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 | -3.90% | 2.06% | 2025-02-19 | -6.70% |
| buy & hold | participation factor overlay | 6 months | complete | -0.71% | 2.06% | 2025-02-19 | -20.34% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -6.40% | 0.00% | 2024-12-09 | -7.63% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -5.12% | 0.00% | 2024-12-09 | -21.27% |
| weekly rebalance | participation factor overlay | 3 months | complete | -8.30% | 0.00% | 2024-12-09 | -9.21% |
| weekly rebalance | participation factor overlay | 6 months | complete | 0.45% | 1.63% | 2025-05-16 | -20.74% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -6.79% | 0.00% | 2024-12-09 | -8.26% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 2.14% | 3.86% | 2025-05-16 | -18.83% |
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 |
|---|---|---|---|---|---|
| ABT | 2024-12-09 | 111.45 | 0.2540 | 0.4360 | no |
| ADI | 2024-12-09 | 210.58 | 0.3538 | 0.5340 | no |
| ADM | 2024-12-09 | 48.89 | 0.2376 | 0.4162 | no |
| AIZ | 2024-12-09 | 217.20 | 0.2644 | 0.4249 | no |
| AME | 2024-12-09 | 189.26 | 0.2592 | 0.5129 | no |
| APTV | 2024-12-09 | 57.10 | 0.2516 | 0.4265 | no |
| BLK | 2024-12-09 | 1012.25 | 0.3937 | 0.4884 | no |
| BR | 2024-12-09 | 225.86 | 0.2271 | 0.4279 | no |
| CTAS | 2024-12-09 | 216.71 | 0.3414 | 0.4798 | no |
| CTVA | 2024-12-09 | 58.81 | 0.2589 | 0.4261 | no |
| CZR | 2024-12-09 | 38.00 | 0.3790 | 0.4396 | no |
| DAL | 2024-12-09 | 63.21 | 0.3143 | 0.4753 | no |
| DE | 2024-12-09 | 434.92 | 0.3518 | 0.4622 | no |
| ECL | 2024-12-09 | 244.38 | 0.2629 | 0.4412 | no |
| EL | 2024-12-09 | 79.36 | 0.5690 | 0.4239 | no |
| EQT | 2024-12-09 | 43.09 | 0.2380 | 0.4730 | no |
| FDS | 2024-12-09 | 466.69 | 0.4090 | 0.5058 | no |
| FFIV | 2024-12-09 | 256.90 | 0.2849 | 0.5045 | no |
| FMC | 2024-12-09 | 53.27 | 0.7163 | 0.4435 | no |
| GOOG | 2024-12-09 | 174.69 | 0.4690 | — | no |
| GOOGL | 2024-12-09 | 172.94 | 0.3420 | 0.4986 | no |
| HPQ | 2024-12-09 | 33.17 | 0.2759 | 0.5080 | no |
| HUBB | 2024-12-09 | 451.08 | 0.2405 | 0.5278 | no |
| HWM | 2024-12-09 | 117.27 | 0.2304 | 0.5064 | no |
| INTU | 2024-12-09 | 633.44 | 0.2730 | 0.4692 | no |
| ISRG | 2024-12-09 | 552.31 | 0.2618 | 0.4420 | no |
| ITW | 2024-12-09 | 262.41 | 0.2371 | 0.5125 | no |
| LKQ | 2024-12-09 | 36.57 | 0.2660 | 0.4793 | no |
| LRCX | 2024-12-09 | 75.40 | 0.2378 | 0.5416 | no |
| LYB | 2024-12-09 | 68.23 | 0.2344 | 0.4559 | no |
| MAS | 2024-12-09 | 78.56 | 0.4043 | 0.4768 | no |
| MCHP | 2024-12-09 | 56.71 | 0.2381 | 0.5468 | no |
| MDLZ | 2024-12-09 | 59.37 | 0.2490 | 0.4228 | no |
| MMM | 2024-12-09 | 128.82 | 0.2588 | 0.5237 | no |
| MO | 2024-12-09 | 50.10 | 0.3302 | 0.4130 | no |
| MRNA | 2024-12-09 | 44.77 | 0.6361 | 0.4468 | no |
| PHM | 2024-12-09 | 125.72 | 0.3590 | 0.5320 | no |
| PODD | 2024-12-09 | 266.09 | 0.2319 | 0.4296 | no |
| QCOM | 2024-12-09 | 151.66 | 0.3332 | 0.5439 | no |
| RCL | 2024-12-09 | 249.95 | 0.2754 | 0.4550 | no |
| SMCI | 2024-12-09 | 47.93 | 0.2808 | 0.4861 | no |
| TER | 2024-12-09 | 118.45 | 0.2323 | 0.5578 | no |
| TRMB | 2024-12-09 | 74.98 | 0.3162 | 0.5214 | no |
| TROW | 2024-12-09 | 112.21 | 0.3499 | 0.5017 | no |
| UAL | 2024-12-09 | 100.24 | 0.2898 | 0.4975 | no |
| UBER | 2024-12-09 | 65.50 | 0.3395 | 0.5074 | no |
| VST | 2024-12-09 | 158.60 | 0.4671 | 0.4189 | no |
| WFC | 2024-12-09 | 71.55 | 0.3063 | 0.4271 | no |
| WMB | 2024-12-09 | 53.37 | 0.2755 | 0.4754 | no |
| XOM | 2024-12-09 | 108.41 | 0.2443 | 0.4141 | no |