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 | -0.14% | 6.54% | 2025-02-20 | -7.96% |
| buy & hold | participation factor overlay | 6 months | complete | 4.45% | 6.54% | 2025-02-20 | -18.17% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -0.13% | 5.99% | 2025-02-20 | -7.57% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 4.64% | 5.99% | 2025-02-20 | -17.45% |
| weekly rebalance | participation factor overlay | 3 months | complete | -3.82% | 4.69% | 2025-01-21 | -10.80% |
| weekly rebalance | participation factor overlay | 6 months | complete | 7.15% | 7.82% | 2025-05-16 | -19.68% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -1.68% | 4.77% | 2025-01-21 | -9.00% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.73% | 10.75% | 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 | 2024-12-23 | 109.84 | 0.1957 | 0.4357 | no |
| AMAT | 2024-12-23 | 162.56 | 0.1637 | 0.5689 | no |
| AMCR | 2024-12-23 | 42.30 | 0.1290 | 0.4380 | no |
| AMD | 2024-12-23 | 120.71 | 0.1536 | 0.5424 | no |
| APTV | 2024-12-23 | 58.48 | 0.2665 | 0.4264 | no |
| BIIB | 2024-12-23 | 146.00 | 0.3086 | 0.5100 | no |
| CME | 2024-12-23 | 220.38 | 0.1398 | 0.5111 | no |
| COO | 2024-12-23 | 92.72 | 0.2404 | 0.4111 | no |
| DAL | 2024-12-23 | 59.41 | 0.1895 | 0.4866 | no |
| DD | 2024-12-23 | 93.42 | 0.1477 | 0.4576 | no |
| DELL | 2024-12-23 | 113.40 | 0.4107 | 0.5024 | no |
| DLTR | 2024-12-23 | 72.73 | 0.2068 | 0.5195 | no |
| DOV | 2024-12-23 | 184.90 | 0.2044 | 0.5170 | no |
| ED | 2024-12-23 | 84.80 | 0.2919 | — | no |
| F | 2024-12-23 | 8.88 | 0.2419 | 0.4190 | no |
| FCX | 2024-12-23 | 38.06 | 0.2319 | 0.4577 | no |
| FDS | 2024-12-23 | 468.01 | 0.1816 | 0.5005 | no |
| GEV | 2024-12-23 | 343.06 | 0.3417 | 0.4945 | no |
| GILD | 2024-12-23 | 88.51 | 0.2582 | 0.4388 | no |
| GOOG | 2024-12-23 | 192.90 | 0.4097 | — | no |
| GOOGL | 2024-12-23 | 191.50 | 0.3347 | 0.4986 | no |
| HAL | 2024-12-23 | 24.87 | 0.1351 | 0.4124 | no |
| HAS | 2024-12-23 | 53.60 | 0.1836 | 0.4113 | no |
| HLT | 2024-12-23 | 246.84 | 0.1585 | 0.4121 | no |
| HON | 2024-12-23 | 217.39 | 0.3806 | 0.5125 | no |
| KMX | 2024-12-23 | 84.11 | 0.1341 | 0.4416 | no |
| LRCX | 2024-12-23 | 71.56 | 0.3660 | 0.5416 | no |
| MAA | 2024-12-23 | 141.72 | 0.1462 | 0.4229 | no |
| MCHP | 2024-12-23 | 53.31 | 0.1635 | 0.5468 | no |
| MDLZ | 2024-12-23 | 56.14 | 0.3394 | 0.4226 | no |
| MKC | 2024-12-23 | 74.47 | 0.2497 | 0.4122 | no |
| MMM | 2024-12-23 | 124.37 | 0.2456 | 0.5237 | no |
| MRNA | 2024-12-23 | 39.19 | 0.2674 | 0.4463 | no |
| NVDA | 2024-12-23 | 135.92 | 0.5422 | 0.5611 | no |
| PFE | 2024-12-23 | 23.37 | 0.1668 | 0.5102 | no |
| PGR | 2024-12-23 | 220.65 | 0.1851 | 0.4635 | no |
| QCOM | 2024-12-23 | 149.91 | 0.2640 | 0.5439 | no |
| RL | 2024-12-23 | 224.19 | 0.1820 | 0.4362 | no |
| SBAC | 2024-12-23 | 194.64 | 0.3137 | 0.4455 | no |
| SHW | 2024-12-23 | 338.89 | 0.4538 | 0.4483 | no |
| SO | 2024-12-23 | 78.24 | 0.1933 | 0.4383 | no |
| TGT | 2024-12-23 | 121.92 | 0.1270 | 0.5374 | no |
| TMUS | 2024-12-23 | 213.08 | 0.1524 | 0.4117 | no |
| TRGP | 2024-12-23 | 170.00 | 0.3660 | 0.4524 | no |
| TXN | 2024-12-23 | 177.20 | 0.1799 | 0.5367 | no |
| UBER | 2024-12-23 | 60.88 | 0.3811 | 0.5074 | no |
| WAB | 2024-12-23 | 190.46 | 0.1300 | 0.4870 | no |
| WDC | 2024-12-23 | 45.14 | 0.1560 | 0.5310 | no |
| WTW | 2024-12-23 | 308.80 | 0.4332 | 0.4453 | no |
| WY | 2024-12-23 | 26.02 | 0.2307 | 0.4735 | no |