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 | -4.53% | 0.00% | 2025-02-24 | -15.08% |
| buy & hold | participation factor overlay | 6 months | complete | 4.00% | 4.00% | 2025-08-22 | -15.08% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -5.03% | 0.00% | 2025-02-24 | -14.90% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 2.77% | 2.77% | 2025-08-22 | -14.90% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.35% | 9.20% | 2025-05-16 | -16.48% |
| weekly rebalance | participation factor overlay | 6 months | complete | 15.81% | 15.81% | 2025-08-22 | -16.48% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.80% | 7.46% | 2025-05-16 | -16.52% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 14.16% | 14.16% | 2025-08-22 | -16.52% |
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 |
|---|---|---|---|---|---|
| AAPL | 2025-02-24 | 243.43 | 0.3556 | 0.5015 | no |
| ACGL | 2025-02-24 | 88.44 | 0.2071 | 0.4371 | no |
| AES | 2025-02-24 | 9.76 | 0.6963 | — | no |
| AJG | 2025-02-24 | 319.71 | 0.3803 | 0.4634 | no |
| AKAM | 2025-02-24 | 77.90 | 0.2570 | 0.4818 | no |
| AME | 2025-02-24 | 184.03 | 0.2606 | 0.4898 | no |
| APO | 2025-02-24 | 148.36 | 0.3520 | — | no |
| BF.B | 2025-02-24 | 30.19 | 0.2297 | — | no |
| BSX | 2025-02-24 | 104.25 | 0.1955 | 0.4393 | no |
| CARR | 2025-02-24 | 65.82 | 0.2329 | 0.5015 | no |
| COO | 2025-02-24 | 88.54 | 0.2691 | 0.4072 | no |
| CRM | 2025-02-24 | 307.38 | 0.2157 | 0.5063 | no |
| DHI | 2025-02-24 | 123.87 | 0.2396 | 0.4483 | no |
| DVN | 2025-02-24 | 35.89 | 0.3753 | 0.5050 | no |
| FDS | 2025-02-24 | 450.39 | 0.3067 | 0.4936 | no |
| GD | 2025-02-24 | 237.81 | 0.2057 | 0.4844 | no |
| GDDY | 2025-02-24 | 173.71 | 0.2726 | 0.4149 | no |
| GEN | 2025-02-24 | 26.57 | 0.2486 | 0.5646 | no |
| GL | 2025-02-24 | 122.01 | 0.2169 | 0.4654 | no |
| GNRC | 2025-02-24 | 138.60 | 0.3112 | 0.4034 | no |
| GPN | 2025-02-24 | 100.95 | 0.2042 | 0.4054 | no |
| HON | 2025-02-24 | 202.11 | 0.2257 | 0.5039 | no |
| IR | 2025-02-24 | 83.80 | 0.2029 | 0.5050 | no |
| LDOS | 2025-02-24 | 128.74 | 0.2001 | 0.5086 | no |
| MAR | 2025-02-24 | 275.01 | 0.2465 | 0.4322 | no |
| MCHP | 2025-02-24 | 58.56 | 0.5589 | 0.5342 | no |
| MHK | 2025-02-24 | 116.67 | 0.1944 | 0.4574 | no |
| MRNA | 2025-02-24 | 33.88 | 0.2915 | 0.4371 | no |
| PCAR | 2025-02-24 | 102.01 | 0.1865 | 0.4825 | no |
| PEG | 2025-02-24 | 79.00 | 0.3230 | 0.4415 | no |
| PFE | 2025-02-24 | 23.80 | 0.4019 | 0.4913 | no |
| PH | 2025-02-24 | 661.33 | 0.2997 | 0.5105 | no |
| PHM | 2025-02-24 | 101.72 | 0.2755 | 0.4458 | no |
| PRU | 2025-02-24 | 101.93 | 0.2518 | 0.4610 | no |
| ROST | 2025-02-24 | 134.77 | 0.2592 | 0.4338 | no |
| SHW | 2025-02-24 | 341.26 | 0.2210 | 0.4176 | no |
| SRE | 2025-02-24 | 83.27 | 0.2202 | 0.4583 | no |
| STLD | 2025-02-24 | 132.05 | 0.1787 | 0.5036 | no |
| TFC | 2025-02-24 | 43.02 | 0.3054 | 0.4555 | no |
| TGT | 2025-02-24 | 116.85 | 0.2063 | 0.5354 | no |
| TRGP | 2025-02-24 | 193.21 | 0.3512 | 0.4567 | no |
| TROW | 2025-02-24 | 97.27 | 0.1927 | 0.5056 | no |
| TSLA | 2025-02-24 | 338.14 | 0.2500 | 0.4479 | no |
| TXN | 2025-02-24 | 193.97 | 0.1800 | 0.5086 | no |
| ULTA | 2025-02-24 | 361.51 | 0.2187 | 0.4258 | no |
| V | 2025-02-24 | 344.81 | 0.1834 | 0.4096 | no |
| VLO | 2025-02-24 | 129.80 | 0.2783 | 0.4143 | no |
| VRSN | 2025-02-24 | 228.37 | 0.2372 | 0.4437 | no |
| VRTX | 2025-02-24 | 482.84 | 0.3279 | 0.4459 | no |
| XEL | 2025-02-24 | 66.77 | 0.1718 | 0.4462 | no |