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 | -3.44% | 0.00% | 2025-03-03 | -17.43% |
| buy & hold | participation factor overlay | 6 months | complete | 3.93% | 5.06% | 2025-08-27 | -17.43% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -2.52% | 0.00% | 2025-03-03 | -16.77% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 2.63% | 3.96% | 2025-07-25 | -16.77% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.92% | 6.08% | 2025-05-16 | -17.83% |
| weekly rebalance | participation factor overlay | 6 months | complete | 12.86% | 15.30% | 2025-08-22 | -17.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.83% | 5.55% | 2025-05-16 | -17.58% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 10.39% | 12.83% | 2025-08-22 | -17.58% |
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 |
|---|---|---|---|---|---|
| AJG | 2025-03-03 | 330.94 | 0.3043 | 0.4633 | no |
| ALB | 2025-03-03 | 76.52 | 0.1842 | 0.4129 | no |
| ALGN | 2025-03-03 | 188.63 | 0.2160 | 0.4128 | no |
| AMD | 2025-03-03 | 101.52 | 0.4204 | 0.5506 | no |
| AME | 2025-03-03 | 188.04 | 0.2333 | 0.4898 | no |
| ANET | 2025-03-03 | 93.07 | 0.2923 | 0.4932 | no |
| APO | 2025-03-03 | 147.37 | 0.3145 | — | no |
| BF.B | 2025-03-03 | 31.14 | 0.2390 | — | no |
| CB | 2025-03-03 | 282.14 | 0.1728 | 0.4490 | no |
| CCL | 2025-03-03 | 23.44 | 0.1948 | 0.4076 | no |
| CI | 2025-03-03 | 296.88 | 0.1591 | 0.4027 | no |
| CPRT | 2025-03-03 | 54.99 | 0.2012 | 0.4114 | no |
| CVS | 2025-03-03 | 62.41 | 0.2498 | 0.4060 | no |
| DAL | 2025-03-03 | 59.08 | 0.1645 | 0.5354 | no |
| DECK | 2025-03-03 | 140.17 | 0.3206 | 0.4615 | no |
| DLR | 2025-03-03 | 150.52 | 0.1754 | 0.4243 | no |
| DOV | 2025-03-03 | 197.02 | 0.2254 | 0.5042 | no |
| EIX | 2025-03-03 | 50.21 | 0.5539 | 0.4396 | no |
| EOG | 2025-03-03 | 120.56 | 0.2702 | 0.5819 | no |
| EW | 2025-03-03 | 72.16 | 0.2374 | 0.4360 | no |
| EXC | 2025-03-03 | 41.74 | 0.2277 | 0.4644 | no |
| FDS | 2025-03-03 | 454.20 | 0.1908 | 0.4951 | no |
| FSLR | 2025-03-03 | 135.28 | 0.6831 | 0.4315 | no |
| HPE | 2025-03-03 | 19.31 | 0.3415 | 0.5165 | no |
| IQV | 2025-03-03 | 187.72 | 0.1725 | 0.4057 | no |
| LMT | 2025-03-03 | 435.27 | 0.3781 | 0.5062 | no |
| LULU | 2025-03-03 | 365.80 | 0.2270 | 0.4195 | no |
| MCHP | 2025-03-03 | 60.04 | 0.5221 | 0.5351 | no |
| MKTX | 2025-03-03 | 188.51 | 0.2079 | 0.5171 | no |
| MSI | 2025-03-03 | 430.67 | 0.2843 | 0.5432 | no |
| NUE | 2025-03-03 | 136.62 | 0.1595 | 0.4289 | no |
| ON | 2025-03-03 | 47.59 | 0.8289 | 0.5249 | no |
| PFE | 2025-03-03 | 23.77 | 0.2507 | 0.4913 | no |
| PNC | 2025-03-03 | 182.72 | 0.2164 | 0.4402 | no |
| PODD | 2025-03-03 | 272.87 | 0.2287 | 0.4524 | no |
| RL | 2025-03-03 | 267.62 | 0.2061 | 0.4345 | no |
| SPGI | 2025-03-03 | 498.71 | 0.1912 | 0.4945 | no |
| TEL | 2025-03-03 | 152.12 | 0.2702 | 0.4552 | no |
| TER | 2025-03-03 | 110.47 | 0.1627 | 0.5444 | no |
| TFC | 2025-03-03 | 43.51 | 0.2823 | 0.4555 | no |
| TGT | 2025-03-03 | 117.76 | 0.1955 | 0.5354 | no |
| TROW | 2025-03-03 | 97.15 | 0.4832 | 0.5056 | no |
| TXN | 2025-03-03 | 190.97 | 0.3803 | 0.5095 | no |
| TXT | 2025-03-03 | 75.36 | 0.2233 | 0.5080 | no |
| URI | 2025-03-03 | 638.92 | 0.2066 | 0.4268 | no |
| VRSN | 2025-03-03 | 233.64 | 0.3431 | 0.4437 | no |
| VRTX | 2025-03-03 | 477.82 | 0.2293 | 0.4459 | no |
| VTRS | 2025-03-03 | 8.64 | 0.4478 | 0.4257 | no |
| WTW | 2025-03-03 | 333.98 | 0.2473 | 0.4465 | no |
| ZBRA | 2025-03-03 | 315.09 | 0.3216 | 0.4435 | no |