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 | 8.69% | 8.69% | 2025-06-10 | -16.31% |
| buy & hold | participation factor overlay | 6 months | complete | 19.10% | 19.13% | 2025-08-28 | -16.31% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.88% | 7.88% | 2025-06-10 | -16.02% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 16.87% | 17.41% | 2025-08-28 | -16.02% |
| weekly rebalance | participation factor overlay | 3 months | complete | 14.20% | 14.20% | 2025-06-10 | -14.76% |
| weekly rebalance | participation factor overlay | 6 months | complete | 20.76% | 20.76% | 2025-09-10 | -14.76% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 13.36% | 13.36% | 2025-06-10 | -14.52% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 19.71% | 19.71% | 2025-09-10 | -14.52% |
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 |
|---|---|---|---|---|---|
| AMD | 2025-03-10 | 98.57 | 0.6463 | 0.5506 | no |
| AME | 2025-03-10 | 179.13 | 0.2396 | 0.4898 | no |
| ANET | 2025-03-10 | 80.00 | 0.2530 | 0.4932 | no |
| AOS | 2025-03-10 | 67.21 | 0.3593 | 0.4595 | no |
| APA | 2025-03-10 | 17.43 | 0.4736 | 0.5072 | no |
| BAC | 2025-03-10 | 39.11 | 0.3210 | 0.4539 | no |
| BF.B | 2025-03-10 | 35.33 | 0.2963 | — | no |
| BLK | 2025-03-10 | 889.95 | 0.2155 | 0.4885 | no |
| CAT | 2025-03-10 | 339.04 | 0.2581 | 0.4667 | no |
| COP | 2025-03-10 | 87.19 | 0.2462 | 0.4677 | no |
| CRWD | 2025-03-10 | 80.66 | 0.4590 | 0.5501 | no |
| DAL | 2025-03-10 | 50.74 | 0.3432 | 0.5354 | no |
| DELL | 2025-03-10 | 86.96 | 0.5489 | 0.4969 | no |
| DLR | 2025-03-10 | 140.38 | 0.2161 | 0.4243 | no |
| DLTR | 2025-03-10 | 68.99 | 0.2672 | 0.5193 | no |
| DVN | 2025-03-10 | 33.13 | 0.2748 | 0.5050 | no |
| FDS | 2025-03-10 | 428.05 | 0.2738 | 0.4951 | no |
| FICO | 2025-03-10 | 1790.61 | 0.2927 | 0.4977 | no |
| GOOG | 2025-03-10 | 169.36 | 0.4080 | — | no |
| GOOGL | 2025-03-10 | 167.47 | 0.3230 | 0.5476 | no |
| IEX | 2025-03-10 | 182.02 | 0.2486 | 0.4955 | no |
| IQV | 2025-03-10 | 189.12 | 0.2560 | 0.4057 | no |
| LUV | 2025-03-10 | 27.67 | 0.2442 | 0.4963 | no |
| MHK | 2025-03-10 | 115.95 | 0.3424 | 0.4563 | no |
| NRG | 2025-03-10 | 83.49 | 0.5000 | 0.4758 | no |
| ON | 2025-03-10 | 44.22 | 0.4258 | 0.5249 | no |
| PFE | 2025-03-10 | 24.01 | 0.2432 | 0.4913 | no |
| PNR | 2025-03-10 | 86.08 | 0.2270 | 0.4768 | no |
| PODD | 2025-03-10 | 249.62 | 0.3037 | 0.4524 | no |
| PRU | 2025-03-10 | 100.84 | 0.2270 | 0.4610 | no |
| PTC | 2025-03-10 | 160.77 | 0.3133 | 0.5212 | no |
| SPGI | 2025-03-10 | 457.34 | 0.2993 | 0.4943 | no |
| SRE | 2025-03-10 | 65.97 | 0.3130 | 0.4583 | no |
| SW | 2025-03-10 | 43.34 | 0.2455 | 0.4430 | no |
| TER | 2025-03-10 | 105.48 | 0.4860 | 0.5444 | no |
| TFX | 2025-03-10 | 136.82 | 0.3128 | 0.4568 | no |
| TSLA | 2025-03-10 | 252.54 | 0.7769 | 0.4479 | no |
| TT | 2025-03-10 | 334.98 | 0.2577 | 0.4996 | no |
| TXN | 2025-03-10 | 180.04 | 0.2997 | 0.5095 | no |
| TYL | 2025-03-10 | 581.78 | 0.2722 | 0.4569 | no |
| UAL | 2025-03-10 | 80.17 | 0.2569 | 0.5388 | no |
| ULTA | 2025-03-10 | 354.99 | 0.2677 | 0.4254 | no |
| USB | 2025-03-10 | 41.17 | 0.3023 | 0.4610 | no |
| VRSN | 2025-03-10 | 234.35 | 0.2224 | 0.4437 | no |
| VRTX | 2025-03-10 | 483.39 | 0.2506 | 0.4459 | no |
| VTRS | 2025-03-10 | 8.93 | 0.4090 | 0.4257 | no |
| WDC | 2025-03-10 | 40.48 | 0.2489 | 0.5369 | no |
| WFC | 2025-03-10 | 67.30 | 0.4066 | 0.4477 | no |
| WMB | 2025-03-10 | 51.02 | 0.2919 | 0.4785 | no |
| ZBRA | 2025-03-10 | 288.00 | 0.2374 | 0.4435 | no |