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 | -3.28% | 0.75% | 2025-02-19 | -14.07% |
| buy & hold | participation factor overlay | 6 months | complete | 2.28% | 4.86% | 2025-07-25 | -14.07% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -2.71% | 1.09% | 2025-02-19 | -14.03% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 1.31% | 3.90% | 2025-07-10 | -14.03% |
| weekly rebalance | participation factor overlay | 3 months | complete | -2.41% | 0.00% | 2025-02-10 | -18.96% |
| weekly rebalance | participation factor overlay | 6 months | complete | 9.20% | 11.06% | 2025-07-25 | -18.96% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -2.54% | 0.55% | 2025-02-19 | -18.62% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.22% | 10.40% | 2025-07-23 | -18.62% |
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 |
|---|---|---|---|---|---|
| AES | 2025-02-10 | 9.79 | 0.2625 | — | no |
| AIG | 2025-02-10 | 71.86 | 0.3455 | 0.4566 | no |
| AJG | 2025-02-10 | 316.40 | 0.2914 | 0.4630 | no |
| ALB | 2025-02-10 | 75.53 | 0.3021 | 0.4147 | no |
| AMD | 2025-02-10 | 108.44 | 0.6484 | 0.5506 | no |
| AME | 2025-02-10 | 183.53 | 0.4554 | 0.4901 | no |
| AMT | 2025-02-10 | 179.62 | 0.2733 | 0.4040 | no |
| BWA | 2025-02-10 | 29.63 | 0.4682 | 0.4303 | no |
| CAG | 2025-02-10 | 22.23 | 0.2370 | 0.4027 | no |
| CARR | 2025-02-10 | 63.42 | 0.3839 | 0.5021 | no |
| CHRW | 2025-02-10 | 93.89 | 0.5991 | 0.4397 | no |
| DECK | 2025-02-10 | 168.73 | 0.3993 | 0.4664 | no |
| DG | 2025-02-10 | 70.51 | 0.2496 | 0.5365 | no |
| DOW | 2025-02-10 | 35.00 | 0.2329 | 0.4218 | no |
| EIX | 2025-02-10 | 45.88 | 0.4874 | 0.4458 | no |
| ELV | 2025-02-10 | 379.36 | 0.2391 | 0.4029 | no |
| FDS | 2025-02-10 | 460.65 | 0.2109 | 0.4940 | no |
| FITB | 2025-02-10 | 42.05 | 0.3036 | 0.4159 | no |
| FTV | 2025-02-10 | 60.10 | 0.2492 | 0.4988 | no |
| GL | 2025-02-10 | 121.60 | 0.2315 | 0.4654 | no |
| HBAN | 2025-02-10 | 15.85 | 0.3092 | 0.4080 | no |
| HON | 2025-02-10 | 197.14 | 0.2413 | 0.5039 | no |
| IR | 2025-02-10 | 91.44 | 0.2411 | 0.5104 | no |
| KDP | 2025-02-10 | 29.70 | 0.3118 | 0.4069 | no |
| LHX | 2025-02-10 | 199.66 | 0.2311 | 0.5199 | no |
| LOW | 2025-02-10 | 247.55 | 0.2396 | 0.5022 | no |
| LVS | 2025-02-10 | 41.51 | 0.3140 | 0.4338 | no |
| MCD | 2025-02-10 | 289.70 | 0.3138 | 0.4069 | no |
| MCHP | 2025-02-10 | 49.92 | 0.2780 | 0.5344 | no |
| MHK | 2025-02-10 | 120.33 | 0.2571 | 0.4605 | no |
| MKTX | 2025-02-10 | 195.08 | 0.3830 | 0.5171 | no |
| NTRS | 2025-02-10 | 108.84 | 0.2107 | 0.4615 | no |
| ODFL | 2025-02-10 | 197.02 | 0.3591 | 0.4542 | no |
| OKE | 2025-02-10 | 89.95 | 0.2772 | 0.4940 | no |
| PEG | 2025-02-10 | 78.97 | 0.2670 | 0.4415 | no |
| PNC | 2025-02-10 | 190.67 | 0.3010 | 0.4402 | no |
| POOL | 2025-02-10 | 322.08 | 0.3661 | 0.4173 | no |
| PRU | 2025-02-10 | 103.24 | 0.2780 | 0.4610 | no |
| RF | 2025-02-10 | 22.80 | 0.2349 | 0.4363 | no |
| RTX | 2025-02-10 | 124.38 | 0.2584 | 0.4985 | no |
| SHW | 2025-02-10 | 357.22 | 0.4018 | 0.4165 | no |
| SW | 2025-02-10 | 51.57 | 0.2439 | 0.4334 | no |
| SWKS | 2025-02-10 | 61.66 | 0.2433 | 0.5472 | no |
| SYY | 2025-02-10 | 68.28 | 0.2923 | 0.4618 | no |
| TGT | 2025-02-10 | 122.83 | 0.3803 | 0.5370 | no |
| TSLA | 2025-02-10 | 356.21 | 0.5540 | 0.4479 | no |
| VMC | 2025-02-10 | 270.77 | 0.2154 | 0.4853 | no |
| VRSK | 2025-02-10 | 290.12 | 0.2259 | 0.4903 | no |
| WRB | 2025-02-10 | 59.12 | 0.2536 | 0.4462 | no |
| WYNN | 2025-02-10 | 79.26 | 0.2424 | 0.4299 | no |