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 | -4.97% | 1.13% | 2025-02-19 | -15.72% |
| buy & hold | participation factor overlay | 6 months | complete | -0.88% | 3.28% | 2025-07-25 | -15.72% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.43% | 1.27% | 2025-02-19 | -13.92% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -1.93% | 2.23% | 2025-07-23 | -13.92% |
| weekly rebalance | participation factor overlay | 3 months | complete | -0.53% | 0.69% | 2025-02-19 | -18.22% |
| weekly rebalance | participation factor overlay | 6 months | complete | 9.35% | 11.66% | 2025-07-03 | -18.22% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 0.74% | 1.07% | 2025-02-20 | -16.72% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.33% | 13.56% | 2025-07-03 | -16.72% |
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 |
|---|---|---|---|---|---|
| AIG | 2025-02-10 | 71.86 | 0.2525 | 0.4566 | no |
| AJG | 2025-02-10 | 316.40 | 0.3288 | 0.4630 | no |
| ALB | 2025-02-10 | 75.53 | 0.3686 | 0.4147 | no |
| AMD | 2025-02-10 | 108.44 | 0.7184 | 0.5506 | no |
| AME | 2025-02-10 | 183.53 | 0.2985 | 0.4901 | no |
| AON | 2025-02-10 | 382.86 | 0.2532 | 0.4380 | no |
| BWA | 2025-02-10 | 29.63 | 0.3248 | 0.4303 | no |
| CAG | 2025-02-10 | 22.23 | 0.2418 | 0.4027 | no |
| CARR | 2025-02-10 | 63.42 | 0.3726 | 0.5021 | no |
| CHRW | 2025-02-10 | 93.89 | 0.3637 | 0.4397 | no |
| CNP | 2025-02-10 | 31.06 | 0.2234 | 0.4528 | no |
| CZR | 2025-02-10 | 35.79 | 0.2366 | 0.4296 | no |
| DECK | 2025-02-10 | 168.73 | 0.2132 | 0.4664 | no |
| DOW | 2025-02-10 | 35.00 | 0.2704 | 0.4218 | no |
| ECL | 2025-02-10 | 242.73 | 0.2364 | 0.4155 | no |
| F | 2025-02-10 | 8.32 | 0.3187 | 0.4385 | no |
| FITB | 2025-02-10 | 42.05 | 0.2187 | 0.4159 | no |
| GL | 2025-02-10 | 121.60 | 0.2641 | 0.4654 | no |
| HON | 2025-02-10 | 197.14 | 0.2652 | 0.5039 | no |
| ICE | 2025-02-10 | 163.75 | 0.2250 | 0.5239 | no |
| IEX | 2025-02-10 | 192.85 | 0.2316 | 0.4958 | no |
| IR | 2025-02-10 | 91.44 | 0.3413 | 0.5104 | no |
| KHC | 2025-02-10 | 26.14 | 0.2312 | 0.4079 | no |
| LNT | 2025-02-10 | 56.91 | 0.2398 | 0.4220 | no |
| LOW | 2025-02-10 | 247.55 | 0.2377 | 0.5022 | no |
| LVS | 2025-02-10 | 41.51 | 0.2144 | 0.4338 | no |
| MCD | 2025-02-10 | 289.70 | 0.2731 | 0.4069 | no |
| MCHP | 2025-02-10 | 49.92 | 0.2988 | 0.5344 | no |
| MHK | 2025-02-10 | 120.33 | 0.3466 | 0.4605 | no |
| MKTX | 2025-02-10 | 195.08 | 0.2337 | 0.5171 | no |
| MLM | 2025-02-10 | 536.68 | 0.2636 | 0.4817 | no |
| MOS | 2025-02-10 | 25.63 | 0.2673 | 0.4030 | no |
| MRNA | 2025-02-10 | 33.00 | 0.4131 | 0.4072 | no |
| ODFL | 2025-02-10 | 197.02 | 0.2972 | 0.4542 | no |
| OKE | 2025-02-10 | 89.95 | 0.2421 | 0.4940 | no |
| OMC | 2025-02-10 | 79.47 | 0.2942 | 0.4181 | no |
| PNC | 2025-02-10 | 190.67 | 0.2497 | 0.4402 | no |
| POOL | 2025-02-10 | 322.08 | 0.3092 | 0.4173 | no |
| PRU | 2025-02-10 | 103.24 | 0.3836 | 0.4610 | no |
| RF | 2025-02-10 | 22.80 | 0.2164 | 0.4363 | no |
| SHW | 2025-02-10 | 357.22 | 0.2421 | 0.4165 | no |
| SW | 2025-02-10 | 51.57 | 0.3100 | 0.4334 | no |
| TDG | 2025-02-10 | 1245.49 | 0.2514 | 0.4970 | no |
| TGT | 2025-02-10 | 122.83 | 0.3823 | 0.5370 | no |
| TRMB | 2025-02-10 | 74.76 | 0.2321 | 0.5155 | no |
| TSLA | 2025-02-10 | 356.21 | 0.6530 | 0.4479 | no |
| V | 2025-02-10 | 344.17 | 0.2405 | 0.4096 | no |
| VRTX | 2025-02-10 | 470.58 | 0.2723 | 0.4874 | no |
| WRB | 2025-02-10 | 59.12 | 0.2409 | 0.4462 | no |
| ZBH | 2025-02-10 | 100.04 | 0.2771 | 0.4623 | no |