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 | -8.08% | 0.42% | 2025-02-19 | -16.01% |
| buy & hold | participation factor overlay | 6 months | complete | 6.25% | 6.25% | 2025-07-25 | -16.01% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -7.96% | 0.59% | 2025-01-27 | -14.79% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 5.62% | 5.63% | 2025-07-23 | -14.79% |
| weekly rebalance | participation factor overlay | 3 months | complete | -7.06% | 0.33% | 2025-01-27 | -19.99% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.64% | 8.85% | 2025-07-03 | -19.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -5.52% | 0.59% | 2025-01-27 | -17.85% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.03% | 11.49% | 2025-07-03 | -17.85% |
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 | 0.2407 | 0.4533 | no |
| AES | 2025-01-27 | 10.50 | 0.3881 | — | no |
| AIG | 2025-01-27 | 71.08 | 0.2145 | 0.4566 | no |
| AMD | 2025-01-27 | 117.80 | 0.2635 | 0.5364 | no |
| BA | 2025-01-27 | 175.55 | 0.1997 | 0.4882 | no |
| BIIB | 2025-01-27 | 146.55 | 0.2228 | 0.4743 | no |
| BMY | 2025-01-27 | 56.47 | 0.2787 | 0.4665 | no |
| CARR | 2025-01-27 | 66.73 | 0.1885 | 0.5022 | no |
| COP | 2025-01-27 | 96.90 | 0.3741 | 0.4584 | no |
| CSGP | 2025-01-27 | 73.52 | 0.3483 | 0.4323 | no |
| CTAS | 2025-01-27 | 192.44 | 0.3196 | 0.4836 | no |
| CZR | 2025-01-27 | 34.32 | 0.5170 | 0.4296 | no |
| DELL | 2025-01-27 | 104.17 | 0.2391 | 0.5021 | no |
| DHI | 2025-01-27 | 139.39 | 0.4768 | 0.4515 | no |
| DOV | 2025-01-27 | 193.50 | 0.2069 | 0.5078 | no |
| ED | 2025-01-27 | 86.76 | 0.2024 | — | no |
| ESS | 2025-01-27 | 263.65 | 0.2449 | 0.4101 | no |
| ETN | 2025-01-27 | 322.60 | 0.1899 | 0.5105 | no |
| EXPE | 2025-01-27 | 168.38 | 0.1950 | 0.4825 | no |
| F | 2025-01-27 | 9.10 | 0.2650 | 0.4396 | no |
| FCX | 2025-01-27 | 36.54 | 0.2601 | 0.4536 | no |
| FITB | 2025-01-27 | 42.28 | 0.2164 | 0.4159 | no |
| FMC | 2025-01-27 | 52.47 | 0.2070 | 0.4140 | no |
| GL | 2025-01-27 | 118.57 | 0.3555 | 0.4527 | no |
| INTC | 2025-01-27 | 20.81 | 1.0431 | 0.5365 | no |
| IVZ | 2025-01-27 | 16.38 | 0.2224 | 0.4944 | no |
| KDP | 2025-01-27 | 29.93 | 0.2477 | 0.4072 | no |
| LHX | 2025-01-27 | 214.19 | 0.4047 | 0.5163 | no |
| LMT | 2025-01-27 | 477.13 | 0.2535 | 0.5132 | no |
| MAS | 2025-01-27 | 77.06 | 0.2481 | 0.4272 | no |
| MCO | 2025-01-27 | 480.42 | 0.2182 | 0.4874 | no |
| MHK | 2025-01-27 | 126.46 | 0.2085 | 0.4613 | no |
| MOS | 2025-01-27 | 26.89 | 0.5159 | 0.4034 | no |
| NEE | 2025-01-27 | 69.56 | 0.3292 | 0.4510 | no |
| NSC | 2025-01-27 | 247.48 | 0.2238 | 0.4576 | no |
| ODFL | 2025-01-27 | 187.28 | 0.2791 | 0.4489 | no |
| ON | 2025-01-27 | 54.89 | 0.4877 | 0.5146 | no |
| ORCL | 2025-01-27 | 166.05 | 0.2267 | 0.5070 | no |
| OXY | 2025-01-27 | 47.48 | 0.1966 | 0.4584 | no |
| PKG | 2025-01-27 | 230.22 | 0.2409 | 0.4372 | no |
| QCOM | 2025-01-27 | 165.74 | 0.3244 | 0.5345 | no |
| RTX | 2025-01-27 | 122.97 | 0.2731 | 0.5022 | no |
| SHW | 2025-01-27 | 354.31 | 0.2379 | 0.4177 | no |
| STLD | 2025-01-27 | 119.53 | 0.2912 | 0.5036 | no |
| TEL | 2025-01-27 | 147.50 | 0.2744 | 0.4594 | no |
| TJX | 2025-01-27 | 120.47 | 0.2874 | 0.4135 | no |
| TSCO | 2025-01-27 | 55.37 | 0.2278 | 0.5204 | no |
| UNH | 2025-01-27 | 516.78 | 0.2877 | 0.4173 | no |
| UPS | 2025-01-27 | 119.61 | 0.3519 | 0.4577 | no |
| XEL | 2025-01-27 | 63.06 | 0.2819 | 0.4446 | no |