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 | -0.40% | 2.05% | 2025-02-19 | -7.53% |
| buy & hold | participation factor overlay | 6 months | complete | -3.94% | 2.05% | 2025-02-19 | -17.67% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -0.91% | 1.12% | 2024-12-02 | -7.48% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -5.36% | 1.12% | 2024-12-02 | -15.70% |
| weekly rebalance | participation factor overlay | 3 months | complete | -3.46% | 1.25% | 2025-01-23 | -6.82% |
| weekly rebalance | participation factor overlay | 6 months | complete | 2.15% | 5.88% | 2025-05-16 | -20.02% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -1.34% | 1.52% | 2025-01-23 | -7.21% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 2.67% | 6.29% | 2025-05-16 | -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 |
|---|---|---|---|---|---|
| ABT | 2024-11-25 | 113.96 | 0.4437 | 0.4360 | no |
| ADBE | 2024-11-25 | 519.09 | 0.3339 | 0.4731 | no |
| ADI | 2024-11-25 | 211.41 | 0.2173 | 0.5502 | no |
| AEE | 2024-11-25 | 88.78 | 0.2985 | 0.4820 | no |
| AMAT | 2024-11-25 | 174.34 | 0.4945 | 0.5693 | no |
| AMD | 2024-11-25 | 140.49 | 0.3261 | 0.5431 | no |
| AMT | 2024-11-25 | 192.97 | 0.3283 | 0.4526 | no |
| ATO | 2024-11-25 | 144.45 | 0.2941 | 0.4238 | no |
| BBY | 2024-11-25 | 83.89 | 0.3177 | 0.4925 | no |
| BLK | 2024-11-25 | 1006.18 | 0.3190 | 0.4884 | no |
| CSCO | 2024-11-25 | 56.35 | 0.4030 | 0.5283 | no |
| CZR | 2024-11-25 | 37.89 | 0.2355 | 0.4371 | no |
| DD | 2024-11-25 | 101.46 | 0.2427 | 0.4594 | no |
| DG | 2024-11-25 | 72.98 | 0.5587 | 0.5131 | no |
| DLTR | 2024-11-25 | 67.16 | 0.2151 | 0.5166 | no |
| EQIX | 2024-11-25 | 905.12 | 0.2335 | 0.4434 | no |
| EQT | 2024-11-25 | 46.61 | 0.4134 | 0.4730 | no |
| ETR | 2024-11-25 | 72.75 | 0.2713 | 0.4579 | no |
| FDS | 2024-11-25 | 478.21 | 0.2542 | 0.5057 | no |
| FFIV | 2024-11-25 | 248.52 | 0.3296 | 0.5045 | no |
| GE | 2024-11-25 | 180.42 | 0.2291 | 0.5114 | no |
| INTC | 2024-11-25 | 25.04 | 0.4799 | 0.5465 | no |
| ITW | 2024-11-25 | 263.31 | 0.2789 | 0.5125 | no |
| KDP | 2024-11-25 | 31.15 | 0.3264 | 0.4156 | no |
| LOW | 2024-11-25 | 259.62 | 0.2204 | 0.5048 | no |
| LRCX | 2024-11-25 | 72.97 | 0.2176 | 0.5426 | no |
| LVS | 2024-11-25 | 48.68 | 0.2445 | 0.4389 | no |
| MAS | 2024-11-25 | 77.68 | 0.2932 | 0.4768 | no |
| MCO | 2024-11-25 | 477.31 | 0.2986 | 0.4954 | no |
| MDLZ | 2024-11-25 | 61.03 | 0.3632 | 0.4243 | no |
| MDT | 2024-11-25 | 81.73 | 0.2358 | 0.4429 | no |
| MMM | 2024-11-25 | 125.05 | 0.4129 | 0.5237 | no |
| MRK | 2024-11-25 | 93.76 | 0.2658 | 0.4366 | no |
| MRNA | 2024-11-25 | 43.00 | 0.3467 | 0.4468 | no |
| NFLX | 2024-11-25 | 90.21 | 0.3759 | — | no |
| NOW | 2024-11-25 | 212.92 | 0.2085 | 0.4692 | no |
| NXPI | 2024-11-25 | 221.76 | 0.2827 | 0.5335 | no |
| PCAR | 2024-11-25 | 108.61 | 0.3826 | 0.4942 | no |
| PFE | 2024-11-25 | 22.83 | 0.2685 | 0.5119 | no |
| PFG | 2024-11-25 | 80.48 | 0.3250 | 0.4697 | no |
| PHM | 2024-11-25 | 129.60 | 0.2204 | 0.5320 | no |
| PTC | 2024-11-25 | 197.81 | 0.3404 | 0.5088 | no |
| QCOM | 2024-11-25 | 152.27 | 0.3261 | 0.5446 | no |
| ROP | 2024-11-25 | 555.68 | 0.3081 | 0.4787 | no |
| SMCI | 2024-11-25 | 36.03 | 0.3207 | 0.4859 | no |
| SPGI | 2024-11-25 | 481.13 | 0.2368 | 0.5032 | no |
| TRMB | 2024-11-25 | 72.65 | 0.2348 | 0.5214 | no |
| TROW | 2024-11-25 | 109.48 | 0.3458 | 0.5017 | no |
| WTW | 2024-11-25 | 308.74 | 0.3081 | 0.4504 | no |
| WY | 2024-11-25 | 29.59 | 0.3216 | 0.4747 | no |