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 | -1.50% | 4.46% | 2025-02-19 | -7.91% |
| buy & hold | participation factor overlay | 6 months | complete | 3.55% | 4.46% | 2025-02-19 | -17.35% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -2.27% | 3.20% | 2025-02-19 | -7.45% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 0.91% | 3.20% | 2025-02-19 | -16.44% |
| weekly rebalance | participation factor overlay | 3 months | complete | -1.72% | 6.53% | 2025-01-23 | -10.73% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.68% | 12.16% | 2025-06-16 | -20.02% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.21% | 6.84% | 2025-01-23 | -9.66% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 12.76% | 13.32% | 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 |
|---|---|---|---|---|---|
| ABT | 2024-12-23 | 109.84 | 0.1300 | 0.4357 | no |
| ADBE | 2024-12-23 | 447.00 | 0.1326 | 0.4789 | no |
| AEE | 2024-12-23 | 84.65 | 0.1633 | 0.4820 | no |
| AMAT | 2024-12-23 | 162.56 | 0.2288 | 0.5689 | no |
| AMD | 2024-12-23 | 120.71 | 0.2052 | 0.5424 | no |
| APTV | 2024-12-23 | 58.48 | 0.2272 | 0.4264 | no |
| BDX | 2024-12-23 | 170.85 | 0.1864 | 0.4442 | no |
| BLK | 2024-12-23 | 989.04 | 0.1804 | 0.4916 | no |
| CARR | 2024-12-23 | 67.00 | 0.1477 | 0.5085 | no |
| CCL | 2024-12-23 | 26.10 | 0.1438 | 0.4145 | no |
| CHRW | 2024-12-23 | 100.77 | 0.1948 | 0.4704 | no |
| CINF | 2024-12-23 | 139.01 | 0.1481 | 0.4763 | no |
| COO | 2024-12-23 | 92.72 | 0.1882 | 0.4111 | no |
| D | 2024-12-23 | 49.58 | 0.1650 | 0.4569 | no |
| DELL | 2024-12-23 | 113.40 | 0.2767 | 0.5024 | no |
| DLTR | 2024-12-23 | 72.73 | 0.3116 | 0.5195 | no |
| DOV | 2024-12-23 | 184.90 | 0.1496 | 0.5170 | no |
| ED | 2024-12-23 | 84.80 | 0.1421 | — | no |
| F | 2024-12-23 | 8.88 | 0.1360 | 0.4190 | no |
| FCX | 2024-12-23 | 38.06 | 0.2039 | 0.4577 | no |
| FDX | 2024-12-23 | 213.95 | 0.1295 | 0.4776 | no |
| GEV | 2024-12-23 | 343.06 | 0.2508 | 0.4945 | no |
| GOOG | 2024-12-23 | 192.90 | 0.4080 | — | no |
| GOOGL | 2024-12-23 | 191.50 | 0.3115 | 0.4986 | no |
| HLT | 2024-12-23 | 246.84 | 0.2502 | 0.4121 | no |
| KR | 2024-12-23 | 59.30 | 0.1693 | 0.5102 | no |
| LRCX | 2024-12-23 | 71.56 | 0.2112 | 0.5416 | no |
| MAA | 2024-12-23 | 141.72 | 0.2104 | 0.4229 | no |
| MCHP | 2024-12-23 | 53.31 | 0.2254 | 0.5468 | no |
| MDLZ | 2024-12-23 | 56.14 | 0.1609 | 0.4226 | no |
| MKC | 2024-12-23 | 74.47 | 0.3365 | 0.4122 | no |
| MMM | 2024-12-23 | 124.37 | 0.3737 | 0.5237 | no |
| MOS | 2024-12-23 | 22.80 | 0.1386 | 0.4185 | no |
| MRNA | 2024-12-23 | 39.19 | 0.3375 | 0.4463 | no |
| NCLH | 2024-12-23 | 26.61 | 0.1539 | 0.4524 | no |
| NVDA | 2024-12-23 | 135.92 | 0.3263 | 0.5611 | no |
| PGR | 2024-12-23 | 220.65 | 0.1728 | 0.4635 | no |
| PHM | 2024-12-23 | 108.38 | 0.1262 | 0.5313 | no |
| QCOM | 2024-12-23 | 149.91 | 0.2143 | 0.5439 | no |
| REGN | 2024-12-23 | 701.76 | 0.2153 | 0.4464 | no |
| RL | 2024-12-23 | 224.19 | 0.3871 | 0.4362 | no |
| SBAC | 2024-12-23 | 194.64 | 0.1557 | 0.4455 | no |
| SHW | 2024-12-23 | 338.89 | 0.2219 | 0.4483 | no |
| SO | 2024-12-23 | 78.24 | 0.1431 | 0.4383 | no |
| SYY | 2024-12-23 | 72.95 | 0.1304 | 0.4856 | no |
| TRGP | 2024-12-23 | 170.00 | 0.3184 | 0.4524 | no |
| UAL | 2024-12-23 | 97.50 | 0.3111 | 0.5069 | no |
| UBER | 2024-12-23 | 60.88 | 0.1295 | 0.5074 | no |
| URI | 2024-12-23 | 711.78 | 0.1571 | 0.4612 | no |
| WTW | 2024-12-23 | 308.80 | 0.4183 | 0.4453 | no |