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 | -0.50% | 2.25% | 2025-02-19 | -6.29% |
| buy & hold | participation factor overlay | 6 months | complete | -2.35% | 2.25% | 2025-02-19 | -17.69% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -0.54% | 1.95% | 2025-02-19 | -6.49% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -1.86% | 1.95% | 2025-02-19 | -16.99% |
| weekly rebalance | participation factor overlay | 3 months | complete | -6.37% | 0.18% | 2024-12-02 | -7.64% |
| weekly rebalance | participation factor overlay | 6 months | complete | -0.92% | 1.63% | 2025-05-16 | -20.88% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -5.56% | 0.16% | 2024-12-02 | -7.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 0.73% | 3.98% | 2025-05-16 | -18.87% |
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 |
|---|---|---|---|---|---|
| ADI | 2024-12-02 | 211.79 | 0.4100 | 0.5340 | no |
| AFL | 2024-12-02 | 110.00 | 0.2046 | 0.4756 | no |
| AVGO | 2024-12-02 | 160.47 | 0.4113 | 0.5384 | no |
| CRM | 2024-12-02 | 327.23 | 0.3470 | 0.4765 | no |
| DD | 2024-12-02 | 101.87 | 0.2631 | 0.4590 | no |
| DG | 2024-12-02 | 74.02 | 0.3328 | 0.5139 | no |
| DOV | 2024-12-02 | 202.37 | 0.2141 | 0.5170 | no |
| EG | 2024-12-02 | 377.08 | 0.2178 | 0.4581 | no |
| EL | 2024-12-02 | 70.52 | 0.3649 | 0.4247 | no |
| EQT | 2024-12-02 | 44.08 | 0.3320 | 0.4730 | no |
| EXPE | 2024-12-02 | 182.19 | 0.2000 | 0.4645 | no |
| FCX | 2024-12-02 | 43.22 | 0.3492 | 0.4655 | no |
| FDS | 2024-12-02 | 476.94 | 0.2722 | 0.5061 | no |
| FDX | 2024-12-02 | 233.49 | 0.2653 | 0.4652 | no |
| FFIV | 2024-12-02 | 250.00 | 0.4054 | 0.5045 | no |
| FMC | 2024-12-02 | 54.67 | 0.1903 | 0.4433 | no |
| HII | 2024-12-02 | 191.17 | 0.2110 | 0.5204 | no |
| HUM | 2024-12-02 | 288.75 | 0.2687 | 0.4446 | no |
| IBM | 2024-12-02 | 217.34 | 0.2383 | 0.4905 | no |
| INTC | 2024-12-02 | 24.84 | 0.2874 | 0.5454 | no |
| IT | 2024-12-02 | 517.86 | 0.2892 | 0.4929 | no |
| ITW | 2024-12-02 | 266.40 | 0.2230 | 0.5125 | no |
| KHC | 2024-12-02 | 28.47 | 0.2068 | 0.4244 | no |
| LKQ | 2024-12-02 | 36.71 | 0.2273 | 0.4793 | no |
| LNT | 2024-12-02 | 59.80 | 0.1859 | 0.4302 | no |
| MCO | 2024-12-02 | 492.44 | 0.3871 | 0.4958 | no |
| MDT | 2024-12-02 | 81.41 | 0.2842 | 0.4429 | no |
| MMM | 2024-12-02 | 129.23 | 0.3762 | 0.5237 | no |
| MRNA | 2024-12-02 | 43.33 | 0.3819 | 0.4468 | no |
| MU | 2024-12-02 | 97.10 | 0.4274 | 0.5623 | no |
| NVR | 2024-12-02 | 9229.61 | 0.2446 | — | no |
| NXPI | 2024-12-02 | 220.87 | 0.2098 | 0.5328 | no |
| ORLY | 2024-12-02 | 82.88 | 0.2269 | 0.4702 | no |
| PAYC | 2024-12-02 | 228.51 | 0.3556 | 0.4166 | no |
| PGR | 2024-12-02 | 246.99 | 0.3860 | 0.4659 | no |
| QCOM | 2024-12-02 | 151.73 | 0.2610 | 0.5439 | no |
| RCL | 2024-12-02 | 239.21 | 0.2527 | 0.4552 | no |
| RL | 2024-12-02 | 226.52 | 0.2320 | 0.4378 | no |
| ROP | 2024-12-02 | 558.99 | 0.3013 | 0.4787 | no |
| SBUX | 2024-12-02 | 97.59 | 0.2364 | 0.4226 | no |
| SMCI | 2024-12-02 | 37.78 | 0.8577 | 0.4861 | no |
| SPGI | 2024-12-02 | 487.25 | 0.4394 | 0.5035 | no |
| TER | 2024-12-02 | 109.43 | 0.2117 | 0.5578 | no |
| TRMB | 2024-12-02 | 72.91 | 0.2756 | 0.5214 | no |
| TROW | 2024-12-02 | 112.16 | 0.2665 | 0.5017 | no |
| TRV | 2024-12-02 | 258.91 | 0.1905 | 0.4801 | no |
| TSN | 2024-12-02 | 60.46 | 0.2394 | 0.4122 | no |
| VRSK | 2024-12-02 | 290.46 | 0.3071 | 0.4989 | no |
| VRSN | 2024-12-02 | 183.67 | 0.4168 | 0.4801 | no |
| WFC | 2024-12-02 | 74.09 | 0.2417 | 0.4271 | no |