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 | -6.11% | 3.01% | 2025-01-30 | -10.92% |
| buy & hold | participation factor overlay | 6 months | complete | -1.39% | 3.01% | 2025-01-30 | -19.57% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -7.78% | 1.88% | 2025-01-30 | -11.47% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -2.68% | 1.88% | 2025-01-30 | -19.56% |
| weekly rebalance | participation factor overlay | 3 months | complete | -5.73% | 2.81% | 2025-01-23 | -10.73% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.24% | 8.24% | 2025-06-16 | -20.02% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -4.75% | 2.79% | 2025-01-23 | -9.66% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.02% | 9.02% | 2025-06-16 | -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 |
|---|---|---|---|---|---|
| ADP | 2024-12-16 | 285.15 | 0.2157 | 0.4414 | no |
| AMT | 2024-12-16 | 184.55 | 0.5168 | 0.4514 | no |
| BF.B | 2024-12-16 | 41.96 | 0.3323 | — | no |
| BLDR | 2024-12-16 | 166.43 | 0.3033 | 0.4935 | no |
| COO | 2024-12-16 | 94.76 | 0.1969 | 0.4114 | no |
| COST | 2024-12-16 | 979.59 | 0.2298 | 0.5234 | no |
| CTVA | 2024-12-16 | 58.35 | 0.2379 | 0.4261 | no |
| CZR | 2024-12-16 | 36.79 | 0.3772 | 0.4396 | no |
| DAL | 2024-12-16 | 60.22 | 0.2991 | 0.4753 | no |
| DXCM | 2024-12-16 | 76.87 | 0.2400 | 0.4378 | no |
| EL | 2024-12-16 | 76.30 | 0.9358 | 0.4224 | no |
| EQT | 2024-12-16 | 44.66 | 0.2832 | 0.4730 | no |
| EXC | 2024-12-16 | 34.64 | 0.2885 | 0.4773 | no |
| EXPE | 2024-12-16 | 178.90 | 0.2323 | 0.4656 | no |
| EXR | 2024-12-16 | 144.82 | 0.3747 | 0.4261 | no |
| FE | 2024-12-16 | 37.56 | 0.2121 | 0.4487 | no |
| FICO | 2024-12-16 | 2163.53 | 0.2822 | 0.4948 | no |
| FMC | 2024-12-16 | 49.38 | 0.4160 | 0.4435 | no |
| GILD | 2024-12-16 | 87.88 | 0.1909 | 0.4391 | no |
| GOOG | 2024-12-16 | 193.23 | 0.2354 | — | no |
| HON | 2024-12-16 | 221.87 | 0.2115 | 0.5121 | no |
| HSIC | 2024-12-16 | 76.49 | 0.2518 | 0.4344 | no |
| HUBB | 2024-12-16 | 442.11 | 0.2129 | 0.5277 | no |
| ITW | 2024-12-16 | 260.65 | 0.2318 | 0.5125 | no |
| KDP | 2024-12-16 | 31.77 | 0.2369 | 0.4111 | no |
| KLAC | 2024-12-16 | 64.18 | 0.2206 | 0.5397 | no |
| LRCX | 2024-12-16 | 75.43 | 0.2045 | 0.5416 | no |
| MAR | 2024-12-16 | 283.12 | 0.2108 | 0.4188 | no |
| MCHP | 2024-12-16 | 55.23 | 0.4695 | 0.5468 | no |
| META | 2024-12-16 | 626.88 | 0.2967 | 0.4988 | no |
| MKTX | 2024-12-16 | 228.27 | 0.2261 | 0.5277 | no |
| MMM | 2024-12-16 | 125.72 | 0.4050 | 0.5237 | no |
| MRNA | 2024-12-16 | 42.16 | 0.3150 | 0.4468 | no |
| NCLH | 2024-12-16 | 26.94 | 0.4022 | 0.4510 | no |
| NDSN | 2024-12-16 | 221.55 | 0.2572 | 0.4740 | no |
| NRG | 2024-12-16 | 92.92 | 0.2220 | 0.4957 | no |
| OXY | 2024-12-16 | 45.64 | 0.2764 | 0.4410 | no |
| PCAR | 2024-12-16 | 106.46 | 0.2677 | 0.4944 | no |
| PHM | 2024-12-16 | 116.35 | 0.3911 | 0.5320 | no |
| QCOM | 2024-12-16 | 152.32 | 0.2671 | 0.5439 | no |
| ROP | 2024-12-16 | 535.89 | 0.2322 | 0.4787 | no |
| SPG | 2024-12-16 | 165.14 | 0.1925 | 0.4180 | no |
| TDY | 2024-12-16 | 474.62 | 0.2987 | 0.4126 | no |
| TRGP | 2024-12-16 | 177.92 | 0.2036 | 0.4516 | no |
| TXT | 2024-12-16 | 81.00 | 0.2257 | 0.5168 | no |
| UAL | 2024-12-16 | 94.53 | 0.7472 | 0.5072 | no |
| VST | 2024-12-16 | 143.29 | 0.7083 | 0.4189 | no |
| WMB | 2024-12-16 | 51.45 | 0.3603 | 0.4754 | no |
| WMT | 2024-12-16 | 92.93 | 0.3332 | 0.5294 | no |
| WTW | 2024-12-16 | 306.54 | 0.2814 | 0.4503 | no |