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 | -1.15% | 2.04% | 2025-02-19 | -6.54% |
| buy & hold | participation factor overlay | 6 months | complete | -1.69% | 2.04% | 2025-02-19 | -17.27% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.37% | 0.39% | 2024-12-02 | -6.46% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -4.71% | 0.39% | 2024-12-02 | -17.58% |
| weekly rebalance | participation factor overlay | 3 months | complete | -3.74% | 0.64% | 2025-01-23 | -6.82% |
| weekly rebalance | participation factor overlay | 6 months | complete | 2.72% | 5.24% | 2025-05-16 | -20.02% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -2.21% | 0.80% | 2025-01-23 | -7.21% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 2.97% | 5.54% | 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 |
|---|---|---|---|---|---|
| AAPL | 2024-12-02 | 235.56 | 0.2722 | 0.4986 | no |
| ACGL | 2024-12-02 | 100.59 | 0.1807 | 0.4549 | no |
| ADI | 2024-12-02 | 211.79 | 0.2231 | 0.5340 | no |
| AFL | 2024-12-02 | 110.00 | 0.2239 | 0.4756 | no |
| AMAT | 2024-12-02 | 173.12 | 0.2766 | 0.5683 | no |
| AON | 2024-12-02 | 387.74 | 0.2199 | 0.4507 | no |
| ATO | 2024-12-02 | 145.37 | 0.2273 | 0.4238 | no |
| AVGO | 2024-12-02 | 160.47 | 0.3894 | 0.5384 | no |
| AWK | 2024-12-02 | 131.43 | 0.2079 | 0.4736 | no |
| CDNS | 2024-12-02 | 306.19 | 0.2355 | 0.5225 | no |
| CRM | 2024-12-02 | 327.23 | 0.3903 | 0.4765 | no |
| DD | 2024-12-02 | 101.87 | 0.2724 | 0.4590 | no |
| DG | 2024-12-02 | 74.02 | 0.4008 | 0.5139 | no |
| EG | 2024-12-02 | 377.08 | 0.2792 | 0.4581 | no |
| EL | 2024-12-02 | 70.52 | 0.2919 | 0.4247 | no |
| EQT | 2024-12-02 | 44.08 | 0.2515 | 0.4730 | no |
| ES | 2024-12-02 | 59.45 | 0.2101 | 0.4487 | no |
| FCX | 2024-12-02 | 43.22 | 0.4276 | 0.4655 | no |
| FFIV | 2024-12-02 | 250.00 | 0.2646 | 0.5045 | no |
| GS | 2024-12-02 | 587.24 | 0.1944 | 0.4558 | no |
| HIG | 2024-12-02 | 119.81 | 0.2035 | 0.4453 | no |
| HSY | 2024-12-02 | 166.82 | 0.1905 | 0.4167 | no |
| HUM | 2024-12-02 | 288.75 | 0.2928 | 0.4446 | no |
| IBM | 2024-12-02 | 217.34 | 0.2648 | 0.4905 | no |
| INTC | 2024-12-02 | 24.84 | 0.4013 | 0.5454 | no |
| IT | 2024-12-02 | 517.86 | 0.2713 | 0.4929 | no |
| ITW | 2024-12-02 | 266.40 | 0.3492 | 0.5125 | no |
| MAS | 2024-12-02 | 77.70 | 0.2018 | 0.4768 | no |
| MCO | 2024-12-02 | 492.44 | 0.2493 | 0.4958 | no |
| MKC | 2024-12-02 | 74.60 | 0.2084 | 0.4142 | no |
| MOS | 2024-12-02 | 24.86 | 0.2327 | 0.4206 | no |
| MRNA | 2024-12-02 | 43.33 | 0.4294 | 0.4468 | no |
| MU | 2024-12-02 | 97.10 | 0.3127 | 0.5623 | no |
| NVR | 2024-12-02 | 9229.61 | 0.3126 | — | no |
| NXPI | 2024-12-02 | 220.87 | 0.5224 | 0.5328 | no |
| PFG | 2024-12-02 | 81.30 | 0.2563 | 0.4697 | no |
| PGR | 2024-12-02 | 246.99 | 0.3937 | 0.4659 | no |
| PSA | 2024-12-02 | 320.16 | 0.2783 | 0.4273 | no |
| QCOM | 2024-12-02 | 151.73 | 0.3900 | 0.5439 | no |
| ROP | 2024-12-02 | 558.99 | 0.3236 | 0.4787 | no |
| SMCI | 2024-12-02 | 37.78 | 0.3964 | 0.4861 | no |
| SPGI | 2024-12-02 | 487.25 | 0.5703 | 0.5035 | no |
| TEL | 2024-12-02 | 149.29 | 0.1957 | 0.4394 | no |
| TER | 2024-12-02 | 109.43 | 0.3087 | 0.5578 | no |
| TRV | 2024-12-02 | 258.91 | 0.2964 | 0.4801 | no |
| UAL | 2024-12-02 | 97.29 | 0.2408 | 0.4975 | no |
| VRSK | 2024-12-02 | 290.46 | 0.2087 | 0.4989 | no |
| VRSN | 2024-12-02 | 183.67 | 0.3412 | 0.4801 | no |
| WFC | 2024-12-02 | 74.09 | 0.2505 | 0.4271 | no |
| WTW | 2024-12-02 | 313.85 | 0.1840 | 0.4504 | no |