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 | -4.73% | 6.73% | 2025-01-21 | -15.58% |
| buy & hold | participation factor overlay | 6 months | complete | 8.40% | 9.04% | 2025-07-10 | -15.58% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.09% | 6.49% | 2025-01-21 | -13.76% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 8.57% | 9.05% | 2025-07-10 | -13.76% |
| weekly rebalance | participation factor overlay | 3 months | complete | -7.53% | 6.93% | 2025-01-23 | -20.38% |
| weekly rebalance | participation factor overlay | 6 months | complete | 14.59% | 15.43% | 2025-07-03 | -20.38% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -5.22% | 6.55% | 2025-01-23 | -17.98% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 17.17% | 17.92% | 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 |
|---|---|---|---|---|---|
| AIG | 2025-01-13 | 67.28 | 0.1849 | 0.4591 | no |
| ALB | 2025-01-13 | 83.59 | 0.1570 | 0.4138 | no |
| AMD | 2025-01-13 | 115.28 | 0.4305 | 0.5340 | no |
| ATO | 2025-01-13 | 132.04 | 0.2670 | 0.4169 | no |
| BLDR | 2025-01-13 | 139.56 | 0.5248 | 0.4731 | no |
| BR | 2025-01-13 | 213.88 | 0.1559 | 0.4336 | no |
| BRK.B | 2025-01-13 | 442.04 | 0.2122 | — | no |
| BX | 2025-01-13 | 152.50 | 0.5081 | 0.4831 | no |
| CARR | 2025-01-13 | 64.20 | 0.2790 | 0.5024 | no |
| CAT | 2025-01-13 | 345.60 | 0.1898 | 0.4621 | no |
| CNP | 2025-01-13 | 29.87 | 0.1907 | 0.4510 | no |
| COP | 2025-01-13 | 96.48 | 0.2839 | 0.4497 | no |
| CSX | 2025-01-13 | 30.88 | 0.1859 | 0.4690 | no |
| CZR | 2025-01-13 | 31.02 | 0.3024 | 0.4339 | no |
| DUK | 2025-01-13 | 100.13 | 0.3025 | 0.4534 | no |
| ECL | 2025-01-13 | 224.97 | 0.3530 | 0.4145 | no |
| EVRG | 2025-01-13 | 56.52 | 0.1929 | 0.4476 | no |
| EXR | 2025-01-13 | 135.70 | 0.2610 | 0.4059 | no |
| F | 2025-01-13 | 8.69 | 0.1759 | 0.4277 | no |
| FITB | 2025-01-13 | 38.97 | 0.2062 | 0.4080 | no |
| GEHC | 2025-01-13 | 84.86 | 0.3416 | 0.4080 | no |
| GLW | 2025-01-13 | 45.31 | 0.1511 | 0.4857 | no |
| GWW | 2025-01-13 | 1037.05 | 0.2383 | 0.4978 | no |
| HAL | 2025-01-13 | 25.99 | 0.1688 | 0.4192 | no |
| HUBB | 2025-01-13 | 404.67 | 0.2552 | 0.5162 | no |
| ICE | 2025-01-13 | 139.38 | 0.3950 | 0.5286 | no |
| INTC | 2025-01-13 | 18.92 | 0.3869 | 0.5342 | no |
| IP | 2025-01-13 | 49.31 | 0.1650 | 0.4288 | no |
| IR | 2025-01-13 | 85.98 | 0.3899 | 0.5097 | no |
| KKR | 2025-01-13 | 137.51 | 0.2840 | 0.4973 | no |
| LKQ | 2025-01-13 | 33.98 | 0.2125 | 0.4613 | no |
| MAA | 2025-01-13 | 137.71 | 0.2073 | 0.4094 | no |
| MDLZ | 2025-01-13 | 53.66 | 0.2674 | 0.4145 | no |
| MKC | 2025-01-13 | 68.35 | 0.1813 | 0.4066 | no |
| MKTX | 2025-01-13 | 207.74 | 0.2898 | 0.5307 | no |
| NSC | 2025-01-13 | 226.10 | 0.3801 | 0.4575 | no |
| NTAP | 2025-01-13 | 111.13 | 0.3426 | 0.5123 | no |
| PHM | 2025-01-13 | 105.79 | 0.1927 | 0.4803 | no |
| PRU | 2025-01-13 | 104.49 | 0.1883 | 0.4520 | no |
| RCL | 2025-01-13 | 216.54 | 0.2054 | 0.4607 | no |
| RF | 2025-01-13 | 21.44 | 0.1611 | 0.4274 | no |
| SBAC | 2025-01-13 | 185.49 | 0.1780 | 0.4148 | no |
| SO | 2025-01-13 | 77.19 | 0.1835 | 0.4259 | no |
| SW | 2025-01-13 | 48.93 | 0.1817 | 0.4358 | no |
| TRV | 2025-01-13 | 224.71 | 0.1962 | 0.4710 | no |
| UBER | 2025-01-13 | 65.15 | 0.2324 | 0.5160 | no |
| VST | 2025-01-13 | 160.39 | 0.2341 | 0.4130 | no |
| WMT | 2025-01-13 | 90.67 | 0.1563 | 0.5272 | no |
| WTW | 2025-01-13 | 305.77 | 0.1874 | 0.4405 | no |
| ZBH | 2025-01-13 | 103.17 | 0.2444 | 0.4792 | no |