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 | -2.14% | 0.40% | 2024-12-02 | -8.25% |
| buy & hold | participation factor overlay | 6 months | complete | -4.92% | 0.40% | 2024-12-02 | -16.41% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -2.66% | 0.76% | 2024-12-02 | -8.13% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -5.58% | 0.76% | 2024-12-02 | -16.74% |
| weekly rebalance | participation factor overlay | 3 months | complete | -2.95% | 1.32% | 2025-01-23 | -6.84% |
| weekly rebalance | participation factor overlay | 6 months | complete | 0.67% | 3.96% | 2025-05-16 | -20.38% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.91% | 1.27% | 2025-01-23 | -6.86% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 2.44% | 5.80% | 2025-05-16 | -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 | 2024-11-25 | 113.96 | 0.3880 | 0.4360 | no |
| ADBE | 2024-11-25 | 519.09 | 0.4507 | 0.4731 | no |
| AEE | 2024-11-25 | 88.78 | 0.4286 | 0.4820 | no |
| AMD | 2024-11-25 | 140.49 | 0.3648 | 0.5431 | no |
| AON | 2024-11-25 | 382.26 | 0.2420 | 0.4507 | no |
| APD | 2024-11-25 | 318.39 | 0.2402 | 0.4448 | no |
| ATO | 2024-11-25 | 144.45 | 0.2911 | 0.4238 | no |
| BBY | 2024-11-25 | 83.89 | 0.2451 | 0.4925 | no |
| BLK | 2024-11-25 | 1006.18 | 0.3292 | 0.4884 | no |
| CCI | 2024-11-25 | 95.69 | 0.2415 | 0.4538 | no |
| CNP | 2024-11-25 | 30.77 | 0.3187 | 0.4592 | no |
| CSCO | 2024-11-25 | 56.35 | 0.2661 | 0.5283 | no |
| CTAS | 2024-11-25 | 219.21 | 0.2624 | 0.4798 | no |
| CZR | 2024-11-25 | 37.89 | 0.4719 | 0.4371 | no |
| DG | 2024-11-25 | 72.98 | 0.5536 | 0.5131 | no |
| DHI | 2024-11-25 | 163.78 | 0.3418 | 0.4827 | no |
| DOW | 2024-11-25 | 40.58 | 0.2520 | 0.4559 | no |
| EMN | 2024-11-25 | 97.23 | 0.2667 | 0.4395 | no |
| EQT | 2024-11-25 | 46.61 | 0.4977 | 0.4730 | no |
| ETR | 2024-11-25 | 72.75 | 0.2495 | 0.4579 | no |
| FFIV | 2024-11-25 | 248.52 | 0.4289 | 0.5045 | no |
| FMC | 2024-11-25 | 54.97 | 0.3270 | 0.4440 | no |
| GE | 2024-11-25 | 180.42 | 0.2847 | 0.5114 | no |
| GS | 2024-11-25 | 585.11 | 0.2710 | 0.4558 | no |
| IFF | 2024-11-25 | 87.39 | 0.2670 | 0.4406 | no |
| INTC | 2024-11-25 | 25.04 | 0.4205 | 0.5465 | no |
| IT | 2024-11-25 | 522.47 | 0.3127 | 0.4923 | no |
| ITW | 2024-11-25 | 263.31 | 0.3328 | 0.5125 | no |
| JBHT | 2024-11-25 | 182.11 | 0.2291 | 0.4845 | no |
| KDP | 2024-11-25 | 31.15 | 0.2437 | 0.4156 | no |
| LVS | 2024-11-25 | 48.68 | 0.3057 | 0.4389 | no |
| MCO | 2024-11-25 | 477.31 | 0.3074 | 0.4954 | no |
| MDLZ | 2024-11-25 | 61.03 | 0.3589 | 0.4243 | no |
| MDT | 2024-11-25 | 81.73 | 0.4157 | 0.4429 | no |
| MMM | 2024-11-25 | 125.05 | 0.2467 | 0.5237 | no |
| MRK | 2024-11-25 | 93.76 | 0.4197 | 0.4366 | no |
| MRNA | 2024-11-25 | 43.00 | 0.3444 | 0.4468 | no |
| NFLX | 2024-11-25 | 90.21 | 0.3259 | — | no |
| NOW | 2024-11-25 | 212.92 | 0.2929 | 0.4692 | no |
| NVDA | 2024-11-25 | 141.61 | 0.4489 | 0.5621 | no |
| ORLY | 2024-11-25 | 82.66 | 0.3110 | 0.4697 | no |
| PFG | 2024-11-25 | 80.48 | 0.3001 | 0.4697 | no |
| PGR | 2024-11-25 | 244.20 | 0.3904 | 0.4659 | no |
| PTC | 2024-11-25 | 197.81 | 0.3519 | 0.5088 | no |
| RCL | 2024-11-25 | 234.82 | 0.3115 | 0.4472 | no |
| ROP | 2024-11-25 | 555.68 | 0.5211 | 0.4787 | no |
| SMCI | 2024-11-25 | 36.03 | 0.3227 | 0.4859 | no |
| TRMB | 2024-11-25 | 72.65 | 0.4676 | 0.5214 | no |
| TROW | 2024-11-25 | 109.48 | 0.2316 | 0.5017 | no |
| WTW | 2024-11-25 | 308.74 | 0.3263 | 0.4504 | no |