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 | -1.76% | 5.86% | 2025-02-19 | -9.63% |
| buy & hold | participation factor overlay | 6 months | complete | 3.65% | 5.86% | 2025-02-19 | -19.70% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -0.99% | 5.43% | 2025-02-19 | -8.38% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 4.02% | 5.43% | 2025-02-19 | -18.46% |
| weekly rebalance | participation factor overlay | 3 months | complete | -1.55% | 6.69% | 2025-01-23 | -10.72% |
| weekly rebalance | participation factor overlay | 6 months | complete | 9.12% | 9.47% | 2025-05-16 | -20.38% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 0.95% | 6.45% | 2025-01-23 | -8.22% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.46% | 11.58% | 2025-06-10 | -17.98% |
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 |
|---|---|---|---|---|---|
| ABNB | 2024-12-23 | 134.81 | 0.1279 | 0.4465 | no |
| AMAT | 2024-12-23 | 162.56 | 0.2632 | 0.5689 | no |
| AMD | 2024-12-23 | 120.71 | 0.2530 | 0.5424 | no |
| APTV | 2024-12-23 | 58.48 | 0.2270 | 0.4264 | no |
| BDX | 2024-12-23 | 170.85 | 0.2221 | 0.4442 | no |
| CCL | 2024-12-23 | 26.10 | 0.2444 | 0.4145 | no |
| CHRW | 2024-12-23 | 100.77 | 0.1337 | 0.4704 | no |
| CME | 2024-12-23 | 220.38 | 0.2708 | 0.5111 | no |
| COO | 2024-12-23 | 92.72 | 0.4705 | 0.4111 | no |
| D | 2024-12-23 | 49.58 | 0.1611 | 0.4569 | no |
| DAL | 2024-12-23 | 59.41 | 0.1321 | 0.4866 | no |
| DD | 2024-12-23 | 93.42 | 0.1994 | 0.4576 | no |
| DELL | 2024-12-23 | 113.40 | 0.1487 | 0.5024 | no |
| DLTR | 2024-12-23 | 72.73 | 0.3203 | 0.5195 | no |
| DOV | 2024-12-23 | 184.90 | 0.3698 | 0.5170 | no |
| FCX | 2024-12-23 | 38.06 | 0.1619 | 0.4577 | no |
| FDS | 2024-12-23 | 468.01 | 0.1919 | 0.5005 | no |
| GEV | 2024-12-23 | 343.06 | 0.1671 | 0.4945 | no |
| GILD | 2024-12-23 | 88.51 | 0.1561 | 0.4388 | no |
| GL | 2024-12-23 | 107.28 | 0.1863 | 0.4688 | no |
| GOOG | 2024-12-23 | 192.90 | 0.3335 | — | no |
| GOOGL | 2024-12-23 | 191.50 | 0.3343 | 0.4986 | no |
| KR | 2024-12-23 | 59.30 | 0.1629 | 0.5102 | no |
| LRCX | 2024-12-23 | 71.56 | 0.2049 | 0.5416 | no |
| MAA | 2024-12-23 | 141.72 | 0.1501 | 0.4229 | no |
| MDLZ | 2024-12-23 | 56.14 | 0.1411 | 0.4226 | no |
| MKC | 2024-12-23 | 74.47 | 0.2092 | 0.4122 | no |
| MKTX | 2024-12-23 | 222.09 | 0.2261 | 0.5315 | no |
| MMM | 2024-12-23 | 124.37 | 0.2002 | 0.5237 | no |
| MPWR | 2024-12-23 | 583.58 | 0.2099 | 0.5013 | no |
| MRNA | 2024-12-23 | 39.19 | 0.3498 | 0.4463 | no |
| NDSN | 2024-12-23 | 202.86 | 0.2450 | 0.4741 | no |
| NVDA | 2024-12-23 | 135.92 | 0.3225 | 0.5611 | no |
| OTIS | 2024-12-23 | 90.01 | 0.1305 | 0.5380 | no |
| OXY | 2024-12-23 | 46.32 | 0.2105 | 0.4394 | no |
| PHM | 2024-12-23 | 108.38 | 0.2609 | 0.5313 | no |
| QCOM | 2024-12-23 | 149.91 | 0.2419 | 0.5439 | no |
| RL | 2024-12-23 | 224.19 | 0.2556 | 0.4362 | no |
| SBAC | 2024-12-23 | 194.64 | 0.2812 | 0.4455 | no |
| SHW | 2024-12-23 | 338.89 | 0.2577 | 0.4483 | no |
| SO | 2024-12-23 | 78.24 | 0.3009 | 0.4383 | no |
| TGT | 2024-12-23 | 121.92 | 0.2048 | 0.5374 | no |
| TRGP | 2024-12-23 | 170.00 | 0.2273 | 0.4524 | no |
| TXN | 2024-12-23 | 177.20 | 0.2128 | 0.5367 | no |
| UAL | 2024-12-23 | 97.50 | 0.1511 | 0.5069 | no |
| UBER | 2024-12-23 | 60.88 | 0.3562 | 0.5074 | no |
| URI | 2024-12-23 | 711.78 | 0.1340 | 0.4612 | no |
| VST | 2024-12-23 | 138.85 | 0.4022 | 0.4190 | no |
| WDC | 2024-12-23 | 45.14 | 0.2160 | 0.5310 | no |
| WTW | 2024-12-23 | 308.80 | 0.4152 | 0.4453 | no |