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 | -3.88% | 1.24% | 2025-01-30 | -6.41% |
| buy & hold | participation factor overlay | 6 months | complete | -2.95% | 1.24% | 2025-01-30 | -18.20% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -6.40% | 0.60% | 2025-01-30 | -8.20% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -6.55% | 0.60% | 2025-01-30 | -20.34% |
| weekly rebalance | participation factor overlay | 3 months | complete | -5.73% | 0.94% | 2025-01-23 | -7.49% |
| weekly rebalance | participation factor overlay | 6 months | complete | 2.58% | 3.57% | 2025-05-16 | -20.38% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -3.44% | 0.68% | 2025-01-23 | -6.50% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 4.47% | 5.18% | 2025-05-16 | -17.98% |
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 |
|---|---|---|---|---|---|
| AEE | 2024-12-09 | 86.65 | 0.3056 | 0.4820 | no |
| AIZ | 2024-12-09 | 217.20 | 0.2317 | 0.4249 | no |
| AMAT | 2024-12-09 | 169.66 | 0.2181 | 0.5683 | no |
| AME | 2024-12-09 | 189.26 | 0.2259 | 0.5129 | no |
| AMT | 2024-12-09 | 194.11 | 0.3201 | 0.4514 | no |
| APTV | 2024-12-09 | 57.10 | 0.2846 | 0.4265 | no |
| AWK | 2024-12-09 | 126.19 | 0.2685 | 0.4736 | no |
| BLK | 2024-12-09 | 1012.25 | 0.3285 | 0.4884 | no |
| CTAS | 2024-12-09 | 216.71 | 0.3135 | 0.4798 | no |
| CZR | 2024-12-09 | 38.00 | 0.4513 | 0.4396 | no |
| DAL | 2024-12-09 | 63.21 | 0.3449 | 0.4753 | no |
| DHI | 2024-12-09 | 156.67 | 0.2098 | 0.4827 | no |
| EL | 2024-12-09 | 79.36 | 0.4688 | 0.4239 | no |
| EQT | 2024-12-09 | 43.09 | 0.4141 | 0.4730 | no |
| ETN | 2024-12-09 | 363.67 | 0.3037 | 0.5190 | no |
| FDS | 2024-12-09 | 466.69 | 0.2742 | 0.5058 | no |
| FFIV | 2024-12-09 | 256.90 | 0.2648 | 0.5045 | no |
| FMC | 2024-12-09 | 53.27 | 0.6332 | 0.4435 | no |
| GOOG | 2024-12-09 | 174.69 | 0.3128 | — | no |
| GPC | 2024-12-09 | 117.04 | 0.2559 | 0.5045 | no |
| GS | 2024-12-09 | 578.54 | 0.3046 | 0.4558 | no |
| HUM | 2024-12-09 | 275.40 | 0.2813 | 0.4446 | no |
| HWM | 2024-12-09 | 117.27 | 0.3216 | 0.5064 | no |
| IFF | 2024-12-09 | 86.02 | 0.3776 | 0.4401 | no |
| ISRG | 2024-12-09 | 552.31 | 0.3850 | 0.4420 | no |
| KHC | 2024-12-09 | 27.68 | 0.2076 | 0.4226 | no |
| LKQ | 2024-12-09 | 36.57 | 0.2175 | 0.4793 | no |
| MAS | 2024-12-09 | 78.56 | 0.3603 | 0.4768 | no |
| MKC | 2024-12-09 | 74.93 | 0.3591 | 0.4131 | no |
| MO | 2024-12-09 | 50.10 | 0.4981 | 0.4130 | no |
| MRK | 2024-12-09 | 96.36 | 0.2617 | 0.4366 | no |
| MRNA | 2024-12-09 | 44.77 | 0.4021 | 0.4468 | no |
| NXPI | 2024-12-09 | 211.16 | 0.2065 | 0.5328 | no |
| PFE | 2024-12-09 | 22.84 | 0.2506 | 0.5119 | no |
| PGR | 2024-12-09 | 232.00 | 0.2300 | 0.4659 | no |
| PHM | 2024-12-09 | 125.72 | 0.2902 | 0.5320 | no |
| QCOM | 2024-12-09 | 151.66 | 0.2132 | 0.5439 | no |
| RCL | 2024-12-09 | 249.95 | 0.3439 | 0.4550 | no |
| RJF | 2024-12-09 | 159.58 | 0.3202 | 0.4817 | no |
| SWK | 2024-12-09 | 78.41 | 0.2399 | 0.5279 | no |
| TRMB | 2024-12-09 | 74.98 | 0.3638 | 0.5214 | no |
| TROW | 2024-12-09 | 112.21 | 0.2615 | 0.5017 | no |
| TXT | 2024-12-09 | 82.44 | 0.2487 | 0.5166 | no |
| TYL | 2024-12-09 | 623.76 | 0.2152 | 0.4378 | no |
| UAL | 2024-12-09 | 100.24 | 0.4005 | 0.4975 | no |
| UBER | 2024-12-09 | 65.50 | 0.2394 | 0.5074 | no |
| VRSN | 2024-12-09 | 190.86 | 0.2903 | 0.4801 | no |
| VST | 2024-12-09 | 158.60 | 0.4179 | 0.4189 | no |
| WFC | 2024-12-09 | 71.55 | 0.2928 | 0.4271 | no |
| WTW | 2024-12-09 | 314.87 | 0.2675 | 0.4503 | no |