MRNA | 2024-11-11 | 46.83 | 0.2369 | 0.4468 | no |
| NOW | 2024-11-11 | 202.60 | 0.2256 | 0.4695 | no |
| PGR | 2024-11-11 | 241.74 | 0.2322 | 0.4659 | no |
| PLTR | 2024-11-11 | 60.13 | 0.2120 | 0.5724 | no |
| PSA | 2024-11-11 | 310.88 | 0.2264 | 0.4273 | no |
| ROP | 2024-11-11 | 560.29 | 0.2813 | 0.4789 | no |
| STT | 2024-11-11 | 91.12 | 0.2440 | 0.4596 | no |
| T | 2024-11-11 | 20.58 | 0.4778 | 0.4102 | no |
| TXN | 2024-11-11 | 207.66 | 0.2611 | 0.5376 | no |
| WTW | 2024-11-11 | 311.39 | 0.2164 | 0.4504 | no |
| XEL | 2024-11-11 | 63.11 | 0.2580 | 0.4574 | no |
| XOM | 2024-11-11 | 113.49 | 0.2135 | 0.4141 | no |