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 | -5.04% | 7.81% | 2025-02-18 | -16.71% |
| buy & hold | participation factor overlay | 6 months | complete | 8.38% | 9.33% | 2025-07-10 | -16.71% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.96% | 7.45% | 2025-02-18 | -15.07% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 8.21% | 9.03% | 2025-07-10 | -15.07% |
| weekly rebalance | participation factor overlay | 3 months | complete | -7.71% | 5.87% | 2025-01-21 | -19.68% |
| weekly rebalance | participation factor overlay | 6 months | complete | 13.65% | 14.25% | 2025-07-10 | -19.68% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -5.68% | 5.38% | 2025-01-21 | -17.39% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 16.02% | 16.82% | 2025-07-10 | -17.39% |
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 |
|---|---|---|---|---|---|
| ABNB | 2025-01-13 | 128.59 | 0.1945 | 0.4518 | no |
| ALB | 2025-01-13 | 83.59 | 0.1572 | 0.4138 | no |
| AMD | 2025-01-13 | 115.28 | 0.4428 | 0.5340 | no |
| ATO | 2025-01-13 | 132.04 | 0.1814 | 0.4169 | no |
| BR | 2025-01-13 | 213.88 | 0.1887 | 0.4336 | no |
| BX | 2025-01-13 | 152.50 | 0.3553 | 0.4831 | no |
| CAT | 2025-01-13 | 345.60 | 0.3165 | 0.4621 | no |
| CMS | 2025-01-13 | 61.84 | 0.1891 | 0.4501 | no |
| CNP | 2025-01-13 | 29.87 | 0.1659 | 0.4510 | no |
| COO | 2025-01-13 | 90.12 | 0.1992 | 0.4090 | no |
| COP | 2025-01-13 | 96.48 | 0.2944 | 0.4497 | no |
| CSX | 2025-01-13 | 30.88 | 0.2533 | 0.4690 | no |
| CZR | 2025-01-13 | 31.02 | 0.2066 | 0.4339 | no |
| DD | 2025-01-13 | 88.33 | 0.1977 | 0.4203 | no |
| DUK | 2025-01-13 | 100.13 | 0.3062 | 0.4534 | no |
| ECL | 2025-01-13 | 224.97 | 0.2037 | 0.4145 | no |
| EVRG | 2025-01-13 | 56.52 | 0.2023 | 0.4476 | no |
| EXPD | 2025-01-13 | 107.68 | 0.1899 | — | no |
| FITB | 2025-01-13 | 38.97 | 0.1530 | 0.4080 | no |
| GEHC | 2025-01-13 | 84.86 | 0.1697 | 0.4080 | no |
| GLW | 2025-01-13 | 45.31 | 0.1568 | 0.4857 | no |
| HON | 2025-01-13 | 207.75 | 0.2072 | 0.5040 | no |
| HUBB | 2025-01-13 | 404.67 | 0.3577 | 0.5162 | no |
| ICE | 2025-01-13 | 139.38 | 0.3918 | 0.5286 | no |
| INTC | 2025-01-13 | 18.92 | 0.2635 | 0.5342 | no |
| IR | 2025-01-13 | 85.98 | 0.2552 | 0.5097 | no |
| KKR | 2025-01-13 | 137.51 | 0.1609 | 0.4973 | no |
| LKQ | 2025-01-13 | 33.98 | 0.1589 | 0.4613 | no |
| MAA | 2025-01-13 | 137.71 | 0.2417 | 0.4094 | no |
| MCD | 2025-01-13 | 271.18 | 0.1842 | 0.4158 | no |
| MDLZ | 2025-01-13 | 53.66 | 0.2533 | 0.4145 | no |
| MKTX | 2025-01-13 | 207.74 | 0.1838 | 0.5307 | no |
| NCLH | 2025-01-13 | 25.44 | 0.3379 | 0.4561 | no |
| NKE | 2025-01-13 | 67.75 | 0.1668 | 0.4045 | no |
| NSC | 2025-01-13 | 226.10 | 0.4514 | 0.4575 | no |
| NTAP | 2025-01-13 | 111.13 | 0.2355 | 0.5123 | no |
| PCAR | 2025-01-13 | 103.10 | 0.1672 | 0.4819 | no |
| PGR | 2025-01-13 | 216.15 | 0.1711 | 0.4592 | no |
| RCL | 2025-01-13 | 216.54 | 0.2804 | 0.4607 | no |
| RF | 2025-01-13 | 21.44 | 0.2975 | 0.4274 | no |
| SCHW | 2025-01-13 | 70.63 | 0.1614 | 0.4907 | no |
| SO | 2025-01-13 | 77.19 | 0.2099 | 0.4259 | no |
| TRV | 2025-01-13 | 224.71 | 0.1881 | 0.4710 | no |
| UBER | 2025-01-13 | 65.15 | 0.3540 | 0.5160 | no |
| UNP | 2025-01-13 | 215.26 | 0.1636 | 0.4833 | no |
| UPS | 2025-01-13 | 110.18 | 0.2533 | 0.4587 | no |
| VRSK | 2025-01-13 | 263.49 | 0.2068 | 0.4890 | no |
| VRTX | 2025-01-13 | 408.00 | 0.2092 | 0.5005 | no |
| VST | 2025-01-13 | 160.39 | 0.1695 | 0.4130 | no |
| WMT | 2025-01-13 | 90.67 | 0.1652 | 0.5272 | no |