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 | -2.91% | 5.24% | 2025-01-30 | -10.07% |
| buy & hold | participation factor overlay | 6 months | complete | -0.15% | 5.24% | 2025-01-30 | -20.17% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -2.15% | 3.79% | 2025-02-19 | -8.07% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 0.79% | 3.79% | 2025-02-19 | -17.32% |
| weekly rebalance | participation factor overlay | 3 months | complete | -4.07% | 5.64% | 2025-01-23 | -11.85% |
| weekly rebalance | participation factor overlay | 6 months | complete | 6.52% | 6.85% | 2025-06-16 | -21.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -2.72% | 5.36% | 2025-01-23 | -10.49% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.06% | 7.40% | 2025-05-16 | -20.40% |
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 |
|---|---|---|---|---|---|
| ALB | 2024-12-23 | 86.49 | 0.1489 | 0.4382 | no |
| AMAT | 2024-12-23 | 162.56 | 0.2244 | 0.5689 | no |
| AMD | 2024-12-23 | 120.71 | 0.2132 | 0.5424 | no |
| AMT | 2024-12-23 | 171.53 | 0.1201 | 0.4378 | no |
| APTV | 2024-12-23 | 58.48 | 0.3295 | 0.4264 | no |
| BDX | 2024-12-23 | 170.85 | 0.1635 | 0.4442 | no |
| BIIB | 2024-12-23 | 146.00 | 0.2966 | 0.5100 | no |
| BLDR | 2024-12-23 | 149.14 | 0.1349 | 0.4932 | no |
| CCL | 2024-12-23 | 26.10 | 0.1872 | 0.4145 | no |
| CME | 2024-12-23 | 220.38 | 0.2136 | 0.5111 | no |
| CNP | 2024-12-23 | 31.15 | 0.1274 | 0.4594 | no |
| CZR | 2024-12-23 | 32.80 | 0.1102 | 0.4396 | no |
| DAL | 2024-12-23 | 59.41 | 0.1144 | 0.4866 | no |
| DELL | 2024-12-23 | 113.40 | 0.2280 | 0.5024 | no |
| DOV | 2024-12-23 | 184.90 | 0.1177 | 0.5170 | no |
| ED | 2024-12-23 | 84.80 | 0.2676 | — | no |
| FCX | 2024-12-23 | 38.06 | 0.2955 | 0.4577 | no |
| GEV | 2024-12-23 | 343.06 | 0.1270 | 0.4945 | no |
| GOOG | 2024-12-23 | 192.90 | 0.5666 | — | no |
| GOOGL | 2024-12-23 | 191.50 | 0.4172 | 0.4986 | no |
| HLT | 2024-12-23 | 246.84 | 0.1636 | 0.4121 | no |
| IT | 2024-12-23 | 488.89 | 0.1198 | 0.4901 | no |
| J | 2024-12-23 | 131.61 | 0.1201 | 0.5124 | no |
| LRCX | 2024-12-23 | 71.56 | 0.2605 | 0.5416 | no |
| MDLZ | 2024-12-23 | 56.14 | 0.1799 | 0.4226 | no |
| MKC | 2024-12-23 | 74.47 | 0.3406 | 0.4122 | no |
| MMM | 2024-12-23 | 124.37 | 0.2438 | 0.5237 | no |
| MRNA | 2024-12-23 | 39.19 | 0.3398 | 0.4463 | no |
| NCLH | 2024-12-23 | 26.61 | 0.1194 | 0.4524 | no |
| NVDA | 2024-12-23 | 135.92 | 0.5094 | 0.5611 | no |
| PFE | 2024-12-23 | 23.37 | 0.1193 | 0.5102 | no |
| PGR | 2024-12-23 | 220.65 | 0.2126 | 0.4635 | no |
| PHM | 2024-12-23 | 108.38 | 0.1193 | 0.5313 | no |
| QCOM | 2024-12-23 | 149.91 | 0.2951 | 0.5439 | no |
| REGN | 2024-12-23 | 701.76 | 0.1272 | 0.4464 | no |
| RL | 2024-12-23 | 224.19 | 0.2667 | 0.4362 | no |
| SBAC | 2024-12-23 | 194.64 | 0.1949 | 0.4455 | no |
| SHW | 2024-12-23 | 338.89 | 0.3162 | 0.4483 | no |
| SO | 2024-12-23 | 78.24 | 0.1795 | 0.4383 | no |
| SW | 2024-12-23 | 50.13 | 0.1660 | 0.4363 | no |
| TGT | 2024-12-23 | 121.92 | 0.2606 | 0.5374 | no |
| TRGP | 2024-12-23 | 170.00 | 0.1600 | 0.4524 | no |
| TXN | 2024-12-23 | 177.20 | 0.1694 | 0.5367 | no |
| UAL | 2024-12-23 | 97.50 | 0.1923 | 0.5069 | no |
| UBER | 2024-12-23 | 60.88 | 0.2902 | 0.5074 | no |
| URI | 2024-12-23 | 711.78 | 0.1905 | 0.4612 | no |
| WDC | 2024-12-23 | 45.14 | 0.1685 | 0.5310 | no |
| WMT | 2024-12-23 | 90.06 | 0.1802 | 0.5294 | no |
| WTW | 2024-12-23 | 308.80 | 0.3939 | 0.4453 | no |
| WY | 2024-12-23 | 26.02 | 0.1229 | 0.4735 | no |