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 | -4.35% | 7.02% | 2025-01-27 | -15.62% |
| buy & hold | participation factor overlay | 6 months | complete | 7.94% | 8.87% | 2025-07-10 | -15.62% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -6.05% | 6.54% | 2025-01-27 | -16.50% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 5.52% | 6.54% | 2025-01-27 | -16.50% |
| weekly rebalance | participation factor overlay | 3 months | complete | -9.69% | 6.27% | 2025-01-23 | -21.93% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.97% | 12.91% | 2025-07-03 | -21.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -8.63% | 5.79% | 2025-01-23 | -20.40% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 12.27% | 13.23% | 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 |
|---|---|---|---|---|---|
| AIG | 2025-01-13 | 67.28 | 0.1529 | 0.4591 | no |
| AMAT | 2025-01-13 | 166.83 | 0.2040 | 0.5575 | no |
| AMD | 2025-01-13 | 115.28 | 0.4120 | 0.5340 | no |
| APTV | 2025-01-13 | 59.37 | 0.1859 | 0.4373 | no |
| ATO | 2025-01-13 | 132.04 | 0.2796 | 0.4169 | no |
| BLDR | 2025-01-13 | 139.56 | 0.3316 | 0.4731 | no |
| BMY | 2025-01-13 | 51.88 | 0.2492 | 0.4745 | no |
| BR | 2025-01-13 | 213.88 | 0.1787 | 0.4336 | no |
| BX | 2025-01-13 | 152.50 | 0.4396 | 0.4831 | no |
| CAT | 2025-01-13 | 345.60 | 0.2217 | 0.4621 | no |
| CCI | 2025-01-13 | 77.29 | 0.2206 | 0.4064 | no |
| COO | 2025-01-13 | 90.12 | 0.1759 | 0.4090 | no |
| COP | 2025-01-13 | 96.48 | 0.3653 | 0.4497 | no |
| CSX | 2025-01-13 | 30.88 | 0.3397 | 0.4690 | no |
| CZR | 2025-01-13 | 31.02 | 0.2781 | 0.4339 | no |
| DD | 2025-01-13 | 88.33 | 0.2077 | 0.4203 | no |
| DOV | 2025-01-13 | 180.27 | 0.2272 | 0.5076 | no |
| DUK | 2025-01-13 | 100.13 | 0.3509 | 0.4534 | no |
| ECL | 2025-01-13 | 224.97 | 0.1914 | 0.4145 | no |
| EVRG | 2025-01-13 | 56.52 | 0.2916 | 0.4476 | no |
| EXPD | 2025-01-13 | 107.68 | 0.3208 | — | no |
| FAST | 2025-01-13 | 34.55 | 0.2528 | 0.4694 | no |
| FITB | 2025-01-13 | 38.97 | 0.3127 | 0.4080 | no |
| FTV | 2025-01-13 | 56.08 | 0.1463 | 0.5005 | no |
| GEHC | 2025-01-13 | 84.86 | 0.2172 | 0.4080 | no |
| GWW | 2025-01-13 | 1037.05 | 0.2442 | 0.4978 | no |
| HUBB | 2025-01-13 | 404.67 | 0.2927 | 0.5162 | no |
| ICE | 2025-01-13 | 139.38 | 0.4549 | 0.5286 | no |
| IR | 2025-01-13 | 85.98 | 0.2770 | 0.5097 | no |
| MDLZ | 2025-01-13 | 53.66 | 0.3221 | 0.4145 | no |
| MKTX | 2025-01-13 | 207.74 | 0.1513 | 0.5307 | no |
| MLM | 2025-01-13 | 500.97 | 0.1498 | 0.4831 | no |
| MPWR | 2025-01-13 | 571.69 | 0.3120 | 0.4968 | no |
| NCLH | 2025-01-13 | 25.44 | 0.2954 | 0.4561 | no |
| NSC | 2025-01-13 | 226.10 | 0.4433 | 0.4575 | no |
| NTAP | 2025-01-13 | 111.13 | 0.2538 | 0.5123 | no |
| PGR | 2025-01-13 | 216.15 | 0.1536 | 0.4592 | no |
| PNC | 2025-01-13 | 178.37 | 0.2528 | 0.4426 | no |
| PRU | 2025-01-13 | 104.49 | 0.2081 | 0.4520 | no |
| SBAC | 2025-01-13 | 185.49 | 0.1775 | 0.4148 | no |
| SCHW | 2025-01-13 | 70.63 | 0.1904 | 0.4907 | no |
| STLD | 2025-01-13 | 113.96 | 0.3814 | 0.4616 | no |
| TROW | 2025-01-13 | 98.35 | 0.1709 | 0.5103 | no |
| TRV | 2025-01-13 | 224.71 | 0.2818 | 0.4710 | no |
| UBER | 2025-01-13 | 65.15 | 0.1490 | 0.5160 | no |
| UNP | 2025-01-13 | 215.26 | 0.1510 | 0.4833 | no |
| UPS | 2025-01-13 | 110.18 | 0.2041 | 0.4587 | no |
| VRSK | 2025-01-13 | 263.49 | 0.1728 | 0.4890 | no |
| VRTX | 2025-01-13 | 408.00 | 0.1899 | 0.5005 | no |
| WMT | 2025-01-13 | 90.67 | 0.1979 | 0.5272 | no |