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 | -2.52% | 8.04% | 2025-01-23 | -11.20% |
| buy & hold | participation factor overlay | 6 months | complete | 5.06% | 8.04% | 2025-01-23 | -21.16% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.46% | 7.91% | 2025-01-23 | -11.79% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 2.46% | 7.91% | 2025-01-23 | -21.81% |
| weekly rebalance | participation factor overlay | 3 months | complete | -5.58% | 6.25% | 2025-01-23 | -11.85% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.46% | 10.46% | 2025-06-30 | -21.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -3.86% | 5.84% | 2025-01-23 | -10.49% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 10.76% | 10.76% | 2025-06-30 | -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 |
|---|---|---|---|---|---|
| ALGN | 2024-12-30 | 207.98 | 0.2321 | 0.4073 | no |
| ALLE | 2024-12-30 | 128.84 | 0.1744 | 0.5471 | no |
| AMCR | 2024-12-30 | 42.30 | 0.1936 | 0.4328 | no |
| APTV | 2024-12-30 | 59.78 | 0.3814 | 0.4245 | no |
| BLDR | 2024-12-30 | 144.40 | 0.2915 | 0.4899 | no |
| CARR | 2024-12-30 | 66.74 | 0.2523 | 0.5085 | no |
| CAT | 2024-12-30 | 352.91 | 0.1883 | 0.4701 | no |
| CEG | 2024-12-30 | 221.29 | 0.2559 | 0.4573 | no |
| CME | 2024-12-30 | 220.89 | 0.2196 | 0.5140 | no |
| COO | 2024-12-30 | 92.08 | 0.1882 | 0.4117 | no |
| COP | 2024-12-30 | 91.97 | 0.2645 | 0.4433 | no |
| CTAS | 2024-12-30 | 179.71 | 0.2342 | 0.4900 | no |
| CZR | 2024-12-30 | 32.54 | 0.5256 | 0.4379 | no |
| DHI | 2024-12-30 | 136.76 | 0.1770 | 0.4701 | no |
| DOV | 2024-12-30 | 183.56 | 0.3620 | 0.5148 | no |
| ECL | 2024-12-30 | 231.32 | 0.1723 | 0.4325 | no |
| EOG | 2024-12-30 | 113.84 | 0.2405 | 0.4968 | no |
| FANG | 2024-12-30 | 151.55 | 0.3787 | 0.4534 | no |
| FCX | 2024-12-30 | 37.57 | 0.2967 | 0.4487 | no |
| FICO | 2024-12-30 | 2007.27 | 0.1824 | 0.4846 | no |
| FMC | 2024-12-30 | 45.49 | 0.4558 | 0.4317 | no |
| GM | 2024-12-30 | 52.84 | 0.1756 | 0.4267 | no |
| GWW | 2024-12-30 | 1045.27 | 0.3025 | 0.5074 | no |
| HUM | 2024-12-30 | 247.39 | 0.2840 | 0.4230 | no |
| ICE | 2024-12-30 | 145.99 | 0.3643 | 0.5358 | no |
| INVH | 2024-12-30 | 30.00 | 0.1825 | 0.4080 | no |
| IR | 2024-12-30 | 90.34 | 0.3897 | 0.5170 | no |
| LOW | 2024-12-30 | 239.31 | 0.2294 | 0.5035 | no |
| MCHP | 2024-12-30 | 54.92 | 0.1876 | 0.5443 | no |
| MKC | 2024-12-30 | 73.21 | 0.3045 | 0.4116 | no |
| MMM | 2024-12-30 | 124.97 | 0.2620 | 0.5226 | no |
| MPWR | 2024-12-30 | 598.58 | 0.3614 | 0.5025 | no |
| NCLH | 2024-12-30 | 25.28 | 0.1847 | 0.4514 | no |
| NVDA | 2024-12-30 | 134.48 | 0.1742 | 0.5621 | no |
| OTIS | 2024-12-30 | 89.76 | 0.2269 | 0.5348 | no |
| OXY | 2024-12-30 | 47.18 | 0.4881 | 0.4389 | no |
| PFE | 2024-12-30 | 23.48 | 0.3411 | 0.5104 | no |
| PFG | 2024-12-30 | 72.10 | 0.3212 | 0.4702 | no |
| PGR | 2024-12-30 | 219.70 | 0.3178 | 0.4611 | no |
| QCOM | 2024-12-30 | 149.49 | 0.4496 | 0.5398 | no |
| QRVO | 2024-12-30 | 70.58 | 0.2660 | — | no |
| SBAC | 2024-12-30 | 195.34 | 0.3268 | 0.4375 | no |
| SHW | 2024-12-30 | 337.14 | 0.2156 | 0.4390 | no |
| SPG | 2024-12-30 | 156.60 | 0.1758 | 0.4115 | no |
| TER | 2024-12-30 | 125.28 | 0.2884 | 0.5542 | no |
| TRGP | 2024-12-30 | 170.70 | 0.2581 | 0.4504 | no |
| UBER | 2024-12-30 | 60.51 | 0.2904 | 0.5074 | no |
| URI | 2024-12-30 | 700.08 | 0.2884 | 0.4581 | no |
| VST | 2024-12-30 | 134.94 | 0.3214 | 0.4162 | no |
| WDC | 2024-12-30 | 44.87 | 0.2320 | 0.5270 | no |