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 | -3.31% | 0.00% | 2025-03-03 | -16.51% |
| buy & hold | participation factor overlay | 6 months | complete | 4.33% | 6.16% | 2025-08-22 | -16.51% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.79% | 0.00% | 2025-03-03 | -15.83% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 2.70% | 4.93% | 2025-08-22 | -15.83% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.54% | 8.05% | 2025-05-16 | -15.73% |
| weekly rebalance | participation factor overlay | 6 months | complete | 13.42% | 16.07% | 2025-08-22 | -15.73% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 7.31% | 9.66% | 2025-05-16 | -14.29% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 13.80% | 16.62% | 2025-08-22 | -14.29% |
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 | 0.2019 | 0.4633 | no |
| AMD | 2025-03-03 | 101.52 | 0.2683 | 0.5506 | no |
| ANET | 2025-03-03 | 93.07 | 0.5090 | 0.4932 | no |
| AOS | 2025-03-03 | 64.92 | 0.2049 | 0.4595 | no |
| APO | 2025-03-03 | 147.37 | 0.3304 | — | no |
| CAT | 2025-03-03 | 341.63 | 0.2227 | 0.4667 | no |
| CDW | 2025-03-03 | 174.76 | 0.1866 | 0.5093 | no |
| CPRT | 2025-03-03 | 54.99 | 0.2801 | 0.4114 | no |
| CVS | 2025-03-03 | 62.41 | 0.3657 | 0.4060 | no |
| DECK | 2025-03-03 | 140.17 | 0.1501 | 0.4615 | no |
| DELL | 2025-03-03 | 101.27 | 0.2991 | 0.4969 | no |
| DHI | 2025-03-03 | 124.77 | 0.2498 | 0.4475 | no |
| DLR | 2025-03-03 | 150.52 | 0.3849 | 0.4243 | no |
| DOV | 2025-03-03 | 197.02 | 0.1516 | 0.5042 | no |
| DTE | 2025-03-03 | 126.95 | 0.2128 | 0.4533 | no |
| EIX | 2025-03-03 | 50.21 | 0.4683 | 0.4396 | no |
| EOG | 2025-03-03 | 120.56 | 0.1941 | 0.5819 | no |
| ETN | 2025-03-03 | 288.81 | 0.3566 | 0.5096 | no |
| FDS | 2025-03-03 | 454.20 | 0.1875 | 0.4951 | no |
| FFIV | 2025-03-03 | 295.46 | 0.1595 | 0.5128 | no |
| FSLR | 2025-03-03 | 135.28 | 0.5817 | 0.4315 | no |
| IQV | 2025-03-03 | 187.72 | 0.2874 | 0.4057 | no |
| IRM | 2025-03-03 | 87.60 | 0.2429 | 0.4255 | no |
| J | 2025-03-03 | 125.53 | 0.1668 | 0.4726 | no |
| JBHT | 2025-03-03 | 159.68 | 0.2370 | 0.4614 | no |
| LDOS | 2025-03-03 | 128.88 | 0.2357 | 0.5080 | no |
| LII | 2025-03-03 | 591.38 | 0.2543 | 0.4865 | no |
| LMT | 2025-03-03 | 435.27 | 0.2808 | 0.5062 | no |
| LULU | 2025-03-03 | 365.80 | 0.1899 | 0.4195 | no |
| MCHP | 2025-03-03 | 60.04 | 0.3962 | 0.5351 | no |
| MKTX | 2025-03-03 | 188.51 | 0.3003 | 0.5171 | no |
| NKE | 2025-03-03 | 76.53 | 0.2683 | 0.4154 | no |
| NUE | 2025-03-03 | 136.62 | 0.2618 | 0.4289 | no |
| OKE | 2025-03-03 | 92.86 | 0.2694 | 0.4710 | no |
| ON | 2025-03-03 | 47.59 | 0.9024 | 0.5249 | no |
| PFE | 2025-03-03 | 23.77 | 0.3307 | 0.4913 | no |
| PGR | 2025-03-03 | 264.96 | 0.3155 | 0.4587 | no |
| PH | 2025-03-03 | 665.32 | 0.1679 | 0.5105 | no |
| PHM | 2025-03-03 | 101.67 | 0.1596 | 0.4443 | no |
| PNC | 2025-03-03 | 182.72 | 0.2032 | 0.4402 | no |
| PRU | 2025-03-03 | 107.26 | 0.1515 | 0.4610 | no |
| SYK | 2025-03-03 | 384.75 | 0.1855 | 0.4476 | no |
| TER | 2025-03-03 | 110.47 | 0.2361 | 0.5444 | no |
| TFC | 2025-03-03 | 43.51 | 0.3262 | 0.4555 | no |
| TROW | 2025-03-03 | 97.15 | 0.4371 | 0.5056 | no |
| TSCO | 2025-03-03 | 53.65 | 0.1795 | 0.4920 | no |
| VRSN | 2025-03-03 | 233.64 | 0.2986 | 0.4437 | no |
| VTRS | 2025-03-03 | 8.64 | 0.5540 | 0.4257 | no |
| WTW | 2025-03-03 | 333.98 | 0.2572 | 0.4465 | no |
| ZBRA | 2025-03-03 | 315.09 | 0.3875 | 0.4435 | no |