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 | -0.52% | 7.35% | 2025-01-23 | -8.92% |
| buy & hold | participation factor overlay | 6 months | complete | 7.88% | 7.88% | 2025-06-30 | -19.41% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -1.98% | 6.51% | 2025-01-23 | -9.26% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 4.58% | 6.51% | 2025-01-23 | -19.45% |
| weekly rebalance | participation factor overlay | 3 months | complete | -2.93% | 7.05% | 2025-01-23 | -10.73% |
| weekly rebalance | participation factor overlay | 6 months | complete | 14.60% | 14.72% | 2025-06-27 | -20.02% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -1.17% | 7.09% | 2025-01-23 | -9.66% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.47% | 15.54% | 2025-06-27 | -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 |
|---|---|---|---|---|---|
| AIG | 2024-12-30 | 69.17 | 0.2541 | 0.4616 | no |
| AKAM | 2024-12-30 | 96.24 | 0.1644 | 0.4543 | no |
| ALGN | 2024-12-30 | 207.98 | 0.1922 | 0.4073 | no |
| ALLE | 2024-12-30 | 128.84 | 0.2236 | 0.5471 | no |
| AMCR | 2024-12-30 | 42.30 | 0.2874 | 0.4328 | no |
| APTV | 2024-12-30 | 59.78 | 0.4472 | 0.4245 | no |
| AZO | 2024-12-30 | 3235.78 | 0.2708 | 0.4775 | no |
| BDX | 2024-12-30 | 171.66 | 0.1791 | 0.4502 | no |
| BLDR | 2024-12-30 | 144.40 | 0.2383 | 0.4899 | no |
| BXP | 2024-12-30 | 67.88 | 0.1774 | 0.4103 | no |
| CAT | 2024-12-30 | 352.91 | 0.1953 | 0.4701 | no |
| CEG | 2024-12-30 | 221.29 | 0.4345 | 0.4573 | no |
| COO | 2024-12-30 | 92.08 | 0.2284 | 0.4117 | no |
| CZR | 2024-12-30 | 32.54 | 0.4686 | 0.4379 | no |
| EOG | 2024-12-30 | 113.84 | 0.2715 | 0.4968 | no |
| FANG | 2024-12-30 | 151.55 | 0.3070 | 0.4534 | no |
| FCX | 2024-12-30 | 37.57 | 0.2432 | 0.4487 | no |
| FICO | 2024-12-30 | 2007.27 | 0.2121 | 0.4846 | no |
| FMC | 2024-12-30 | 45.49 | 0.3529 | 0.4317 | no |
| HLT | 2024-12-30 | 245.76 | 0.1813 | 0.4150 | no |
| HON | 2024-12-30 | 216.80 | 0.2105 | 0.5088 | no |
| ICE | 2024-12-30 | 145.99 | 0.4054 | 0.5358 | no |
| INVH | 2024-12-30 | 30.00 | 0.2075 | 0.4080 | no |
| IR | 2024-12-30 | 90.34 | 0.3126 | 0.5170 | no |
| LLY | 2024-12-30 | 768.45 | 0.3328 | 0.4445 | no |
| MAA | 2024-12-30 | 141.94 | 0.2066 | 0.4203 | no |
| MKC | 2024-12-30 | 73.21 | 0.1893 | 0.4116 | no |
| MMM | 2024-12-30 | 124.97 | 0.3824 | 0.5226 | no |
| MOS | 2024-12-30 | 22.45 | 0.2561 | 0.4127 | no |
| MPWR | 2024-12-30 | 598.58 | 0.1739 | 0.5025 | no |
| MU | 2024-12-30 | 86.66 | 0.1727 | 0.5461 | no |
| NEE | 2024-12-30 | 68.03 | 0.3309 | — | no |
| NRG | 2024-12-30 | 88.83 | 0.2109 | 0.4913 | no |
| NVDA | 2024-12-30 | 134.48 | 0.1921 | 0.5621 | no |
| OTIS | 2024-12-30 | 89.76 | 0.3170 | 0.5348 | no |
| OXY | 2024-12-30 | 47.18 | 0.5406 | 0.4389 | no |
| PCAR | 2024-12-30 | 100.62 | 0.1735 | 0.4904 | no |
| PFE | 2024-12-30 | 23.48 | 0.2295 | 0.5104 | no |
| PFG | 2024-12-30 | 72.10 | 0.3051 | 0.4702 | no |
| PGR | 2024-12-30 | 219.70 | 0.1933 | 0.4611 | no |
| QCOM | 2024-12-30 | 149.49 | 0.4765 | 0.5398 | no |
| SBAC | 2024-12-30 | 195.34 | 0.3835 | 0.4375 | no |
| SPG | 2024-12-30 | 156.60 | 0.2499 | 0.4115 | no |
| STX | 2024-12-30 | 84.82 | 0.1824 | 0.5385 | no |
| TRGP | 2024-12-30 | 170.70 | 0.2700 | 0.4504 | no |
| TSCO | 2024-12-30 | 52.08 | 0.1643 | 0.5182 | no |
| UBER | 2024-12-30 | 60.51 | 0.2631 | 0.5074 | no |
| UPS | 2024-12-30 | 111.79 | 0.2571 | 0.4648 | no |
| URI | 2024-12-30 | 700.08 | 0.1709 | 0.4581 | no |
| WDC | 2024-12-30 | 44.87 | 0.2200 | 0.5270 | no |