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 | -6.53% | 0.37% | 2025-01-27 | -13.70% |
| buy & hold | participation factor overlay | 6 months | complete | 4.56% | 4.56% | 2025-07-25 | -13.70% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -6.46% | 0.54% | 2025-01-27 | -13.09% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 3.74% | 3.82% | 2025-07-23 | -13.09% |
| weekly rebalance | participation factor overlay | 3 months | complete | -7.95% | 0.37% | 2025-01-27 | -21.39% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.13% | 8.13% | 2025-07-25 | -21.39% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -7.75% | 0.54% | 2025-01-27 | -20.20% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 8.01% | 8.23% | 2025-07-23 | -20.20% |
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 | 0.2100 | 0.4533 | no |
| AES | 2025-01-27 | 10.50 | 0.2213 | — | no |
| AIG | 2025-01-27 | 71.08 | 0.2758 | 0.4566 | no |
| AJG | 2025-01-27 | 284.42 | 0.3055 | 0.4633 | no |
| APTV | 2025-01-27 | 64.11 | 0.2273 | 0.4456 | no |
| BIIB | 2025-01-27 | 146.55 | 0.2202 | 0.4743 | no |
| CARR | 2025-01-27 | 66.73 | 0.2491 | 0.5022 | no |
| COP | 2025-01-27 | 96.90 | 0.2776 | 0.4584 | no |
| CSGP | 2025-01-27 | 73.52 | 0.2544 | 0.4323 | no |
| CTAS | 2025-01-27 | 192.44 | 0.2308 | 0.4836 | no |
| CZR | 2025-01-27 | 34.32 | 0.4002 | 0.4296 | no |
| DECK | 2025-01-27 | 211.76 | 0.2560 | 0.4186 | no |
| DELL | 2025-01-27 | 104.17 | 0.2586 | 0.5021 | no |
| DHI | 2025-01-27 | 139.39 | 0.4199 | 0.4515 | no |
| ED | 2025-01-27 | 86.76 | 0.2747 | — | no |
| EG | 2025-01-27 | 357.63 | 0.2062 | 0.4497 | no |
| F | 2025-01-27 | 9.10 | 0.2465 | 0.4396 | no |
| GL | 2025-01-27 | 118.57 | 0.2558 | 0.4527 | no |
| HON | 2025-01-27 | 210.22 | 0.2425 | 0.5040 | no |
| INCY | 2025-01-27 | 72.29 | 0.2507 | 0.4363 | no |
| INTC | 2025-01-27 | 20.81 | 0.9589 | 0.5365 | no |
| KDP | 2025-01-27 | 29.93 | 0.3312 | 0.4072 | no |
| KMI | 2025-01-27 | 27.04 | 0.3454 | 0.4860 | no |
| LDOS | 2025-01-27 | 143.19 | 0.3233 | 0.5009 | no |
| LHX | 2025-01-27 | 214.19 | 0.4414 | 0.5163 | no |
| LMT | 2025-01-27 | 477.13 | 0.3815 | 0.5132 | no |
| MCHP | 2025-01-27 | 55.09 | 0.2257 | 0.5356 | no |
| MCO | 2025-01-27 | 480.42 | 0.2713 | 0.4874 | no |
| MHK | 2025-01-27 | 126.46 | 0.2433 | 0.4613 | no |
| MKTX | 2025-01-27 | 220.31 | 0.2076 | 0.5273 | no |
| MOS | 2025-01-27 | 26.89 | 0.2338 | 0.4034 | no |
| NDSN | 2025-01-27 | 212.95 | 0.2529 | 0.4661 | no |
| NEE | 2025-01-27 | 69.56 | 0.2533 | 0.4510 | no |
| NI | 2025-01-27 | 36.15 | 0.2101 | 0.4611 | no |
| NOC | 2025-01-27 | 487.86 | 0.2220 | 0.4894 | no |
| ON | 2025-01-27 | 54.89 | 0.3744 | 0.5146 | no |
| ORCL | 2025-01-27 | 166.05 | 0.2581 | 0.5070 | no |
| PCG | 2025-01-27 | 16.22 | 0.2951 | 0.4312 | no |
| PHM | 2025-01-27 | 113.36 | 0.2032 | 0.4779 | no |
| PKG | 2025-01-27 | 230.22 | 0.3702 | 0.4372 | no |
| QCOM | 2025-01-27 | 165.74 | 0.2430 | 0.5345 | no |
| RTX | 2025-01-27 | 122.97 | 0.3055 | 0.5022 | no |
| SHW | 2025-01-27 | 354.31 | 0.2870 | 0.4177 | no |
| SYK | 2025-01-27 | 390.27 | 0.3311 | 0.4636 | no |
| TEL | 2025-01-27 | 147.50 | 0.2527 | 0.4594 | no |
| TJX | 2025-01-27 | 120.47 | 0.2439 | 0.4135 | no |
| UNH | 2025-01-27 | 516.78 | 0.2408 | 0.4173 | no |
| UPS | 2025-01-27 | 119.61 | 0.3092 | 0.4577 | no |
| XEL | 2025-01-27 | 63.06 | 0.2690 | 0.4446 | no |
| XOM | 2025-01-27 | 103.08 | 0.2282 | 0.4226 | no |