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 | -5.74% | 0.00% | 2025-02-24 | -17.40% |
| buy & hold | participation factor overlay | 6 months | complete | 4.90% | 4.90% | 2025-08-22 | -17.40% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -5.73% | 0.00% | 2025-02-24 | -15.39% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 2.89% | 2.89% | 2025-08-22 | -15.39% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.06% | 6.42% | 2025-05-16 | -17.42% |
| weekly rebalance | participation factor overlay | 6 months | complete | 13.65% | 13.65% | 2025-08-22 | -17.42% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.05% | 6.43% | 2025-05-16 | -16.44% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 13.10% | 13.10% | 2025-08-22 | -16.44% |
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 | 0.3570 | 0.5015 | no |
| ADSK | 2025-02-24 | 287.00 | 0.2171 | 0.4469 | no |
| AES | 2025-02-24 | 9.76 | 0.7437 | — | no |
| AJG | 2025-02-24 | 319.71 | 0.5445 | 0.4634 | no |
| AMD | 2025-02-24 | 111.49 | 0.3582 | 0.5502 | no |
| AME | 2025-02-24 | 184.03 | 0.2937 | 0.4898 | no |
| BLDR | 2025-02-24 | 136.23 | 0.2596 | 0.4574 | no |
| BX | 2025-02-24 | 151.32 | 0.2778 | 0.4846 | no |
| CAG | 2025-02-24 | 22.70 | 0.1823 | 0.4076 | no |
| CARR | 2025-02-24 | 65.82 | 0.2114 | 0.5015 | no |
| CAT | 2025-02-24 | 337.46 | 0.1643 | 0.4667 | no |
| CRM | 2025-02-24 | 307.38 | 0.3223 | 0.5063 | no |
| CZR | 2025-02-24 | 35.84 | 0.1719 | 0.4290 | no |
| DELL | 2025-02-24 | 113.45 | 0.1777 | 0.4979 | no |
| DHI | 2025-02-24 | 123.87 | 0.3217 | 0.4483 | no |
| DVN | 2025-02-24 | 35.89 | 0.2268 | 0.5050 | no |
| ETN | 2025-02-24 | 291.32 | 0.2404 | 0.5096 | no |
| FDS | 2025-02-24 | 450.39 | 0.3050 | 0.4936 | no |
| FOX | 2025-02-24 | 52.12 | 0.1886 | — | no |
| GDDY | 2025-02-24 | 173.71 | 0.2652 | 0.4149 | no |
| GEN | 2025-02-24 | 26.57 | 0.2126 | 0.5646 | no |
| GL | 2025-02-24 | 122.01 | 0.2098 | 0.4654 | no |
| GOOGL | 2025-02-24 | 180.93 | 0.1853 | 0.5476 | no |
| GPN | 2025-02-24 | 100.95 | 0.2330 | 0.4054 | no |
| HON | 2025-02-24 | 202.11 | 0.2655 | 0.5039 | no |
| IP | 2025-02-24 | 52.22 | 0.1676 | 0.4248 | no |
| LDOS | 2025-02-24 | 128.74 | 0.3154 | 0.5086 | no |
| LOW | 2025-02-24 | 231.57 | 0.1565 | 0.5007 | no |
| MCHP | 2025-02-24 | 58.56 | 0.4604 | 0.5342 | no |
| NDAQ | 2025-02-24 | 79.77 | 0.1562 | 0.5008 | no |
| ORCL | 2025-02-24 | 170.64 | 0.1825 | 0.5140 | no |
| PCAR | 2025-02-24 | 102.01 | 0.2063 | 0.4825 | no |
| PEG | 2025-02-24 | 79.00 | 0.1978 | 0.4415 | no |
| PFE | 2025-02-24 | 23.80 | 0.2820 | 0.4913 | no |
| PH | 2025-02-24 | 661.33 | 0.2006 | 0.5105 | no |
| PNC | 2025-02-24 | 179.36 | 0.1588 | 0.4402 | no |
| POOL | 2025-02-24 | 332.24 | 0.1769 | 0.4362 | no |
| RF | 2025-02-24 | 21.86 | 0.2035 | 0.4363 | no |
| ROST | 2025-02-24 | 134.77 | 0.3098 | 0.4338 | no |
| TFC | 2025-02-24 | 43.02 | 0.1663 | 0.4555 | no |
| TGT | 2025-02-24 | 116.85 | 0.2285 | 0.5354 | no |
| TRGP | 2025-02-24 | 193.21 | 0.3032 | 0.4567 | no |
| TROW | 2025-02-24 | 97.27 | 0.1610 | 0.5056 | no |
| TSLA | 2025-02-24 | 338.14 | 0.4294 | 0.4479 | no |
| TXN | 2025-02-24 | 193.97 | 0.3637 | 0.5086 | no |
| V | 2025-02-24 | 344.81 | 0.2076 | 0.4096 | no |
| VRSN | 2025-02-24 | 228.37 | 0.2319 | 0.4437 | no |
| VRTX | 2025-02-24 | 482.84 | 0.3002 | 0.4459 | no |
| XYL | 2025-02-24 | 125.24 | 0.1605 | 0.4735 | no |
| ZBRA | 2025-02-24 | 313.03 | 0.1616 | 0.4435 | no |