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 | -3.04% | 1.72% | 2025-01-30 | -5.96% |
| buy & hold | participation factor overlay | 6 months | complete | -0.89% | 1.72% | 2025-01-30 | -18.78% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -4.96% | 0.31% | 2025-01-30 | -6.53% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -4.30% | 0.31% | 2025-01-30 | -18.86% |
| weekly rebalance | participation factor overlay | 3 months | complete | -6.16% | 0.89% | 2025-01-23 | -7.59% |
| weekly rebalance | participation factor overlay | 6 months | complete | 5.30% | 5.77% | 2025-06-06 | -20.02% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -4.81% | 1.00% | 2025-01-23 | -6.66% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 5.66% | 6.00% | 2025-06-06 | -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 |
|---|---|---|---|---|---|
| ADI | 2024-12-09 | 210.58 | 0.2378 | 0.5340 | no |
| AMAT | 2024-12-09 | 169.66 | 0.2804 | 0.5683 | no |
| AMT | 2024-12-09 | 194.11 | 0.2440 | 0.4514 | no |
| BLK | 2024-12-09 | 1012.25 | 0.3009 | 0.4884 | no |
| C | 2024-12-09 | 69.30 | 0.3221 | 0.4780 | no |
| CTAS | 2024-12-09 | 216.71 | 0.2288 | 0.4798 | no |
| CZR | 2024-12-09 | 38.00 | 0.3736 | 0.4396 | no |
| DE | 2024-12-09 | 434.92 | 0.3786 | 0.4622 | no |
| DXCM | 2024-12-09 | 78.09 | 0.2284 | 0.4378 | no |
| EL | 2024-12-09 | 79.36 | 0.4666 | 0.4239 | no |
| EQT | 2024-12-09 | 43.09 | 0.2658 | 0.4730 | no |
| ES | 2024-12-09 | 55.31 | 0.2370 | 0.4487 | no |
| ETN | 2024-12-09 | 363.67 | 0.3406 | 0.5190 | no |
| ETR | 2024-12-09 | 72.42 | 0.2434 | 0.4579 | no |
| FCX | 2024-12-09 | 42.79 | 0.2712 | 0.4655 | no |
| FFIV | 2024-12-09 | 256.90 | 0.3364 | 0.5045 | no |
| FMC | 2024-12-09 | 53.27 | 0.5206 | 0.4435 | no |
| FTV | 2024-12-09 | 58.72 | 0.2394 | 0.5105 | no |
| GD | 2024-12-09 | 262.43 | 0.3235 | 0.5248 | no |
| GOOG | 2024-12-09 | 174.69 | 0.3295 | — | no |
| GOOGL | 2024-12-09 | 172.94 | 0.2288 | 0.4986 | no |
| IBM | 2024-12-09 | 227.37 | 0.2420 | 0.4905 | no |
| ISRG | 2024-12-09 | 552.31 | 0.2575 | 0.4420 | no |
| ITW | 2024-12-09 | 262.41 | 0.2817 | 0.5125 | no |
| JCI | 2024-12-09 | 82.45 | 0.2312 | 0.5124 | no |
| KLAC | 2024-12-09 | 65.10 | 0.2424 | 0.5397 | no |
| LOW | 2024-12-09 | 264.51 | 0.2664 | 0.5051 | no |
| LVS | 2024-12-09 | 53.40 | 0.2451 | 0.4424 | no |
| LYB | 2024-12-09 | 68.23 | 0.3369 | 0.4559 | no |
| MAS | 2024-12-09 | 78.56 | 0.2630 | 0.4768 | no |
| MCHP | 2024-12-09 | 56.71 | 0.2772 | 0.5468 | no |
| MDT | 2024-12-09 | 79.49 | 0.2885 | 0.4429 | no |
| MKC | 2024-12-09 | 74.93 | 0.2642 | 0.4131 | no |
| MO | 2024-12-09 | 50.10 | 0.3086 | 0.4130 | no |
| MRK | 2024-12-09 | 96.36 | 0.2427 | 0.4366 | no |
| MRNA | 2024-12-09 | 44.77 | 0.6156 | 0.4468 | no |
| ORLY | 2024-12-09 | 83.91 | 0.2736 | 0.4702 | no |
| PHM | 2024-12-09 | 125.72 | 0.2282 | 0.5320 | no |
| PODD | 2024-12-09 | 266.09 | 0.3184 | 0.4296 | no |
| PRU | 2024-12-09 | 115.96 | 0.2609 | 0.4614 | no |
| QCOM | 2024-12-09 | 151.66 | 0.3701 | 0.5439 | no |
| ROP | 2024-12-09 | 542.59 | 0.2707 | 0.4787 | no |
| SWK | 2024-12-09 | 78.41 | 0.2375 | 0.5279 | no |
| TRMB | 2024-12-09 | 74.98 | 0.2594 | 0.5214 | no |
| TSCO | 2024-12-09 | 54.49 | 0.3337 | 0.5194 | no |
| UAL | 2024-12-09 | 100.24 | 0.4072 | 0.4975 | no |
| VRSN | 2024-12-09 | 190.86 | 0.2451 | 0.4801 | no |
| VST | 2024-12-09 | 158.60 | 0.4138 | 0.4189 | no |
| WFC | 2024-12-09 | 71.55 | 0.2618 | 0.4271 | no |
| WTW | 2024-12-09 | 314.87 | 0.2783 | 0.4503 | no |