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 | -4.32% | 0.62% | 2025-02-19 | -6.84% |
| buy & hold | participation factor overlay | 6 months | complete | -3.51% | 0.62% | 2025-02-19 | -18.05% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -7.29% | 0.00% | 2024-12-09 | -8.44% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -5.97% | 0.00% | 2024-12-09 | -20.37% |
| weekly rebalance | participation factor overlay | 3 months | complete | -9.01% | 0.00% | 2024-12-09 | -9.24% |
| weekly rebalance | participation factor overlay | 6 months | complete | -0.59% | 0.05% | 2025-05-16 | -22.50% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -7.72% | 0.00% | 2024-12-09 | -8.25% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -0.33% | 0.74% | 2025-05-16 | -21.34% |
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 | 2024-12-09 | 240.09 | 0.1893 | 0.4986 | no |
| ADI | 2024-12-09 | 210.58 | 0.3034 | 0.5340 | no |
| AFL | 2024-12-09 | 102.97 | 0.1919 | 0.4756 | no |
| AMAT | 2024-12-09 | 169.66 | 0.3023 | 0.5683 | no |
| AMT | 2024-12-09 | 194.11 | 0.2691 | 0.4514 | no |
| AWK | 2024-12-09 | 126.19 | 0.2571 | 0.4736 | no |
| BLK | 2024-12-09 | 1012.25 | 0.3705 | 0.4884 | no |
| BR | 2024-12-09 | 225.86 | 0.4420 | 0.4279 | no |
| CTAS | 2024-12-09 | 216.71 | 0.2771 | 0.4798 | no |
| CZR | 2024-12-09 | 38.00 | 0.2732 | 0.4396 | no |
| EL | 2024-12-09 | 79.36 | 0.4137 | 0.4239 | no |
| EOG | 2024-12-09 | 121.93 | 0.3242 | 0.4977 | no |
| EQT | 2024-12-09 | 43.09 | 0.2864 | 0.4730 | no |
| ETN | 2024-12-09 | 363.67 | 0.2439 | 0.5190 | no |
| ETR | 2024-12-09 | 72.42 | 0.1930 | 0.4579 | no |
| FDS | 2024-12-09 | 466.69 | 0.3221 | 0.5058 | no |
| FICO | 2024-12-09 | 2353.82 | 0.3043 | 0.4948 | no |
| FMC | 2024-12-09 | 53.27 | 0.5428 | 0.4435 | no |
| FTV | 2024-12-09 | 58.72 | 0.2984 | 0.5105 | no |
| GOOG | 2024-12-09 | 174.69 | 0.3059 | — | no |
| GOOGL | 2024-12-09 | 172.94 | 0.2465 | 0.4986 | no |
| GS | 2024-12-09 | 578.54 | 0.2499 | 0.4558 | no |
| HUM | 2024-12-09 | 275.40 | 0.2856 | 0.4446 | no |
| ISRG | 2024-12-09 | 552.31 | 0.2371 | 0.4420 | no |
| ITW | 2024-12-09 | 262.41 | 0.2470 | 0.5125 | no |
| KLAC | 2024-12-09 | 65.10 | 0.2861 | 0.5397 | no |
| LRCX | 2024-12-09 | 75.40 | 0.2681 | 0.5416 | no |
| LYB | 2024-12-09 | 68.23 | 0.2343 | 0.4559 | no |
| MAR | 2024-12-09 | 287.95 | 0.2091 | 0.4180 | no |
| MAS | 2024-12-09 | 78.56 | 0.3412 | 0.4768 | no |
| MDLZ | 2024-12-09 | 59.37 | 0.2290 | 0.4228 | no |
| MKC | 2024-12-09 | 74.93 | 0.2186 | 0.4131 | no |
| MMM | 2024-12-09 | 128.82 | 0.2599 | 0.5237 | no |
| MO | 2024-12-09 | 50.10 | 0.2864 | 0.4130 | no |
| MRNA | 2024-12-09 | 44.77 | 0.4914 | 0.4468 | no |
| PHM | 2024-12-09 | 125.72 | 0.2376 | 0.5320 | no |
| PNW | 2024-12-09 | 85.15 | 0.2351 | 0.4573 | no |
| QCOM | 2024-12-09 | 151.66 | 0.3061 | 0.5439 | no |
| RCL | 2024-12-09 | 249.95 | 0.2372 | 0.4550 | no |
| ROP | 2024-12-09 | 542.59 | 0.3259 | 0.4787 | no |
| SMCI | 2024-12-09 | 47.93 | 0.2860 | 0.4861 | no |
| SWK | 2024-12-09 | 78.41 | 0.2173 | 0.5279 | no |
| TRMB | 2024-12-09 | 74.98 | 0.2318 | 0.5214 | no |
| TROW | 2024-12-09 | 112.21 | 0.2882 | 0.5017 | no |
| TXT | 2024-12-09 | 82.44 | 0.2929 | 0.5166 | no |
| UAL | 2024-12-09 | 100.24 | 0.2400 | 0.4975 | no |
| VRSN | 2024-12-09 | 190.86 | 0.2118 | 0.4801 | no |
| VST | 2024-12-09 | 158.60 | 0.3975 | 0.4189 | no |
| WFC | 2024-12-09 | 71.55 | 0.4010 | 0.4271 | no |
| XOM | 2024-12-09 | 108.41 | 0.2625 | 0.4141 | no |