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 | -0.11% | 6.69% | 2025-01-23 | -8.75% |
| buy & hold | participation factor overlay | 6 months | complete | 6.51% | 6.69% | 2025-01-23 | -17.98% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -2.25% | 5.69% | 2025-01-23 | -9.51% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 3.32% | 5.69% | 2025-01-23 | -18.76% |
| weekly rebalance | participation factor overlay | 3 months | complete | -2.64% | 7.08% | 2025-01-23 | -10.72% |
| weekly rebalance | participation factor overlay | 6 months | complete | 12.80% | 12.80% | 2025-06-30 | -20.38% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 0.09% | 6.67% | 2025-01-23 | -8.22% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.05% | 15.06% | 2025-06-27 | -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 |
|---|---|---|---|---|---|
| AKAM | 2024-12-30 | 96.24 | 0.3596 | 0.4543 | no |
| ALLE | 2024-12-30 | 128.84 | 0.1790 | 0.5471 | no |
| AMP | 2024-12-30 | 517.05 | 0.1759 | 0.4612 | no |
| APTV | 2024-12-30 | 59.78 | 0.2772 | 0.4245 | no |
| AZO | 2024-12-30 | 3235.78 | 0.1927 | 0.4775 | no |
| BLDR | 2024-12-30 | 144.40 | 0.2962 | 0.4899 | no |
| BXP | 2024-12-30 | 67.88 | 0.2108 | 0.4103 | no |
| CARR | 2024-12-30 | 66.74 | 0.2403 | 0.5085 | no |
| CCI | 2024-12-30 | 82.98 | 0.1790 | 0.4415 | no |
| CEG | 2024-12-30 | 221.29 | 0.3502 | 0.4573 | no |
| CINF | 2024-12-30 | 137.80 | 0.1685 | 0.4738 | no |
| COO | 2024-12-30 | 92.08 | 0.3904 | 0.4117 | no |
| CSX | 2024-12-30 | 31.47 | 0.3027 | 0.4759 | no |
| CTAS | 2024-12-30 | 179.71 | 0.1993 | 0.4900 | no |
| CTVA | 2024-12-30 | 55.73 | 0.2121 | 0.4140 | no |
| CZR | 2024-12-30 | 32.54 | 0.2466 | 0.4379 | no |
| D | 2024-12-30 | 49.76 | 0.2048 | 0.4536 | no |
| DD | 2024-12-30 | 92.27 | 0.2261 | 0.4435 | no |
| EOG | 2024-12-30 | 113.84 | 0.1817 | 0.4968 | no |
| EXR | 2024-12-30 | 136.15 | 0.1654 | 0.4194 | no |
| FANG | 2024-12-30 | 151.55 | 0.2949 | 0.4534 | no |
| FCX | 2024-12-30 | 37.57 | 0.2000 | 0.4487 | no |
| FE | 2024-12-30 | 36.84 | 0.1656 | 0.4423 | no |
| FFIV | 2024-12-30 | 252.34 | 0.1623 | 0.5039 | no |
| FICO | 2024-12-30 | 2007.27 | 0.3998 | 0.4846 | no |
| FMC | 2024-12-30 | 45.49 | 0.2374 | 0.4317 | no |
| GE | 2024-12-30 | 165.80 | 0.1660 | 0.4989 | no |
| HLT | 2024-12-30 | 245.76 | 0.2108 | 0.4150 | no |
| HPQ | 2024-12-30 | 30.28 | 0.2044 | 0.5029 | no |
| ICE | 2024-12-30 | 145.99 | 0.3952 | 0.5358 | no |
| IR | 2024-12-30 | 90.34 | 0.3618 | 0.5170 | no |
| LOW | 2024-12-30 | 239.31 | 0.1897 | 0.5035 | no |
| MKC | 2024-12-30 | 73.21 | 0.3036 | 0.4116 | no |
| MOS | 2024-12-30 | 22.45 | 0.1887 | 0.4127 | no |
| NDSN | 2024-12-30 | 204.37 | 0.2174 | 0.4722 | no |
| NVDA | 2024-12-30 | 134.48 | 0.2258 | 0.5621 | no |
| OTIS | 2024-12-30 | 89.76 | 0.2778 | 0.5348 | no |
| OXY | 2024-12-30 | 47.18 | 0.4095 | 0.4389 | no |
| PFE | 2024-12-30 | 23.48 | 0.3643 | 0.5104 | no |
| PFG | 2024-12-30 | 72.10 | 0.2931 | 0.4702 | no |
| PGR | 2024-12-30 | 219.70 | 0.1764 | 0.4611 | no |
| PHM | 2024-12-30 | 107.69 | 0.3436 | 0.5213 | no |
| QCOM | 2024-12-30 | 149.49 | 0.3366 | 0.5398 | no |
| SBAC | 2024-12-30 | 195.34 | 0.4630 | 0.4375 | no |
| TRGP | 2024-12-30 | 170.70 | 0.1740 | 0.4504 | no |
| TXN | 2024-12-30 | 180.69 | 0.1718 | 0.5347 | no |
| UBER | 2024-12-30 | 60.51 | 0.1976 | 0.5074 | no |
| UHS | 2024-12-30 | 178.54 | 0.2634 | 0.4234 | no |
| VST | 2024-12-30 | 134.94 | 0.3946 | 0.4162 | no |
| WY | 2024-12-30 | 26.37 | 0.2685 | 0.4703 | no |