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 | -12.01% | 4.71% | 2025-01-30 | -15.97% |
| buy & hold | participation factor overlay | 6 months | complete | 1.97% | 4.71% | 2025-01-30 | -18.92% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -11.87% | 4.24% | 2025-01-23 | -15.45% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 0.37% | 4.24% | 2025-01-23 | -18.36% |
| weekly rebalance | participation factor overlay | 3 months | complete | -15.06% | 4.84% | 2025-01-23 | -18.99% |
| weekly rebalance | participation factor overlay | 6 months | complete | 13.18% | 13.18% | 2025-07-03 | -20.38% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -12.74% | 4.43% | 2025-01-23 | -16.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.57% | 15.57% | 2025-07-03 | -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 |
|---|---|---|---|---|---|
| ADSK | 2025-01-06 | 293.11 | 0.2228 | 0.4523 | no |
| AIG | 2025-01-06 | 70.19 | 0.2811 | 0.4596 | no |
| AKAM | 2025-01-06 | 93.98 | 0.2166 | 0.4528 | no |
| ALB | 2025-01-06 | 87.42 | 0.4803 | 0.4322 | no |
| AMD | 2025-01-06 | 129.07 | 0.2758 | 0.5335 | no |
| ATO | 2025-01-06 | 133.05 | 0.3030 | 0.4192 | no |
| AVY | 2025-01-06 | 178.33 | 0.3552 | 0.4576 | no |
| BIIB | 2025-01-06 | 151.93 | 0.1990 | 0.4981 | no |
| BLDR | 2025-01-06 | 145.38 | 0.4099 | 0.4799 | no |
| BRO | 2025-01-06 | 100.22 | 0.2047 | 0.4587 | no |
| COP | 2025-01-06 | 96.04 | 0.2746 | 0.4561 | no |
| CSX | 2025-01-06 | 31.47 | 0.3086 | 0.4751 | no |
| CTVA | 2025-01-06 | 55.34 | 0.2366 | 0.4049 | no |
| CZR | 2025-01-06 | 32.99 | 0.5338 | 0.4393 | no |
| DAL | 2025-01-06 | 59.12 | 0.2865 | 0.5251 | no |
| DD | 2025-01-06 | 91.36 | 0.3329 | 0.4347 | no |
| DECK | 2025-01-06 | 210.94 | 0.2721 | 0.4062 | no |
| DUK | 2025-01-06 | 100.96 | 0.2011 | 0.4586 | no |
| EBAY | 2025-01-06 | 60.52 | 0.3997 | 0.4800 | no |
| FCX | 2025-01-06 | 37.98 | 0.2579 | 0.4323 | no |
| FMC | 2025-01-06 | 46.27 | 0.2502 | 0.4267 | no |
| GL | 2025-01-06 | 109.94 | 0.1820 | 0.4645 | no |
| GWW | 2025-01-06 | 1038.22 | 0.1944 | 0.4977 | no |
| HWM | 2025-01-06 | 113.25 | 0.2098 | 0.4881 | no |
| ICE | 2025-01-06 | 145.75 | 0.2812 | 0.5447 | no |
| INCY | 2025-01-06 | 69.45 | 0.2251 | 0.4586 | no |
| INTC | 2025-01-06 | 20.83 | 0.2993 | 0.5322 | no |
| ISRG | 2025-01-06 | 535.29 | 0.2331 | 0.4336 | no |
| IT | 2025-01-06 | 487.11 | 0.2095 | 0.4870 | no |
| IVZ | 2025-01-06 | 16.70 | 0.2049 | 0.4991 | no |
| J | 2025-01-06 | 129.82 | 0.2304 | 0.4995 | no |
| LLY | 2025-01-06 | 774.18 | 0.2045 | 0.4304 | no |
| LOW | 2025-01-06 | 240.12 | 0.2463 | 0.5011 | no |
| MKC | 2025-01-06 | 71.97 | 0.1943 | 0.4078 | no |
| NEE | 2025-01-06 | 68.14 | 0.2924 | — | no |
| NSC | 2025-01-06 | 229.60 | 0.2420 | 0.4631 | no |
| NTAP | 2025-01-06 | 115.21 | 0.2206 | 0.5096 | no |
| OTIS | 2025-01-06 | 89.73 | 0.3513 | 0.5283 | no |
| PFG | 2025-01-06 | 73.19 | 0.2096 | 0.4695 | no |
| PHM | 2025-01-06 | 109.13 | 0.5272 | 0.4973 | no |
| POOL | 2025-01-06 | 326.27 | 0.2728 | 0.4176 | no |
| PPG | 2025-01-06 | 109.63 | 0.2397 | 0.4302 | no |
| RJF | 2025-01-06 | 157.57 | 0.2017 | 0.4915 | no |
| ROL | 2025-01-06 | 44.93 | 0.2137 | 0.4509 | no |
| TGT | 2025-01-06 | 127.71 | 0.4036 | 0.5361 | no |
| UBER | 2025-01-06 | 66.97 | 0.2504 | 0.5191 | no |
| UPS | 2025-01-06 | 111.39 | 0.3567 | 0.4665 | no |
| VST | 2025-01-06 | 163.81 | 0.3636 | 0.4136 | no |
| WY | 2025-01-06 | 26.72 | 0.3369 | 0.4631 | no |
| ZBH | 2025-01-06 | 102.32 | 0.2553 | 0.4743 | no |