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 | -3.44% | 6.92% | 2025-02-18 | -14.66% |
| buy & hold | participation factor overlay | 6 months | complete | 9.28% | 10.05% | 2025-07-10 | -14.66% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.69% | 6.54% | 2025-01-21 | -14.41% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 7.89% | 8.57% | 2025-07-10 | -14.41% |
| weekly rebalance | participation factor overlay | 3 months | complete | -7.01% | 6.79% | 2025-01-23 | -20.02% |
| weekly rebalance | participation factor overlay | 6 months | complete | 16.23% | 16.90% | 2025-07-03 | -20.02% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -6.07% | 6.50% | 2025-01-23 | -18.66% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 16.54% | 17.54% | 2025-07-10 | -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 |
|---|---|---|---|---|---|
| AEP | 2025-01-13 | 89.88 | 0.1379 | 0.4446 | no |
| AIG | 2025-01-13 | 67.28 | 0.1741 | 0.4591 | no |
| AMD | 2025-01-13 | 115.28 | 0.4557 | 0.5340 | no |
| AMZN | 2025-01-13 | 218.06 | 0.1432 | 0.5167 | no |
| ATO | 2025-01-13 | 132.04 | 0.2085 | 0.4169 | no |
| BLDR | 2025-01-13 | 139.56 | 0.2012 | 0.4731 | no |
| BX | 2025-01-13 | 152.50 | 0.4515 | 0.4831 | no |
| CARR | 2025-01-13 | 64.20 | 0.1714 | 0.5024 | no |
| CAT | 2025-01-13 | 345.60 | 0.2445 | 0.4621 | no |
| CHRW | 2025-01-13 | 98.11 | 0.1413 | 0.4528 | no |
| CNP | 2025-01-13 | 29.87 | 0.1367 | 0.4510 | no |
| COO | 2025-01-13 | 90.12 | 0.4312 | 0.4090 | no |
| COP | 2025-01-13 | 96.48 | 0.4062 | 0.4497 | no |
| CSGP | 2025-01-13 | 69.81 | 0.2335 | 0.4315 | no |
| CSX | 2025-01-13 | 30.88 | 0.3174 | 0.4690 | no |
| CZR | 2025-01-13 | 31.02 | 0.2181 | 0.4339 | no |
| DUK | 2025-01-13 | 100.13 | 0.2243 | 0.4534 | no |
| ECL | 2025-01-13 | 224.97 | 0.1319 | 0.4145 | no |
| EVRG | 2025-01-13 | 56.52 | 0.1596 | 0.4476 | no |
| EXPD | 2025-01-13 | 107.68 | 0.1341 | — | no |
| EXR | 2025-01-13 | 135.70 | 0.2401 | 0.4059 | no |
| F | 2025-01-13 | 8.69 | 0.1442 | 0.4277 | no |
| FE | 2025-01-13 | 36.25 | 0.1723 | 0.4374 | no |
| GEHC | 2025-01-13 | 84.86 | 0.2214 | 0.4080 | no |
| GLW | 2025-01-13 | 45.31 | 0.2208 | 0.4857 | no |
| GWW | 2025-01-13 | 1037.05 | 0.1568 | 0.4978 | no |
| HUBB | 2025-01-13 | 404.67 | 0.2418 | 0.5162 | no |
| ICE | 2025-01-13 | 139.38 | 0.2858 | 0.5286 | no |
| INTC | 2025-01-13 | 18.92 | 0.2218 | 0.5342 | no |
| IR | 2025-01-13 | 85.98 | 0.2065 | 0.5097 | no |
| ISRG | 2025-01-13 | 543.40 | 0.1505 | 0.4384 | no |
| J | 2025-01-13 | 128.58 | 0.1623 | 0.4971 | no |
| JNJ | 2025-01-13 | 136.54 | 0.1519 | 0.4695 | no |
| LKQ | 2025-01-13 | 33.98 | 0.2735 | 0.4613 | no |
| MAS | 2025-01-13 | 69.69 | 0.1409 | 0.4313 | no |
| MDLZ | 2025-01-13 | 53.66 | 0.5334 | 0.4145 | no |
| MKTX | 2025-01-13 | 207.74 | 0.3490 | 0.5307 | no |
| NDSN | 2025-01-13 | 194.54 | 0.2111 | 0.4659 | no |
| NSC | 2025-01-13 | 226.10 | 0.3321 | 0.4575 | no |
| NTAP | 2025-01-13 | 111.13 | 0.2232 | 0.5123 | no |
| PGR | 2025-01-13 | 216.15 | 0.2041 | 0.4592 | no |
| RCL | 2025-01-13 | 216.54 | 0.1665 | 0.4607 | no |
| RF | 2025-01-13 | 21.44 | 0.1637 | 0.4274 | no |
| SBAC | 2025-01-13 | 185.49 | 0.4197 | 0.4148 | no |
| SCHW | 2025-01-13 | 70.63 | 0.2860 | 0.4907 | no |
| TRGP | 2025-01-13 | 186.40 | 0.4664 | 0.4606 | no |
| UBER | 2025-01-13 | 65.15 | 0.2893 | 0.5160 | no |
| VST | 2025-01-13 | 160.39 | 0.1500 | 0.4130 | no |
| WTW | 2025-01-13 | 305.77 | 0.1357 | 0.4405 | no |
| ZBH | 2025-01-13 | 103.17 | 0.1776 | 0.4792 | no |