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 | -3.11% | 0.00% | 2025-03-03 | -17.70% |
| buy & hold | participation factor overlay | 6 months | complete | 2.98% | 5.40% | 2025-07-25 | -17.70% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -2.93% | 0.00% | 2025-03-03 | -16.95% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 3.07% | 5.35% | 2025-07-25 | -16.95% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.22% | 6.56% | 2025-05-16 | -17.31% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.02% | 13.80% | 2025-08-22 | -17.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.39% | 6.74% | 2025-05-16 | -16.19% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 10.35% | 13.43% | 2025-08-22 | -16.19% |
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 | 2025-03-03 | 10.29 | 0.1830 | — | no |
| AJG | 2025-03-03 | 330.94 | 0.2817 | 0.4633 | no |
| ALGN | 2025-03-03 | 188.63 | 0.1712 | 0.4128 | no |
| AMD | 2025-03-03 | 101.52 | 0.2529 | 0.5506 | no |
| AME | 2025-03-03 | 188.04 | 0.1852 | 0.4898 | no |
| ANET | 2025-03-03 | 93.07 | 0.4637 | 0.4932 | no |
| APO | 2025-03-03 | 147.37 | 0.3819 | — | no |
| BF.B | 2025-03-03 | 31.14 | 0.3282 | — | no |
| BR | 2025-03-03 | 233.89 | 0.2028 | 0.4510 | no |
| CAT | 2025-03-03 | 341.63 | 0.1984 | 0.4667 | no |
| CB | 2025-03-03 | 282.14 | 0.1766 | 0.4490 | no |
| CFG | 2025-03-03 | 43.68 | 0.1866 | 0.4120 | no |
| CNC | 2025-03-03 | 58.33 | 0.2059 | 0.4067 | no |
| CPRT | 2025-03-03 | 54.99 | 0.1745 | 0.4114 | no |
| CZR | 2025-03-03 | 33.61 | 0.2827 | 0.4188 | no |
| DECK | 2025-03-03 | 140.17 | 0.2441 | 0.4615 | no |
| DELL | 2025-03-03 | 101.27 | 0.2397 | 0.4969 | no |
| DIS | 2025-03-03 | 111.96 | 0.1709 | 0.4054 | no |
| DLR | 2025-03-03 | 150.52 | 0.2686 | 0.4243 | no |
| DOV | 2025-03-03 | 197.02 | 0.2951 | 0.5042 | no |
| EIX | 2025-03-03 | 50.21 | 0.3502 | 0.4396 | no |
| EOG | 2025-03-03 | 120.56 | 0.2858 | 0.5819 | no |
| ETN | 2025-03-03 | 288.81 | 0.1845 | 0.5096 | no |
| FFIV | 2025-03-03 | 295.46 | 0.2966 | 0.5128 | no |
| FSLR | 2025-03-03 | 135.28 | 0.5437 | 0.4315 | no |
| GDDY | 2025-03-03 | 180.66 | 0.1672 | 0.4149 | no |
| GEN | 2025-03-03 | 26.91 | 0.1755 | 0.5646 | no |
| HON | 2025-03-03 | 205.08 | 0.1706 | 0.5038 | no |
| IQV | 2025-03-03 | 187.72 | 0.2016 | 0.4057 | no |
| LII | 2025-03-03 | 591.38 | 0.2782 | 0.4865 | no |
| MCHP | 2025-03-03 | 60.04 | 0.4396 | 0.5351 | no |
| NUE | 2025-03-03 | 136.62 | 0.1702 | 0.4289 | no |
| ON | 2025-03-03 | 47.59 | 0.8326 | 0.5249 | no |
| ORCL | 2025-03-03 | 164.13 | 0.1955 | 0.5140 | no |
| PFE | 2025-03-03 | 23.77 | 0.2815 | 0.4913 | no |
| RL | 2025-03-03 | 267.62 | 0.4259 | 0.4345 | no |
| SPGI | 2025-03-03 | 498.71 | 0.2177 | 0.4945 | no |
| TER | 2025-03-03 | 110.47 | 0.2583 | 0.5444 | no |
| TFC | 2025-03-03 | 43.51 | 0.2537 | 0.4555 | no |
| TROW | 2025-03-03 | 97.15 | 0.2733 | 0.5056 | no |
| TSCO | 2025-03-03 | 53.65 | 0.1697 | 0.4920 | no |
| TXN | 2025-03-03 | 190.97 | 0.2693 | 0.5095 | no |
| VRSK | 2025-03-03 | 291.31 | 0.1575 | 0.4808 | no |
| VRSN | 2025-03-03 | 233.64 | 0.3616 | 0.4437 | no |
| VRTX | 2025-03-03 | 477.82 | 0.2353 | 0.4459 | no |
| VTRS | 2025-03-03 | 8.64 | 0.5162 | 0.4257 | no |
| WAT | 2025-03-03 | 378.81 | 0.1813 | 0.4184 | no |
| WTW | 2025-03-03 | 333.98 | 0.2699 | 0.4465 | no |
| WYNN | 2025-03-03 | 90.95 | 0.1629 | 0.4307 | no |
| ZBRA | 2025-03-03 | 315.09 | 0.2501 | 0.4435 | no |