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 | -2.77% | 0.69% | 2025-02-19 | -6.44% |
| buy & hold | participation factor overlay | 6 months | complete | -4.75% | 0.69% | 2025-02-19 | -17.54% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -1.96% | 1.10% | 2025-02-19 | -6.70% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -4.76% | 1.10% | 2025-02-19 | -17.45% |
| weekly rebalance | participation factor overlay | 3 months | complete | -6.24% | 0.09% | 2024-12-02 | -7.74% |
| weekly rebalance | participation factor overlay | 6 months | complete | -2.43% | 0.09% | 2024-12-02 | -22.73% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -4.81% | 0.21% | 2024-12-02 | -7.65% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -1.99% | 0.79% | 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 |
|---|---|---|---|---|---|
| AAPL | 2024-12-02 | 235.56 | 0.2338 | 0.4986 | no |
| ADBE | 2024-12-02 | 512.85 | 0.2339 | 0.4731 | no |
| ADI | 2024-12-02 | 211.79 | 0.2670 | 0.5340 | no |
| AEP | 2024-12-02 | 94.43 | 0.2526 | 0.4561 | no |
| AON | 2024-12-02 | 387.74 | 0.2415 | 0.4507 | no |
| AVGO | 2024-12-02 | 160.47 | 0.4593 | 0.5384 | no |
| BBWI | 2024-12-02 | 34.78 | 0.2016 | 0.4140 | no |
| CRM | 2024-12-02 | 327.23 | 0.2730 | 0.4765 | no |
| DD | 2024-12-02 | 101.87 | 0.3229 | 0.4590 | no |
| DG | 2024-12-02 | 74.02 | 0.3195 | 0.5139 | no |
| DHI | 2024-12-02 | 164.70 | 0.2092 | 0.4827 | no |
| EQT | 2024-12-02 | 44.08 | 0.3332 | 0.4730 | no |
| EXPD | 2024-12-02 | 118.64 | 0.2230 | — | no |
| FCX | 2024-12-02 | 43.22 | 0.3631 | 0.4655 | no |
| FDS | 2024-12-02 | 476.94 | 0.2544 | 0.5061 | no |
| FDX | 2024-12-02 | 233.49 | 0.2417 | 0.4652 | no |
| HII | 2024-12-02 | 191.17 | 0.1993 | 0.5204 | no |
| HUM | 2024-12-02 | 288.75 | 0.7433 | 0.4446 | no |
| INTC | 2024-12-02 | 24.84 | 0.5485 | 0.5454 | no |
| IT | 2024-12-02 | 517.86 | 0.2970 | 0.4929 | no |
| ITW | 2024-12-02 | 266.40 | 0.2532 | 0.5125 | no |
| LKQ | 2024-12-02 | 36.71 | 0.1989 | 0.4793 | no |
| LVS | 2024-12-02 | 51.68 | 0.1996 | 0.4424 | no |
| MCO | 2024-12-02 | 492.44 | 0.2835 | 0.4958 | no |
| MDT | 2024-12-02 | 81.41 | 0.2188 | 0.4429 | no |
| MRNA | 2024-12-02 | 43.33 | 0.4067 | 0.4468 | no |
| MSI | 2024-12-02 | 488.06 | 0.2396 | 0.5491 | no |
| MU | 2024-12-02 | 97.10 | 0.2418 | 0.5623 | no |
| NFLX | 2024-12-02 | 88.75 | 0.2773 | — | no |
| NOW | 2024-12-02 | 209.68 | 0.1891 | 0.4692 | no |
| NVR | 2024-12-02 | 9229.61 | 0.2094 | — | no |
| NXPI | 2024-12-02 | 220.87 | 0.3448 | 0.5328 | no |
| PAYX | 2024-12-02 | 137.25 | 0.1918 | 0.4667 | no |
| PFG | 2024-12-02 | 81.30 | 0.2822 | 0.4697 | no |
| PGR | 2024-12-02 | 246.99 | 0.3608 | 0.4659 | no |
| QCOM | 2024-12-02 | 151.73 | 0.3474 | 0.5439 | no |
| RCL | 2024-12-02 | 239.21 | 0.2457 | 0.4552 | no |
| ROP | 2024-12-02 | 558.99 | 0.3295 | 0.4787 | no |
| SMCI | 2024-12-02 | 37.78 | 0.4637 | 0.4861 | no |
| SPGI | 2024-12-02 | 487.25 | 0.4542 | 0.5035 | no |
| TER | 2024-12-02 | 109.43 | 0.2671 | 0.5578 | no |
| TROW | 2024-12-02 | 112.16 | 0.3008 | 0.5017 | no |
| TRV | 2024-12-02 | 258.91 | 0.2168 | 0.4801 | no |
| TSN | 2024-12-02 | 60.46 | 0.2386 | 0.4122 | no |
| UNH | 2024-12-02 | 585.38 | 0.1881 | 0.4237 | no |
| VRSK | 2024-12-02 | 290.46 | 0.3095 | 0.4989 | no |
| VRSN | 2024-12-02 | 183.67 | 0.3866 | 0.4801 | no |
| VST | 2024-12-02 | 160.02 | 0.1862 | 0.4189 | no |
| WFC | 2024-12-02 | 74.09 | 0.2773 | 0.4271 | no |
| WTW | 2024-12-02 | 313.85 | 0.2024 | 0.4504 | no |