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 | -4.01% | 2.27% | 2025-02-19 | -16.02% |
| buy & hold | participation factor overlay | 6 months | complete | 3.88% | 6.63% | 2025-07-25 | -16.02% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.21% | 3.20% | 2025-02-19 | -15.60% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 4.16% | 6.46% | 2025-07-25 | -15.60% |
| weekly rebalance | participation factor overlay | 3 months | complete | -1.50% | 0.69% | 2025-02-04 | -17.77% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.45% | 12.02% | 2025-07-25 | -17.77% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.14% | 1.34% | 2025-02-20 | -15.71% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.17% | 14.73% | 2025-07-25 | -15.71% |
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 | 0.4299 | 0.4537 | no |
| AEP | 2025-02-03 | 92.91 | 0.2994 | 0.4455 | no |
| AES | 2025-02-03 | 9.98 | 0.6245 | — | no |
| AJG | 2025-02-03 | 294.47 | 0.3259 | 0.4630 | no |
| ALB | 2025-02-03 | 79.19 | 0.4574 | 0.4147 | no |
| AMD | 2025-02-03 | 113.88 | 0.3350 | 0.5316 | no |
| AOS | 2025-02-03 | 64.61 | 0.3129 | 0.4598 | no |
| AWK | 2025-02-03 | 118.89 | 0.2892 | 0.4640 | no |
| BLDR | 2025-02-03 | 162.90 | 0.3610 | 0.4691 | no |
| BLK | 2025-02-03 | 1016.60 | 0.3756 | 0.4885 | no |
| BSX | 2025-02-03 | 101.41 | 0.2228 | 0.4317 | no |
| CSGP | 2025-02-03 | 76.52 | 0.3302 | 0.4324 | no |
| CTAS | 2025-02-03 | 199.26 | 0.3320 | 0.4841 | no |
| CVS | 2025-02-03 | 53.22 | 0.2670 | 0.4245 | no |
| CZR | 2025-02-03 | 34.87 | 0.2519 | 0.4296 | no |
| DELL | 2025-02-03 | 97.11 | 0.2903 | 0.4996 | no |
| DVN | 2025-02-03 | 32.64 | 0.3713 | 0.4713 | no |
| ED | 2025-02-03 | 88.43 | 0.4136 | — | no |
| FANG | 2025-02-03 | 157.92 | 0.2102 | 0.4719 | no |
| FCX | 2025-02-03 | 34.72 | 0.2421 | 0.4536 | no |
| FMC | 2025-02-03 | 51.20 | 0.2067 | 0.4139 | no |
| FTV | 2025-02-03 | 59.57 | 0.2413 | 0.5010 | no |
| GL | 2025-02-03 | 119.68 | 0.3672 | 0.4527 | no |
| INTC | 2025-02-03 | 18.97 | 0.3868 | 0.5355 | no |
| IR | 2025-02-03 | 91.24 | 0.2116 | 0.5104 | no |
| IT | 2025-02-03 | 536.56 | 0.2366 | 0.4849 | no |
| LHX | 2025-02-03 | 204.62 | 0.7895 | 0.5198 | no |
| MCHP | 2025-02-03 | 50.52 | 0.3286 | 0.5347 | no |
| MET | 2025-02-03 | 80.61 | 0.2248 | 0.4432 | no |
| MGM | 2025-02-03 | 32.76 | 0.2647 | 0.4323 | no |
| MHK | 2025-02-03 | 119.64 | 0.5494 | 0.4614 | no |
| MKTX | 2025-02-03 | 213.10 | 0.2265 | 0.5273 | no |
| MLM | 2025-02-03 | 530.68 | 0.2067 | 0.4817 | no |
| MOS | 2025-02-03 | 25.45 | 0.1963 | 0.4033 | no |
| NFLX | 2025-02-03 | 97.30 | 0.2015 | — | no |
| NI | 2025-02-03 | 35.26 | 0.2154 | 0.4610 | no |
| NKE | 2025-02-03 | 71.30 | 0.3617 | 0.4190 | no |
| PHM | 2025-02-03 | 109.92 | 0.2598 | 0.4522 | no |
| POOL | 2025-02-03 | 326.24 | 0.2427 | 0.4174 | no |
| PPL | 2025-02-03 | 31.57 | 0.2509 | 0.4538 | no |
| ROP | 2025-02-03 | 568.58 | 0.3397 | 0.4620 | no |
| RTX | 2025-02-03 | 124.79 | 0.2992 | 0.4984 | no |
| SO | 2025-02-03 | 78.88 | 0.2238 | 0.4267 | no |
| SWK | 2025-02-03 | 79.21 | 0.2676 | 0.5165 | no |
| TECH | 2025-02-03 | 71.39 | 0.2352 | 0.4495 | no |
| TER | 2025-02-03 | 111.96 | 0.2397 | 0.5431 | no |
| VRSK | 2025-02-03 | 283.29 | 0.1982 | 0.4903 | no |
| WTW | 2025-02-03 | 323.52 | 0.2053 | 0.4383 | no |
| WYNN | 2025-02-03 | 82.90 | 0.4132 | 0.4299 | no |
| XYL | 2025-02-03 | 119.53 | 0.2363 | 0.4791 | no |