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 | -8.94% | 0.33% | 2025-01-27 | -16.99% |
| buy & hold | participation factor overlay | 6 months | complete | 2.01% | 2.01% | 2025-07-25 | -16.99% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -8.26% | 0.42% | 2025-01-27 | -15.74% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 2.67% | 2.79% | 2025-07-23 | -15.74% |
| weekly rebalance | participation factor overlay | 3 months | complete | -6.18% | 0.33% | 2025-01-27 | -19.63% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.30% | 11.30% | 2025-07-25 | -19.63% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -6.16% | 0.42% | 2025-01-27 | -18.50% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.15% | 11.15% | 2025-07-25 | -18.50% |
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 | 2025-01-27 | 125.94 | 0.2466 | 0.4533 | no |
| AES | 2025-01-27 | 10.50 | 0.4042 | — | no |
| AIG | 2025-01-27 | 71.08 | 0.2648 | 0.4566 | no |
| ALB | 2025-01-27 | 85.70 | 0.1932 | 0.4148 | no |
| AMD | 2025-01-27 | 117.80 | 0.2342 | 0.5364 | no |
| BIIB | 2025-01-27 | 146.55 | 0.1944 | 0.4743 | no |
| CARR | 2025-01-27 | 66.73 | 0.4043 | 0.5022 | no |
| COP | 2025-01-27 | 96.90 | 0.2130 | 0.4584 | no |
| CSGP | 2025-01-27 | 73.52 | 0.2755 | 0.4323 | no |
| CZR | 2025-01-27 | 34.32 | 0.3591 | 0.4296 | no |
| DECK | 2025-01-27 | 211.76 | 0.3427 | 0.4186 | no |
| DHI | 2025-01-27 | 139.39 | 0.3695 | 0.4515 | no |
| DLR | 2025-01-27 | 157.93 | 0.2125 | 0.4126 | no |
| DOV | 2025-01-27 | 193.50 | 0.2900 | 0.5078 | no |
| ED | 2025-01-27 | 86.76 | 0.2009 | — | no |
| EXPE | 2025-01-27 | 168.38 | 0.2470 | 0.4825 | no |
| FCX | 2025-01-27 | 36.54 | 0.2394 | 0.4536 | no |
| FDX | 2025-01-27 | 213.05 | 0.2671 | 0.4650 | no |
| FTV | 2025-01-27 | 59.68 | 0.2585 | 0.5009 | no |
| GL | 2025-01-27 | 118.57 | 0.4086 | 0.4527 | no |
| INTC | 2025-01-27 | 20.81 | 0.9933 | 0.5365 | no |
| KDP | 2025-01-27 | 29.93 | 0.2338 | 0.4072 | no |
| KMI | 2025-01-27 | 27.04 | 0.3930 | 0.4860 | no |
| LHX | 2025-01-27 | 214.19 | 0.4575 | 0.5163 | no |
| LMT | 2025-01-27 | 477.13 | 0.3399 | 0.5132 | no |
| MOS | 2025-01-27 | 26.89 | 0.3156 | 0.4034 | no |
| NDSN | 2025-01-27 | 212.95 | 0.2034 | 0.4661 | no |
| NI | 2025-01-27 | 36.15 | 0.2191 | 0.4611 | no |
| NOC | 2025-01-27 | 487.86 | 0.2120 | 0.4894 | no |
| ODFL | 2025-01-27 | 187.28 | 0.3126 | 0.4489 | no |
| ON | 2025-01-27 | 54.89 | 0.4726 | 0.5146 | no |
| OXY | 2025-01-27 | 47.48 | 0.1935 | 0.4584 | no |
| PCG | 2025-01-27 | 16.22 | 0.2014 | 0.4312 | no |
| PHM | 2025-01-27 | 113.36 | 0.1992 | 0.4779 | no |
| PKG | 2025-01-27 | 230.22 | 0.5089 | 0.4372 | no |
| PPL | 2025-01-27 | 31.33 | 0.2845 | 0.4538 | no |
| QCOM | 2025-01-27 | 165.74 | 0.2830 | 0.5345 | no |
| ROP | 2025-01-27 | 521.80 | 0.2881 | 0.4750 | no |
| SHW | 2025-01-27 | 354.31 | 0.2988 | 0.4177 | no |
| SNPS | 2025-01-27 | 523.28 | 0.1971 | 0.5629 | no |
| SRE | 2025-01-27 | 78.83 | 0.2419 | 0.4583 | no |
| SWK | 2025-01-27 | 81.92 | 0.3154 | 0.5163 | no |
| TEL | 2025-01-27 | 147.50 | 0.2859 | 0.4594 | no |
| TFX | 2025-01-27 | 178.69 | 0.2834 | 0.4526 | no |
| TSCO | 2025-01-27 | 55.37 | 0.3458 | 0.5204 | no |
| TSLA | 2025-01-27 | 394.80 | 0.2320 | 0.4882 | no |
| UNP | 2025-01-27 | 241.14 | 0.2021 | 0.4514 | no |
| UPS | 2025-01-27 | 119.61 | 0.3116 | 0.4577 | no |
| WM | 2025-01-27 | 205.80 | 0.2110 | 0.4778 | no |
| XEL | 2025-01-27 | 63.06 | 0.2051 | 0.4446 | no |