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 | -9.51% | 5.14% | 2025-02-18 | -13.93% |
| buy & hold | participation factor overlay | 6 months | complete | 7.29% | 7.29% | 2025-07-03 | -17.00% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -8.28% | 4.29% | 2025-01-30 | -12.05% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 4.10% | 4.29% | 2025-01-30 | -15.11% |
| weekly rebalance | participation factor overlay | 3 months | complete | -14.99% | 4.59% | 2025-01-23 | -18.73% |
| weekly rebalance | participation factor overlay | 6 months | complete | 14.49% | 14.49% | 2025-07-03 | -20.02% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -13.40% | 4.56% | 2025-01-23 | -17.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.35% | 15.35% | 2025-07-03 | -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 | 2025-01-06 | 70.19 | 0.3023 | 0.4596 | no |
| ALB | 2025-01-06 | 87.42 | 0.4103 | 0.4322 | no |
| ATO | 2025-01-06 | 133.05 | 0.2383 | 0.4192 | no |
| AVY | 2025-01-06 | 178.33 | 0.1985 | 0.4576 | no |
| AZO | 2025-01-06 | 3245.87 | 0.1815 | 0.4769 | no |
| BKNG | 2025-01-06 | 194.84 | 0.1603 | 0.4069 | no |
| BLDR | 2025-01-06 | 145.38 | 0.4283 | 0.4799 | no |
| CAT | 2025-01-06 | 359.34 | 0.2195 | 0.4640 | no |
| CSX | 2025-01-06 | 31.47 | 0.2414 | 0.4751 | no |
| CZR | 2025-01-06 | 32.99 | 0.7706 | 0.4393 | no |
| DAL | 2025-01-06 | 59.12 | 0.1774 | 0.5251 | no |
| DD | 2025-01-06 | 91.36 | 0.2914 | 0.4347 | no |
| DG | 2025-01-06 | 72.02 | 0.1931 | 0.5356 | no |
| DUK | 2025-01-06 | 100.96 | 0.2049 | 0.4586 | no |
| EBAY | 2025-01-06 | 60.52 | 0.3476 | 0.4800 | no |
| ESS | 2025-01-06 | 266.36 | 0.2116 | 0.4163 | no |
| FCX | 2025-01-06 | 37.98 | 0.2771 | 0.4323 | no |
| FFIV | 2025-01-06 | 254.36 | 0.2693 | 0.5046 | no |
| FMC | 2025-01-06 | 46.27 | 0.3424 | 0.4267 | no |
| GL | 2025-01-06 | 109.94 | 0.2568 | 0.4645 | no |
| HON | 2025-01-06 | 214.45 | 0.2049 | 0.5055 | no |
| ICE | 2025-01-06 | 145.75 | 0.2154 | 0.5447 | no |
| INTC | 2025-01-06 | 20.83 | 0.3048 | 0.5322 | no |
| ISRG | 2025-01-06 | 535.29 | 0.2510 | 0.4336 | no |
| LEN | 2025-01-06 | 128.18 | 0.2670 | 0.4683 | no |
| LKQ | 2025-01-06 | 34.22 | 0.1715 | 0.4687 | no |
| LLY | 2025-01-06 | 774.18 | 0.2232 | 0.4304 | no |
| LNT | 2025-01-06 | 54.90 | 0.2119 | 0.4225 | no |
| MAS | 2025-01-06 | 70.08 | 0.2600 | 0.4495 | no |
| MKC | 2025-01-06 | 71.97 | 0.3325 | 0.4078 | no |
| NDSN | 2025-01-06 | 203.83 | 0.2234 | 0.4686 | no |
| OKE | 2025-01-06 | 94.72 | 0.1772 | 0.4744 | no |
| OTIS | 2025-01-06 | 89.73 | 0.2548 | 0.5283 | no |
| PFG | 2025-01-06 | 73.19 | 0.1688 | 0.4695 | no |
| PHM | 2025-01-06 | 109.13 | 0.5430 | 0.4973 | no |
| PPG | 2025-01-06 | 109.63 | 0.2085 | 0.4302 | no |
| QCOM | 2025-01-06 | 153.44 | 0.2175 | 0.5318 | no |
| RCL | 2025-01-06 | 224.36 | 0.2257 | 0.4597 | no |
| ROL | 2025-01-06 | 44.93 | 0.3397 | 0.4509 | no |
| ROP | 2025-01-06 | 506.81 | 0.3085 | 0.4773 | no |
| RSG | 2025-01-06 | 197.82 | 0.1631 | 0.4874 | no |
| STX | 2025-01-06 | 88.38 | 0.1527 | 0.5349 | no |
| TGT | 2025-01-06 | 127.71 | 0.2770 | 0.5361 | no |
| TRGP | 2025-01-06 | 181.22 | 0.2171 | 0.4571 | no |
| TSLA | 2025-01-06 | 423.20 | 0.1804 | 0.4827 | no |
| UBER | 2025-01-06 | 66.97 | 0.2801 | 0.5191 | no |
| UPS | 2025-01-06 | 111.39 | 0.3078 | 0.4665 | no |
| VST | 2025-01-06 | 163.81 | 0.3060 | 0.4136 | no |
| WDC | 2025-01-06 | 49.12 | 0.1659 | 0.5226 | no |
| YUM | 2025-01-06 | 128.88 | 0.1683 | 0.4080 | no |