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 | -5.22% | 1.48% | 2025-02-19 | -17.23% |
| buy & hold | participation factor overlay | 6 months | complete | 0.79% | 3.88% | 2025-07-25 | -17.23% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -6.41% | 1.70% | 2025-02-19 | -18.93% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -3.58% | 1.70% | 2025-02-19 | -18.93% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.98% | 1.98% | 2025-05-09 | -17.54% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.68% | 14.71% | 2025-07-25 | -17.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.25% | 1.34% | 2025-05-08 | -17.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 10.82% | 13.75% | 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 |
|---|---|---|---|---|---|
| ALB | 2025-02-10 | 75.53 | 0.2691 | 0.4147 | no |
| ALLE | 2025-02-10 | 127.05 | 0.2385 | 0.5378 | no |
| AMD | 2025-02-10 | 108.44 | 0.4857 | 0.5506 | no |
| AME | 2025-02-10 | 183.53 | 0.3514 | 0.4901 | no |
| AMGN | 2025-02-10 | 281.76 | 0.2211 | 0.4270 | no |
| AON | 2025-02-10 | 382.86 | 0.2861 | 0.4380 | no |
| BLK | 2025-02-10 | 959.26 | 0.2327 | 0.4885 | no |
| BWA | 2025-02-10 | 29.63 | 0.3323 | 0.4303 | no |
| CARR | 2025-02-10 | 63.42 | 0.4497 | 0.5021 | no |
| CHRW | 2025-02-10 | 93.89 | 0.4285 | 0.4397 | no |
| CNP | 2025-02-10 | 31.06 | 0.2763 | 0.4528 | no |
| COO | 2025-02-10 | 93.70 | 0.2985 | 0.4072 | no |
| DD | 2025-02-10 | 92.49 | 0.2536 | 0.4205 | no |
| DECK | 2025-02-10 | 168.73 | 0.2376 | 0.4664 | no |
| DOW | 2025-02-10 | 35.00 | 0.2487 | 0.4218 | no |
| EIX | 2025-02-10 | 45.88 | 0.2181 | 0.4458 | no |
| FITB | 2025-02-10 | 42.05 | 0.3203 | 0.4159 | no |
| GM | 2025-02-10 | 46.61 | 0.3491 | 0.4551 | no |
| HBAN | 2025-02-10 | 15.85 | 0.2448 | 0.4080 | no |
| HON | 2025-02-10 | 197.14 | 0.2477 | 0.5039 | no |
| INTC | 2025-02-10 | 19.25 | 0.2473 | 0.5359 | no |
| IR | 2025-02-10 | 91.44 | 0.2441 | 0.5104 | no |
| LHX | 2025-02-10 | 199.66 | 0.2198 | 0.5199 | no |
| LNT | 2025-02-10 | 56.91 | 0.3196 | 0.4220 | no |
| LOW | 2025-02-10 | 247.55 | 0.2414 | 0.5022 | no |
| LVS | 2025-02-10 | 41.51 | 0.4574 | 0.4338 | no |
| MCD | 2025-02-10 | 289.70 | 0.2707 | 0.4069 | no |
| MCHP | 2025-02-10 | 49.92 | 0.2780 | 0.5344 | no |
| MKTX | 2025-02-10 | 195.08 | 0.3953 | 0.5171 | no |
| MLM | 2025-02-10 | 536.68 | 0.2504 | 0.4817 | no |
| MOS | 2025-02-10 | 25.63 | 0.3182 | 0.4030 | no |
| MRNA | 2025-02-10 | 33.00 | 0.4770 | 0.4072 | no |
| ODFL | 2025-02-10 | 197.02 | 0.3763 | 0.4542 | no |
| OKE | 2025-02-10 | 89.95 | 0.3555 | 0.4940 | no |
| PCG | 2025-02-10 | 15.14 | 0.3133 | 0.4313 | no |
| PEG | 2025-02-10 | 78.97 | 0.2206 | 0.4415 | no |
| PNC | 2025-02-10 | 190.67 | 0.3223 | 0.4402 | no |
| POOL | 2025-02-10 | 322.08 | 0.3742 | 0.4173 | no |
| PRU | 2025-02-10 | 103.24 | 0.2210 | 0.4610 | no |
| RF | 2025-02-10 | 22.80 | 0.2784 | 0.4363 | no |
| SW | 2025-02-10 | 51.57 | 0.3216 | 0.4334 | no |
| SWKS | 2025-02-10 | 61.66 | 0.2479 | 0.5472 | no |
| SYY | 2025-02-10 | 68.28 | 0.2166 | 0.4618 | no |
| TFX | 2025-02-10 | 168.53 | 0.3007 | 0.4521 | no |
| TGT | 2025-02-10 | 122.83 | 0.2651 | 0.5370 | no |
| TROW | 2025-02-10 | 100.91 | 0.2643 | 0.5056 | no |
| TSLA | 2025-02-10 | 356.21 | 0.4906 | 0.4479 | no |
| VRSK | 2025-02-10 | 290.12 | 0.2735 | 0.4903 | no |
| WMB | 2025-02-10 | 53.06 | 0.2361 | 0.4962 | no |
| XYL | 2025-02-10 | 129.03 | 0.3068 | 0.4738 | no |