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 | -2.60% | 6.07% | 2025-01-23 | -9.17% |
| buy & hold | participation factor overlay | 6 months | complete | 3.06% | 6.07% | 2025-01-23 | -19.54% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -4.17% | 5.80% | 2025-01-23 | -10.25% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 0.90% | 5.80% | 2025-01-23 | -20.83% |
| weekly rebalance | participation factor overlay | 3 months | complete | -5.75% | 4.69% | 2025-01-21 | -10.80% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.46% | 10.46% | 2025-06-30 | -19.68% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -2.92% | 4.91% | 2025-01-21 | -9.00% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 13.35% | 13.35% | 2025-06-30 | -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 |
|---|---|---|---|---|---|
| AIG | 2024-12-30 | 69.17 | 0.1826 | 0.4616 | no |
| AKAM | 2024-12-30 | 96.24 | 0.2868 | 0.4543 | no |
| ALGN | 2024-12-30 | 207.98 | 0.1693 | 0.4073 | no |
| APTV | 2024-12-30 | 59.78 | 0.4668 | 0.4245 | no |
| AZO | 2024-12-30 | 3235.78 | 0.2623 | 0.4775 | no |
| BIIB | 2024-12-30 | 150.92 | 0.1882 | 0.5098 | no |
| BLDR | 2024-12-30 | 144.40 | 0.2898 | 0.4899 | no |
| CEG | 2024-12-30 | 221.29 | 0.3518 | 0.4573 | no |
| COO | 2024-12-30 | 92.08 | 0.1291 | 0.4117 | no |
| CSX | 2024-12-30 | 31.47 | 0.1936 | 0.4759 | no |
| CZR | 2024-12-30 | 32.54 | 0.6544 | 0.4379 | no |
| EOG | 2024-12-30 | 113.84 | 0.2923 | 0.4968 | no |
| FANG | 2024-12-30 | 151.55 | 0.1667 | 0.4534 | no |
| FCX | 2024-12-30 | 37.57 | 0.2941 | 0.4487 | no |
| FE | 2024-12-30 | 36.84 | 0.1811 | 0.4423 | no |
| FMC | 2024-12-30 | 45.49 | 0.2969 | 0.4317 | no |
| FTV | 2024-12-30 | 55.97 | 0.2069 | 0.5082 | no |
| HLT | 2024-12-30 | 245.76 | 0.2325 | 0.4150 | no |
| ICE | 2024-12-30 | 145.99 | 0.2964 | 0.5358 | no |
| INTC | 2024-12-30 | 20.01 | 0.1985 | 0.5397 | no |
| IR | 2024-12-30 | 90.34 | 0.2751 | 0.5170 | no |
| KLAC | 2024-12-30 | 62.61 | 0.1567 | 0.5344 | no |
| LLY | 2024-12-30 | 768.45 | 0.2106 | 0.4445 | no |
| MGM | 2024-12-30 | 34.42 | 0.1852 | 0.4409 | no |
| MKC | 2024-12-30 | 73.21 | 0.2004 | 0.4116 | no |
| MMM | 2024-12-30 | 124.97 | 0.2187 | 0.5226 | no |
| MSCI | 2024-12-30 | 587.96 | 0.1221 | 0.5043 | no |
| MSFT | 2024-12-30 | 420.27 | 0.1442 | 0.4644 | no |
| NDSN | 2024-12-30 | 204.37 | 0.1290 | 0.4722 | no |
| NEE | 2024-12-30 | 68.03 | 0.1385 | — | no |
| NVDA | 2024-12-30 | 134.48 | 0.3086 | 0.5621 | no |
| ODFL | 2024-12-30 | 177.27 | 0.1288 | 0.4590 | no |
| OTIS | 2024-12-30 | 89.76 | 0.3590 | 0.5348 | no |
| OXY | 2024-12-30 | 47.18 | 0.4007 | 0.4389 | no |
| PANW | 2024-12-30 | 183.81 | 0.1532 | 0.5681 | no |
| PCAR | 2024-12-30 | 100.62 | 0.1842 | 0.4904 | no |
| PFE | 2024-12-30 | 23.48 | 0.1425 | 0.5104 | no |
| PFG | 2024-12-30 | 72.10 | 0.2514 | 0.4702 | no |
| PGR | 2024-12-30 | 219.70 | 0.1923 | 0.4611 | no |
| QCOM | 2024-12-30 | 149.49 | 0.4394 | 0.5398 | no |
| ROP | 2024-12-30 | 512.67 | 0.1318 | 0.4792 | no |
| SBAC | 2024-12-30 | 195.34 | 0.3274 | 0.4375 | no |
| TER | 2024-12-30 | 125.28 | 0.1290 | 0.5542 | no |
| TGT | 2024-12-30 | 125.27 | 0.2376 | 0.5368 | no |
| TSCO | 2024-12-30 | 52.08 | 0.2316 | 0.5182 | no |
| UBER | 2024-12-30 | 60.51 | 0.2624 | 0.5074 | no |
| WAB | 2024-12-30 | 188.39 | 0.1576 | 0.4835 | no |
| WDC | 2024-12-30 | 44.87 | 0.1638 | 0.5270 | no |
| ZBH | 2024-12-30 | 104.45 | 0.1209 | 0.4807 | no |
| ZBRA | 2024-12-30 | 385.06 | 0.1735 | 0.4581 | no |