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 | -2.51% | 0.18% | 2024-11-25 | -8.29% |
| buy & hold | participation factor overlay | 6 months | complete | -5.98% | 0.18% | 2024-11-25 | -15.96% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -1.63% | 0.43% | 2024-12-02 | -7.81% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -6.24% | 0.43% | 2024-12-02 | -15.26% |
| weekly rebalance | participation factor overlay | 3 months | complete | -6.04% | 0.18% | 2024-11-25 | -6.93% |
| weekly rebalance | participation factor overlay | 6 months | complete | -1.82% | 1.56% | 2025-05-16 | -20.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -4.67% | 0.28% | 2024-11-25 | -7.55% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 0.33% | 4.09% | 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 |
|---|---|---|---|---|---|
| ABT | 2024-11-25 | 113.96 | 0.4095 | 0.4360 | no |
| ADBE | 2024-11-25 | 519.09 | 0.6159 | 0.4731 | no |
| ADI | 2024-11-25 | 211.41 | 0.2603 | 0.5502 | no |
| AMAT | 2024-11-25 | 174.34 | 0.2879 | 0.5693 | no |
| AMD | 2024-11-25 | 140.49 | 0.2619 | 0.5431 | no |
| APD | 2024-11-25 | 318.39 | 0.3658 | 0.4448 | no |
| ATO | 2024-11-25 | 144.45 | 0.2431 | 0.4238 | no |
| AZO | 2024-11-25 | 3121.62 | 0.2831 | 0.4724 | no |
| BBY | 2024-11-25 | 83.89 | 0.2184 | 0.4925 | no |
| BLK | 2024-11-25 | 1006.18 | 0.3778 | 0.4884 | no |
| COST | 2024-11-25 | 965.68 | 0.2197 | 0.5324 | no |
| CRM | 2024-11-25 | 340.04 | 0.3113 | 0.4765 | no |
| CRWD | 2024-11-25 | 93.75 | 0.2956 | 0.5672 | no |
| CSCO | 2024-11-25 | 56.35 | 0.2654 | 0.5283 | no |
| CTAS | 2024-11-25 | 219.21 | 0.2927 | 0.4798 | no |
| CZR | 2024-11-25 | 37.89 | 0.3592 | 0.4371 | no |
| D | 2024-11-25 | 53.55 | 0.2169 | 0.4568 | no |
| DD | 2024-11-25 | 101.46 | 0.3132 | 0.4594 | no |
| DG | 2024-11-25 | 72.98 | 0.4608 | 0.5131 | no |
| DHI | 2024-11-25 | 163.78 | 0.2333 | 0.4827 | no |
| DOW | 2024-11-25 | 40.58 | 0.2779 | 0.4559 | no |
| EIX | 2024-11-25 | 78.99 | 0.2295 | 0.4599 | no |
| EQIX | 2024-11-25 | 905.12 | 0.3252 | 0.4434 | no |
| EQT | 2024-11-25 | 46.61 | 0.3386 | 0.4730 | no |
| ETR | 2024-11-25 | 72.75 | 0.3725 | 0.4579 | no |
| FDX | 2024-11-25 | 233.53 | 0.2929 | 0.4651 | no |
| INTC | 2024-11-25 | 25.04 | 0.5504 | 0.5465 | no |
| KDP | 2024-11-25 | 31.15 | 0.3513 | 0.4156 | no |
| LEN | 2024-11-25 | 161.16 | 0.3448 | 0.5149 | no |
| MAS | 2024-11-25 | 77.68 | 0.2958 | 0.4768 | no |
| MDLZ | 2024-11-25 | 61.03 | 0.3233 | 0.4243 | no |
| MDT | 2024-11-25 | 81.73 | 0.4355 | 0.4429 | no |
| MO | 2024-11-25 | 49.69 | 0.2685 | 0.4114 | no |
| MRK | 2024-11-25 | 93.76 | 0.3904 | 0.4366 | no |
| MRNA | 2024-11-25 | 43.00 | 0.4109 | 0.4468 | no |
| NFLX | 2024-11-25 | 90.21 | 0.3447 | — | no |
| NOW | 2024-11-25 | 212.92 | 0.2964 | 0.4692 | no |
| OKE | 2024-11-25 | 107.07 | 0.2347 | 0.4711 | no |
| ORLY | 2024-11-25 | 82.66 | 0.3601 | 0.4697 | no |
| PFE | 2024-11-25 | 22.83 | 0.3741 | 0.5119 | no |
| PGR | 2024-11-25 | 244.20 | 0.3184 | 0.4659 | no |
| PTC | 2024-11-25 | 197.81 | 0.4063 | 0.5088 | no |
| QCOM | 2024-11-25 | 152.27 | 0.4743 | 0.5446 | no |
| ROP | 2024-11-25 | 555.68 | 0.4048 | 0.4787 | no |
| SMCI | 2024-11-25 | 36.03 | 0.3752 | 0.4859 | no |
| SPGI | 2024-11-25 | 481.13 | 0.3257 | 0.5032 | no |
| T | 2024-11-25 | 21.39 | 0.2983 | 0.4102 | no |
| TSN | 2024-11-25 | 59.89 | 0.2156 | 0.4122 | no |
| WTW | 2024-11-25 | 308.74 | 0.3007 | 0.4504 | no |
| WY | 2024-11-25 | 29.59 | 0.2916 | 0.4747 | no |