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 | -3.37% | 1.58% | 2025-02-19 | -15.88% |
| buy & hold | participation factor overlay | 6 months | complete | 2.73% | 6.06% | 2025-07-25 | -15.88% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.87% | 1.38% | 2025-02-19 | -15.88% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -0.66% | 3.09% | 2025-07-23 | -15.88% |
| weekly rebalance | participation factor overlay | 3 months | complete | -0.29% | 1.26% | 2025-02-19 | -17.71% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.86% | 12.73% | 2025-07-25 | -17.71% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.54% | 1.68% | 2025-05-08 | -15.71% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.91% | 14.56% | 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 |
|---|---|---|---|---|---|
| AES | 2025-02-10 | 9.79 | 0.2487 | — | no |
| AIG | 2025-02-10 | 71.86 | 0.2485 | 0.4566 | no |
| AIZ | 2025-02-10 | 210.72 | 0.2328 | 0.4329 | no |
| AJG | 2025-02-10 | 316.40 | 0.2598 | 0.4630 | no |
| ALB | 2025-02-10 | 75.53 | 0.3353 | 0.4147 | no |
| AMD | 2025-02-10 | 108.44 | 0.6371 | 0.5506 | no |
| AME | 2025-02-10 | 183.53 | 0.3761 | 0.4901 | no |
| BWA | 2025-02-10 | 29.63 | 0.3240 | 0.4303 | no |
| CARR | 2025-02-10 | 63.42 | 0.3849 | 0.5021 | no |
| CCL | 2025-02-10 | 26.33 | 0.3783 | 0.4093 | no |
| CHRW | 2025-02-10 | 93.89 | 0.3570 | 0.4397 | no |
| CNP | 2025-02-10 | 31.06 | 0.2374 | 0.4528 | no |
| DHI | 2025-02-10 | 127.71 | 0.2337 | 0.4515 | no |
| DOW | 2025-02-10 | 35.00 | 0.3918 | 0.4218 | no |
| EIX | 2025-02-10 | 45.88 | 0.3839 | 0.4458 | no |
| EW | 2025-02-10 | 70.63 | 0.2209 | 0.4406 | no |
| FTV | 2025-02-10 | 60.10 | 0.2795 | 0.4988 | no |
| HBAN | 2025-02-10 | 15.85 | 0.2432 | 0.4080 | no |
| HON | 2025-02-10 | 197.14 | 0.2678 | 0.5039 | no |
| IR | 2025-02-10 | 91.44 | 0.3094 | 0.5104 | no |
| LNT | 2025-02-10 | 56.91 | 0.2485 | 0.4220 | no |
| LVS | 2025-02-10 | 41.51 | 0.4402 | 0.4338 | no |
| MCD | 2025-02-10 | 289.70 | 0.2535 | 0.4069 | no |
| MCHP | 2025-02-10 | 49.92 | 0.2444 | 0.5344 | no |
| MGM | 2025-02-10 | 34.60 | 0.2227 | 0.4323 | no |
| MHK | 2025-02-10 | 120.33 | 0.4540 | 0.4605 | no |
| MKTX | 2025-02-10 | 195.08 | 0.3858 | 0.5171 | no |
| MLM | 2025-02-10 | 536.68 | 0.2583 | 0.4817 | no |
| MOS | 2025-02-10 | 25.63 | 0.3870 | 0.4030 | no |
| NKE | 2025-02-10 | 66.02 | 0.2256 | 0.4209 | no |
| ODFL | 2025-02-10 | 197.02 | 0.3171 | 0.4542 | no |
| OMC | 2025-02-10 | 79.47 | 0.3128 | 0.4181 | no |
| PCG | 2025-02-10 | 15.14 | 0.3156 | 0.4313 | no |
| PNC | 2025-02-10 | 190.67 | 0.2944 | 0.4402 | no |
| POOL | 2025-02-10 | 322.08 | 0.3300 | 0.4173 | no |
| PRU | 2025-02-10 | 103.24 | 0.2864 | 0.4610 | no |
| RF | 2025-02-10 | 22.80 | 0.4119 | 0.4363 | no |
| SCHW | 2025-02-10 | 79.77 | 0.2297 | 0.4945 | no |
| SHW | 2025-02-10 | 357.22 | 0.3404 | 0.4165 | no |
| SRE | 2025-02-10 | 78.25 | 0.2282 | 0.4583 | no |
| STLD | 2025-02-10 | 131.11 | 0.2530 | 0.5036 | no |
| SW | 2025-02-10 | 51.57 | 0.3518 | 0.4334 | no |
| TDG | 2025-02-10 | 1245.49 | 0.2929 | 0.4970 | no |
| TGT | 2025-02-10 | 122.83 | 0.2792 | 0.5370 | no |
| TSLA | 2025-02-10 | 356.21 | 0.6242 | 0.4479 | no |
| V | 2025-02-10 | 344.17 | 0.3265 | 0.4096 | no |
| VRTX | 2025-02-10 | 470.58 | 0.2191 | 0.4874 | no |
| WRB | 2025-02-10 | 59.12 | 0.2446 | 0.4462 | no |
| WYNN | 2025-02-10 | 79.26 | 0.2205 | 0.4299 | no |
| ZBH | 2025-02-10 | 100.04 | 0.2393 | 0.4623 | no |