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 | -3.61% | 0.00% | 2024-11-25 | -7.23% |
| buy & hold | participation factor overlay | 6 months | complete | -7.47% | 0.00% | 2024-11-25 | -17.88% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.13% | 0.23% | 2024-11-29 | -6.95% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -7.98% | 0.23% | 2024-11-29 | -18.06% |
| weekly rebalance | participation factor overlay | 3 months | complete | -6.59% | 0.14% | 2024-12-02 | -7.37% |
| weekly rebalance | participation factor overlay | 6 months | complete | -3.20% | 0.14% | 2024-12-02 | -22.73% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -4.38% | 0.47% | 2024-12-02 | -7.65% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -2.09% | 1.05% | 2025-05-16 | -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 |
|---|---|---|---|---|---|
| ABT | 2024-11-25 | 113.96 | 0.3008 | 0.4360 | no |
| ADBE | 2024-11-25 | 519.09 | 0.2331 | 0.4731 | no |
| AEE | 2024-11-25 | 88.78 | 0.2321 | 0.4820 | no |
| AMAT | 2024-11-25 | 174.34 | 0.2883 | 0.5693 | no |
| AMCR | 2024-11-25 | 47.86 | 0.2186 | 0.4400 | no |
| AMD | 2024-11-25 | 140.49 | 0.3386 | 0.5431 | no |
| AZO | 2024-11-25 | 3121.62 | 0.2206 | 0.4724 | no |
| BBY | 2024-11-25 | 83.89 | 0.2588 | 0.4925 | no |
| BLK | 2024-11-25 | 1006.18 | 0.3297 | 0.4884 | no |
| CNP | 2024-11-25 | 30.77 | 0.2561 | 0.4592 | no |
| CSCO | 2024-11-25 | 56.35 | 0.2733 | 0.5283 | no |
| DAL | 2024-11-25 | 63.07 | 0.3088 | 0.4740 | no |
| DD | 2024-11-25 | 101.46 | 0.3017 | 0.4594 | no |
| DELL | 2024-11-25 | 143.45 | 0.2127 | 0.4976 | no |
| DG | 2024-11-25 | 72.98 | 0.5517 | 0.5131 | no |
| DHI | 2024-11-25 | 163.78 | 0.2541 | 0.4827 | no |
| DLR | 2024-11-25 | 180.86 | 0.2788 | 0.4478 | no |
| DOV | 2024-11-25 | 201.44 | 0.2121 | 0.5170 | no |
| DOW | 2024-11-25 | 40.58 | 0.2241 | 0.4559 | no |
| EQIX | 2024-11-25 | 905.12 | 0.2404 | 0.4434 | no |
| EQT | 2024-11-25 | 46.61 | 0.4698 | 0.4730 | no |
| ETR | 2024-11-25 | 72.75 | 0.2345 | 0.4579 | no |
| FFIV | 2024-11-25 | 248.52 | 0.2535 | 0.5045 | no |
| INTC | 2024-11-25 | 25.04 | 0.6075 | 0.5465 | no |
| IT | 2024-11-25 | 522.47 | 0.2546 | 0.4923 | no |
| LEN | 2024-11-25 | 161.16 | 0.2756 | 0.5149 | no |
| LOW | 2024-11-25 | 259.62 | 0.2852 | 0.5048 | no |
| LVS | 2024-11-25 | 48.68 | 0.3001 | 0.4389 | no |
| MCO | 2024-11-25 | 477.31 | 0.2658 | 0.4954 | no |
| MDLZ | 2024-11-25 | 61.03 | 0.2828 | 0.4243 | no |
| MDT | 2024-11-25 | 81.73 | 0.2521 | 0.4429 | no |
| MMM | 2024-11-25 | 125.05 | 0.3655 | 0.5237 | no |
| MRK | 2024-11-25 | 93.76 | 0.2853 | 0.4366 | no |
| MRNA | 2024-11-25 | 43.00 | 0.4969 | 0.4468 | no |
| NDAQ | 2024-11-25 | 80.10 | 0.2624 | 0.5189 | no |
| NFLX | 2024-11-25 | 90.21 | 0.3799 | — | no |
| NI | 2024-11-25 | 36.11 | 0.2433 | 0.4721 | no |
| NVDA | 2024-11-25 | 141.61 | 0.3553 | 0.5621 | no |
| OKE | 2024-11-25 | 107.07 | 0.2672 | 0.4711 | no |
| ORLY | 2024-11-25 | 82.66 | 0.2302 | 0.4697 | no |
| PFE | 2024-11-25 | 22.83 | 0.2756 | 0.5119 | no |
| PTC | 2024-11-25 | 197.81 | 0.3867 | 0.5088 | no |
| QCOM | 2024-11-25 | 152.27 | 0.3991 | 0.5446 | no |
| RCL | 2024-11-25 | 234.82 | 0.3042 | 0.4472 | no |
| ROP | 2024-11-25 | 555.68 | 0.3652 | 0.4787 | no |
| TROW | 2024-11-25 | 109.48 | 0.2377 | 0.5017 | no |
| UNH | 2024-11-25 | 569.72 | 0.2298 | 0.4237 | no |
| VST | 2024-11-25 | 164.37 | 0.4105 | 0.4189 | no |
| WTW | 2024-11-25 | 308.74 | 0.2915 | 0.4504 | no |
| WY | 2024-11-25 | 29.59 | 0.3235 | 0.4747 | no |