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 | -3.47% | 2.64% | 2025-02-19 | -7.89% |
| buy & hold | participation factor overlay | 6 months | complete | 1.91% | 2.64% | 2025-02-19 | -16.81% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -5.48% | 0.57% | 2025-02-19 | -7.92% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -0.19% | 0.57% | 2025-02-19 | -16.96% |
| weekly rebalance | participation factor overlay | 3 months | complete | -7.63% | 0.97% | 2025-01-21 | -10.80% |
| weekly rebalance | participation factor overlay | 6 months | complete | 3.51% | 3.99% | 2025-05-16 | -19.68% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -5.74% | 0.97% | 2025-01-21 | -9.00% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 6.00% | 6.73% | 2025-05-16 | -17.39% |
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 | 2024-12-16 | 108.59 | 0.2431 | 0.4360 | no |
| AMD | 2024-12-16 | 126.01 | 0.2461 | 0.5424 | no |
| AMT | 2024-12-16 | 184.55 | 0.3673 | 0.4514 | no |
| AWK | 2024-12-16 | 123.80 | 0.2540 | 0.4736 | no |
| BAX | 2024-12-16 | 29.45 | 0.3140 | 0.4543 | no |
| BF.B | 2024-12-16 | 41.96 | 0.2870 | — | no |
| BG | 2024-12-16 | 78.02 | 0.2269 | 0.4120 | no |
| BLDR | 2024-12-16 | 166.43 | 0.2292 | 0.4935 | no |
| BLK | 2024-12-16 | 1021.33 | 0.2292 | 0.4886 | no |
| CSCO | 2024-12-16 | 56.18 | 0.2189 | 0.5283 | no |
| CZR | 2024-12-16 | 36.79 | 0.3460 | 0.4396 | no |
| DD | 2024-12-16 | 97.70 | 0.2297 | 0.4594 | no |
| DELL | 2024-12-16 | 115.68 | 0.2366 | 0.5024 | no |
| DG | 2024-12-16 | 73.40 | 0.2809 | 0.5373 | no |
| EL | 2024-12-16 | 76.30 | 0.8238 | 0.4224 | no |
| EQT | 2024-12-16 | 44.66 | 0.3807 | 0.4730 | no |
| EXC | 2024-12-16 | 34.64 | 0.3194 | 0.4773 | no |
| EXR | 2024-12-16 | 144.82 | 0.3902 | 0.4261 | no |
| FICO | 2024-12-16 | 2163.53 | 0.2960 | 0.4948 | no |
| FMC | 2024-12-16 | 49.38 | 0.4394 | 0.4435 | no |
| HSIC | 2024-12-16 | 76.49 | 0.4134 | 0.4344 | no |
| INTU | 2024-12-16 | 646.40 | 0.2310 | 0.4692 | no |
| ISRG | 2024-12-16 | 539.98 | 0.3012 | 0.4408 | no |
| ITW | 2024-12-16 | 260.65 | 0.2088 | 0.5125 | no |
| KLAC | 2024-12-16 | 64.18 | 0.2067 | 0.5397 | no |
| KR | 2024-12-16 | 59.77 | 0.3064 | 0.5102 | no |
| LEN | 2024-12-16 | 144.66 | 0.2234 | 0.5149 | no |
| LUV | 2024-12-16 | 31.70 | 0.2252 | 0.4789 | no |
| LYB | 2024-12-16 | 66.08 | 0.2218 | 0.4559 | no |
| MCHP | 2024-12-16 | 55.23 | 0.2871 | 0.5468 | no |
| META | 2024-12-16 | 626.88 | 0.3382 | 0.4988 | no |
| MKTX | 2024-12-16 | 228.27 | 0.2721 | 0.5277 | no |
| MMM | 2024-12-16 | 125.72 | 0.3070 | 0.5237 | no |
| MO | 2024-12-16 | 48.10 | 0.2606 | 0.4130 | no |
| NRG | 2024-12-16 | 92.92 | 0.2243 | 0.4957 | no |
| ORLY | 2024-12-16 | 84.53 | 0.1963 | 0.4702 | no |
| OXY | 2024-12-16 | 45.64 | 0.4113 | 0.4410 | no |
| PCAR | 2024-12-16 | 106.46 | 0.3075 | 0.4944 | no |
| PHM | 2024-12-16 | 116.35 | 0.3429 | 0.5320 | no |
| QCOM | 2024-12-16 | 152.32 | 0.2640 | 0.5439 | no |
| ROP | 2024-12-16 | 535.89 | 0.2389 | 0.4787 | no |
| SMCI | 2024-12-16 | 31.51 | 0.2429 | 0.4861 | no |
| SPG | 2024-12-16 | 165.14 | 0.2087 | 0.4180 | no |
| TRGP | 2024-12-16 | 177.92 | 0.2735 | 0.4516 | no |
| TROW | 2024-12-16 | 109.36 | 0.2351 | 0.5023 | no |
| UAL | 2024-12-16 | 94.53 | 0.7325 | 0.5072 | no |
| VST | 2024-12-16 | 143.29 | 0.4484 | 0.4189 | no |
| WMB | 2024-12-16 | 51.45 | 0.2580 | 0.4754 | no |
| WMT | 2024-12-16 | 92.93 | 0.2030 | 0.5294 | no |
| WTW | 2024-12-16 | 306.54 | 0.4219 | 0.4503 | no |