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 | -4.67% | 2.31% | 2025-02-19 | -17.42% |
| buy & hold | participation factor overlay | 6 months | complete | 3.44% | 7.43% | 2025-07-25 | -17.42% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.85% | 2.57% | 2025-02-20 | -16.70% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 3.31% | 6.55% | 2025-07-25 | -16.70% |
| weekly rebalance | participation factor overlay | 3 months | complete | 0.96% | 0.96% | 2025-05-02 | -17.54% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.79% | 14.83% | 2025-07-25 | -17.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 0.40% | 1.56% | 2025-02-20 | -17.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 10.90% | 14.05% | 2025-07-25 | -17.31% |
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 |
|---|---|---|---|---|---|
| ADSK | 2025-02-03 | 309.11 | 0.2994 | 0.4537 | no |
| AEP | 2025-02-03 | 92.91 | 0.3600 | 0.4455 | no |
| AES | 2025-02-03 | 9.98 | 0.3530 | — | no |
| AJG | 2025-02-03 | 294.47 | 0.2572 | 0.4630 | no |
| ALB | 2025-02-03 | 79.19 | 0.2282 | 0.4147 | no |
| AMD | 2025-02-03 | 113.88 | 0.3970 | 0.5316 | no |
| AME | 2025-02-03 | 178.59 | 0.2348 | 0.5035 | no |
| AOS | 2025-02-03 | 64.61 | 0.3593 | 0.4598 | no |
| BEN | 2025-02-03 | 20.26 | 0.2955 | 0.5095 | no |
| BLK | 2025-02-03 | 1016.60 | 0.2695 | 0.4885 | no |
| CAG | 2025-02-03 | 23.07 | 0.3104 | 0.4055 | no |
| CARR | 2025-02-03 | 62.23 | 0.3707 | 0.5021 | no |
| CZR | 2025-02-03 | 34.87 | 0.2768 | 0.4296 | no |
| DELL | 2025-02-03 | 97.11 | 0.5966 | 0.4996 | no |
| DVN | 2025-02-03 | 32.64 | 0.4751 | 0.4713 | no |
| ECL | 2025-02-03 | 243.11 | 0.2533 | 0.4154 | no |
| ED | 2025-02-03 | 88.43 | 0.2313 | — | no |
| FANG | 2025-02-03 | 157.92 | 0.3385 | 0.4719 | no |
| FCX | 2025-02-03 | 34.72 | 0.2856 | 0.4536 | no |
| FICO | 2025-02-03 | 1832.42 | 0.3348 | 0.4774 | no |
| GL | 2025-02-03 | 119.68 | 0.2445 | 0.4527 | no |
| ICE | 2025-02-03 | 155.46 | 0.2496 | 0.5233 | no |
| IR | 2025-02-03 | 91.24 | 0.2716 | 0.5104 | no |
| LHX | 2025-02-03 | 204.62 | 0.6442 | 0.5198 | no |
| MCD | 2025-02-03 | 275.09 | 0.2440 | 0.4065 | no |
| MCHP | 2025-02-03 | 50.52 | 0.3222 | 0.5347 | no |
| MDLZ | 2025-02-03 | 55.27 | 0.2244 | 0.4103 | no |
| MGM | 2025-02-03 | 32.76 | 0.2969 | 0.4323 | no |
| MHK | 2025-02-03 | 119.64 | 0.4621 | 0.4614 | no |
| MOS | 2025-02-03 | 25.45 | 0.4249 | 0.4033 | no |
| NCLH | 2025-02-03 | 27.08 | 0.2487 | 0.4548 | no |
| NDSN | 2025-02-03 | 213.03 | 0.2482 | 0.4661 | no |
| NKE | 2025-02-03 | 71.30 | 0.4827 | 0.4190 | no |
| ODFL | 2025-02-03 | 186.00 | 0.3968 | 0.4489 | no |
| ON | 2025-02-03 | 50.65 | 0.3375 | 0.5145 | no |
| PHM | 2025-02-03 | 109.92 | 0.2918 | 0.4522 | no |
| POOL | 2025-02-03 | 326.24 | 0.2582 | 0.4174 | no |
| PPL | 2025-02-03 | 31.57 | 0.2766 | 0.4538 | no |
| ROP | 2025-02-03 | 568.58 | 0.2590 | 0.4620 | no |
| RTX | 2025-02-03 | 124.79 | 0.2444 | 0.4984 | no |
| SO | 2025-02-03 | 78.88 | 0.2902 | 0.4267 | no |
| SRE | 2025-02-03 | 78.04 | 0.3320 | 0.4583 | no |
| SWK | 2025-02-03 | 79.21 | 0.2501 | 0.5165 | no |
| TECH | 2025-02-03 | 71.39 | 0.2679 | 0.4495 | no |
| TSLA | 2025-02-03 | 386.68 | 0.3179 | 0.4479 | no |
| UNP | 2025-02-03 | 233.06 | 0.2204 | 0.4514 | no |
| URI | 2025-02-03 | 727.93 | 0.3066 | 0.4263 | no |
| V | 2025-02-03 | 335.59 | 0.2395 | 0.4096 | no |
| VRSK | 2025-02-03 | 283.29 | 0.3493 | 0.4903 | no |
| WYNN | 2025-02-03 | 82.90 | 0.5525 | 0.4299 | no |