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 | -4.25% | 0.00% | 2025-02-24 | -15.88% |
| buy & hold | participation factor overlay | 6 months | complete | 5.95% | 5.95% | 2025-08-22 | -15.88% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -5.81% | 0.00% | 2025-02-24 | -15.90% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 3.62% | 3.62% | 2025-08-22 | -15.90% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.08% | 6.38% | 2025-05-16 | -17.60% |
| weekly rebalance | participation factor overlay | 6 months | complete | 15.62% | 15.62% | 2025-08-22 | -17.60% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.91% | 5.17% | 2025-05-16 | -17.87% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 12.44% | 12.44% | 2025-08-22 | -17.87% |
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 | 0.2426 | 0.5015 | no |
| ACGL | 2025-02-24 | 88.44 | 0.1966 | 0.4371 | no |
| ADSK | 2025-02-24 | 287.00 | 0.2259 | 0.4469 | no |
| AES | 2025-02-24 | 9.76 | 0.6800 | — | no |
| AJG | 2025-02-24 | 319.71 | 0.4038 | 0.4634 | no |
| AKAM | 2025-02-24 | 77.90 | 0.2559 | 0.4818 | no |
| AME | 2025-02-24 | 184.03 | 0.3617 | 0.4898 | no |
| BIIB | 2025-02-24 | 141.28 | 0.2505 | 0.4882 | no |
| BX | 2025-02-24 | 151.32 | 0.2249 | 0.4846 | no |
| CARR | 2025-02-24 | 65.82 | 0.3771 | 0.5015 | no |
| CAT | 2025-02-24 | 337.46 | 0.1920 | 0.4667 | no |
| CCL | 2025-02-24 | 23.34 | 0.1854 | 0.4077 | no |
| COO | 2025-02-24 | 88.54 | 0.2877 | 0.4072 | no |
| DHI | 2025-02-24 | 123.87 | 0.2157 | 0.4483 | no |
| DOV | 2025-02-24 | 197.47 | 0.2322 | 0.5042 | no |
| DTE | 2025-02-24 | 126.08 | 0.1770 | 0.4533 | no |
| EW | 2025-02-24 | 73.61 | 0.2402 | 0.4360 | no |
| GE | 2025-02-24 | 200.94 | 0.2400 | 0.4937 | no |
| GOOGL | 2025-02-24 | 180.93 | 0.1917 | 0.5476 | no |
| GPN | 2025-02-24 | 100.95 | 0.3120 | 0.4054 | no |
| HON | 2025-02-24 | 202.11 | 0.2308 | 0.5039 | no |
| KMI | 2025-02-24 | 24.97 | 0.1820 | 0.4859 | no |
| LDOS | 2025-02-24 | 128.74 | 0.2361 | 0.5086 | no |
| LULU | 2025-02-24 | 364.00 | 0.2202 | 0.4201 | no |
| MCHP | 2025-02-24 | 58.56 | 0.5085 | 0.5342 | no |
| MHK | 2025-02-24 | 116.67 | 0.3786 | 0.4574 | no |
| MKTX | 2025-02-24 | 189.04 | 0.2358 | 0.5171 | no |
| MSI | 2025-02-24 | 413.09 | 0.1769 | 0.5432 | no |
| NUE | 2025-02-24 | 132.36 | 0.2018 | 0.4307 | no |
| PCAR | 2025-02-24 | 102.01 | 0.2334 | 0.4825 | no |
| PEG | 2025-02-24 | 79.00 | 0.2153 | 0.4415 | no |
| PFE | 2025-02-24 | 23.80 | 0.3866 | 0.4913 | no |
| PH | 2025-02-24 | 661.33 | 0.1632 | 0.5105 | no |
| PNC | 2025-02-24 | 179.36 | 0.2494 | 0.4402 | no |
| POOL | 2025-02-24 | 332.24 | 0.2257 | 0.4362 | no |
| PRU | 2025-02-24 | 101.93 | 0.2938 | 0.4610 | no |
| ROST | 2025-02-24 | 134.77 | 0.3891 | 0.4338 | no |
| SHW | 2025-02-24 | 341.26 | 0.2767 | 0.4176 | no |
| SRE | 2025-02-24 | 83.27 | 0.2152 | 0.4583 | no |
| TEL | 2025-02-24 | 152.12 | 0.2019 | 0.4548 | no |
| TFC | 2025-02-24 | 43.02 | 0.2694 | 0.4555 | no |
| TGT | 2025-02-24 | 116.85 | 0.2268 | 0.5354 | no |
| TROW | 2025-02-24 | 97.27 | 0.2644 | 0.5056 | no |
| TSLA | 2025-02-24 | 338.14 | 0.3719 | 0.4479 | no |
| TXN | 2025-02-24 | 193.97 | 0.4131 | 0.5086 | no |
| ULTA | 2025-02-24 | 361.51 | 0.3307 | 0.4258 | no |
| V | 2025-02-24 | 344.81 | 0.1669 | 0.4096 | no |
| VMC | 2025-02-24 | 250.07 | 0.1778 | 0.4708 | no |
| VRTX | 2025-02-24 | 482.84 | 0.3478 | 0.4459 | no |
| ZBRA | 2025-02-24 | 313.03 | 0.1851 | 0.4435 | no |