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 | 1.91% | 4.17% | 2024-12-02 | -8.81% |
| buy & hold | participation factor overlay | 6 months | complete | -2.19% | 4.17% | 2024-12-02 | -19.21% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -0.82% | 4.11% | 2024-12-02 | -9.02% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -3.54% | 4.11% | 2024-12-02 | -18.67% |
| weekly rebalance | participation factor overlay | 3 months | complete | -0.42% | 3.73% | 2024-11-25 | -6.93% |
| weekly rebalance | participation factor overlay | 6 months | complete | 5.16% | 5.16% | 2025-05-16 | -20.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.52% | 3.70% | 2024-11-25 | -7.55% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.64% | 7.64% | 2025-05-16 | -18.88% |
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 |
|---|---|---|---|---|---|
| ABBV | 2024-11-18 | 156.33 | 0.2928 | 0.4666 | no |
| ABT | 2024-11-18 | 111.36 | 0.2939 | 0.4360 | no |
| ACN | 2024-11-18 | 341.55 | 0.2349 | 0.4318 | no |
| AEE | 2024-11-18 | 85.93 | 0.2871 | 0.4820 | no |
| AKAM | 2024-11-18 | 87.43 | 0.2249 | 0.4528 | no |
| ALB | 2024-11-18 | 99.80 | 0.4030 | 0.4382 | no |
| AMD | 2024-11-18 | 138.19 | 0.4357 | 0.5431 | no |
| AVY | 2024-11-18 | 189.27 | 0.2800 | 0.4786 | no |
| BIIB | 2024-11-18 | 158.19 | 0.2254 | 0.5104 | no |
| BLDR | 2024-11-18 | 175.00 | 0.4578 | 0.4939 | no |
| CCI | 2024-11-18 | 92.76 | 0.4167 | 0.4538 | no |
| COST | 2024-11-18 | 901.93 | 0.3446 | 0.5327 | no |
| CRM | 2024-11-18 | 322.30 | 0.3372 | 0.4765 | no |
| CZR | 2024-11-18 | 36.88 | 0.5025 | 0.4371 | no |
| DD | 2024-11-18 | 99.14 | 0.3145 | 0.4594 | no |
| EQIX | 2024-11-18 | 857.94 | 0.3333 | 0.4434 | no |
| EQT | 2024-11-18 | 42.11 | 0.4785 | 0.4730 | no |
| ETR | 2024-11-18 | 71.01 | 0.3105 | 0.4579 | no |
| FDS | 2024-11-18 | 469.80 | 0.2690 | 0.5057 | no |
| FDX | 2024-11-18 | 227.31 | 0.3543 | 0.4651 | no |
| FMC | 2024-11-18 | 50.81 | 0.3173 | 0.4440 | no |
| GL | 2024-11-18 | 111.25 | 0.2976 | 0.4693 | no |
| HSIC | 2024-11-18 | 68.88 | 0.2676 | 0.4337 | no |
| INTC | 2024-11-18 | 24.33 | 0.8238 | 0.5465 | no |
| IRM | 2024-11-18 | 106.52 | 0.2775 | 0.4491 | no |
| ITW | 2024-11-18 | 258.70 | 0.2649 | 0.5125 | no |
| KLAC | 2024-11-18 | 60.68 | 0.3108 | 0.5406 | no |
| LEN | 2024-11-18 | 156.63 | 0.4136 | 0.5209 | no |
| LNT | 2024-11-18 | 57.52 | 0.3913 | 0.4302 | no |
| LOW | 2024-11-18 | 259.13 | 0.2907 | 0.4696 | no |
| LVS | 2024-11-18 | 46.19 | 0.4220 | 0.4389 | no |
| MCO | 2024-11-18 | 463.35 | 0.2569 | 0.4955 | no |
| MDLZ | 2024-11-18 | 61.15 | 0.6082 | 0.4261 | no |
| MGM | 2024-11-18 | 37.66 | 0.2254 | 0.4379 | no |
| MMM | 2024-11-18 | 125.60 | 0.2610 | 0.5237 | no |
| MRNA | 2024-11-18 | 38.31 | 0.3940 | 0.4468 | no |
| MS | 2024-11-18 | 128.90 | 0.3046 | 0.4635 | no |
| NCLH | 2024-11-18 | 26.40 | 0.3739 | 0.4404 | no |
| NFLX | 2024-11-18 | 81.55 | 0.2533 | — | no |
| NOW | 2024-11-18 | 203.31 | 0.3235 | 0.4692 | no |
| NXPI | 2024-11-18 | 209.48 | 0.2232 | 0.5335 | no |
| PAYC | 2024-11-18 | 215.40 | 0.2387 | 0.4166 | no |
| RCL | 2024-11-18 | 223.83 | 0.3267 | 0.4472 | no |
| ROP | 2024-11-18 | 540.42 | 0.3647 | 0.4787 | no |
| T | 2024-11-18 | 21.05 | 0.2985 | 0.4102 | no |
| TRMB | 2024-11-18 | 70.69 | 0.2371 | 0.5214 | no |
| TRV | 2024-11-18 | 251.69 | 0.3041 | 0.4801 | no |
| UBER | 2024-11-18 | 72.04 | 0.2360 | 0.5074 | no |
| UNH | 2024-11-18 | 561.96 | 0.2332 | 0.4237 | no |
| WTW | 2024-11-18 | 305.59 | 0.3302 | 0.4504 | no |