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 | -10.86% | 4.16% | 2025-02-18 | -14.42% |
| buy & hold | participation factor overlay | 6 months | complete | 3.95% | 4.16% | 2025-02-18 | -17.46% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -10.24% | 3.94% | 2025-02-18 | -13.64% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 1.98% | 3.94% | 2025-02-18 | -16.68% |
| weekly rebalance | participation factor overlay | 3 months | complete | -18.04% | 3.69% | 2025-01-23 | -20.96% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.17% | 10.17% | 2025-07-03 | -21.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -16.47% | 3.28% | 2025-01-23 | -19.12% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 10.55% | 10.55% | 2025-07-03 | -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 |
|---|---|---|---|---|---|
| ADP | 2025-01-06 | 276.68 | 0.1801 | 0.4452 | no |
| AEE | 2025-01-06 | 84.16 | 0.2108 | 0.4746 | no |
| AIG | 2025-01-06 | 70.19 | 0.3081 | 0.4596 | no |
| AKAM | 2025-01-06 | 93.98 | 0.2945 | 0.4528 | no |
| ALB | 2025-01-06 | 87.42 | 0.3001 | 0.4322 | no |
| AMD | 2025-01-06 | 129.07 | 0.4262 | 0.5335 | no |
| ATO | 2025-01-06 | 133.05 | 0.2800 | 0.4192 | no |
| AZO | 2025-01-06 | 3245.87 | 0.1910 | 0.4769 | no |
| BLDR | 2025-01-06 | 145.38 | 0.3670 | 0.4799 | no |
| CAT | 2025-01-06 | 359.34 | 0.2085 | 0.4640 | no |
| CZR | 2025-01-06 | 32.99 | 0.7785 | 0.4393 | no |
| D | 2025-01-06 | 51.03 | 0.1878 | 0.4453 | no |
| DAL | 2025-01-06 | 59.12 | 0.3772 | 0.5251 | no |
| DD | 2025-01-06 | 91.36 | 0.2496 | 0.4347 | no |
| DUK | 2025-01-06 | 100.96 | 0.3117 | 0.4586 | no |
| ECL | 2025-01-06 | 227.72 | 0.2022 | 0.4257 | no |
| ESS | 2025-01-06 | 266.36 | 0.2100 | 0.4163 | no |
| EVRG | 2025-01-06 | 57.55 | 0.1911 | 0.4503 | no |
| FAST | 2025-01-06 | 34.48 | 0.1932 | 0.4715 | no |
| FDS | 2025-01-06 | 461.83 | 0.2095 | 0.4973 | no |
| FFIV | 2025-01-06 | 254.36 | 0.2897 | 0.5046 | no |
| FMC | 2025-01-06 | 46.27 | 0.1905 | 0.4267 | no |
| FTNT | 2025-01-06 | 100.88 | 0.1854 | 0.5123 | no |
| GL | 2025-01-06 | 109.94 | 0.1930 | 0.4645 | no |
| HUBB | 2025-01-06 | 427.25 | 0.1793 | 0.5193 | no |
| ICE | 2025-01-06 | 145.75 | 0.3279 | 0.5447 | no |
| INTC | 2025-01-06 | 20.83 | 0.4292 | 0.5322 | no |
| IR | 2025-01-06 | 92.92 | 0.2977 | 0.5119 | no |
| ISRG | 2025-01-06 | 535.29 | 0.2801 | 0.4336 | no |
| LKQ | 2025-01-06 | 34.22 | 0.2861 | 0.4687 | no |
| LOW | 2025-01-06 | 240.12 | 0.2644 | 0.5011 | no |
| MAA | 2025-01-06 | 143.18 | 0.1899 | 0.4151 | no |
| MSI | 2025-01-06 | 451.21 | 0.2721 | 0.5420 | no |
| NSC | 2025-01-06 | 229.60 | 0.1990 | 0.4631 | no |
| OTIS | 2025-01-06 | 89.73 | 0.3183 | 0.5283 | no |
| OXY | 2025-01-06 | 49.52 | 0.1837 | 0.4487 | no |
| PFG | 2025-01-06 | 73.19 | 0.2194 | 0.4695 | no |
| PHM | 2025-01-06 | 109.13 | 0.4429 | 0.4973 | no |
| PPG | 2025-01-06 | 109.63 | 0.1973 | 0.4302 | no |
| ROL | 2025-01-06 | 44.93 | 0.1897 | 0.4509 | no |
| TEL | 2025-01-06 | 139.18 | 0.2030 | 0.4339 | no |
| TGT | 2025-01-06 | 127.71 | 0.3502 | 0.5361 | no |
| TSLA | 2025-01-06 | 423.20 | 0.2433 | 0.4827 | no |
| UAL | 2025-01-06 | 96.95 | 0.2435 | 0.5484 | no |
| UBER | 2025-01-06 | 66.97 | 0.2412 | 0.5191 | no |
| UPS | 2025-01-06 | 111.39 | 0.4402 | 0.4665 | no |
| URI | 2025-01-06 | 690.62 | 0.2774 | 0.4540 | no |
| VST | 2025-01-06 | 163.81 | 0.3480 | 0.4136 | no |
| WDC | 2025-01-06 | 49.12 | 0.2459 | 0.5226 | no |
| YUM | 2025-01-06 | 128.88 | 0.2092 | 0.4080 | no |