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 | 8.57% | 8.57% | 2025-06-10 | -16.45% |
| buy & hold | participation factor overlay | 6 months | complete | 16.86% | 17.08% | 2025-08-28 | -16.45% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.06% | 8.06% | 2025-06-10 | -16.42% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 15.86% | 16.20% | 2025-08-28 | -16.42% |
| weekly rebalance | participation factor overlay | 3 months | complete | 11.49% | 11.49% | 2025-06-10 | -15.18% |
| weekly rebalance | participation factor overlay | 6 months | complete | 20.44% | 20.96% | 2025-08-22 | -15.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 10.28% | 10.37% | 2025-05-16 | -14.98% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 17.18% | 17.99% | 2025-08-22 | -14.98% |
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 | 2025-03-10 | 234.10 | 0.2673 | 0.5021 | no |
| AMAT | 2025-03-10 | 150.72 | 0.2267 | 0.5628 | no |
| AMD | 2025-03-10 | 98.57 | 0.6312 | 0.5506 | no |
| AME | 2025-03-10 | 179.13 | 0.2310 | 0.4898 | no |
| APA | 2025-03-10 | 17.43 | 0.6045 | 0.5072 | no |
| AXON | 2025-03-10 | 508.39 | 0.2563 | 0.4767 | no |
| BAC | 2025-03-10 | 39.11 | 0.2705 | 0.4539 | no |
| CAT | 2025-03-10 | 339.04 | 0.2577 | 0.4667 | no |
| CRM | 2025-03-10 | 273.30 | 0.2795 | 0.4694 | no |
| CRWD | 2025-03-10 | 80.66 | 0.4404 | 0.5501 | no |
| CVS | 2025-03-10 | 62.33 | 0.2867 | 0.4060 | no |
| DAL | 2025-03-10 | 50.74 | 0.3861 | 0.5354 | no |
| DELL | 2025-03-10 | 86.96 | 0.4430 | 0.4969 | no |
| FDS | 2025-03-10 | 428.05 | 0.2622 | 0.4951 | no |
| GOOG | 2025-03-10 | 169.36 | 0.4061 | — | no |
| GOOGL | 2025-03-10 | 167.47 | 0.2752 | 0.5476 | no |
| GWW | 2025-03-10 | 996.41 | 0.2430 | 0.4861 | no |
| HWM | 2025-03-10 | 120.59 | 0.3717 | 0.4883 | no |
| IEX | 2025-03-10 | 182.02 | 0.4023 | 0.4955 | no |
| IQV | 2025-03-10 | 189.12 | 0.3059 | 0.4057 | no |
| IR | 2025-03-10 | 83.58 | 0.2302 | 0.5050 | no |
| LUV | 2025-03-10 | 27.67 | 0.3212 | 0.4963 | no |
| MHK | 2025-03-10 | 115.95 | 0.3139 | 0.4563 | no |
| MSI | 2025-03-10 | 412.19 | 0.4285 | 0.5432 | no |
| MU | 2025-03-10 | 89.25 | 0.3004 | 0.5339 | no |
| NRG | 2025-03-10 | 83.49 | 0.4606 | 0.4758 | no |
| OKE | 2025-03-10 | 83.05 | 0.2552 | 0.4710 | no |
| ON | 2025-03-10 | 44.22 | 0.6659 | 0.5249 | no |
| PEG | 2025-03-10 | 74.35 | 0.2382 | 0.4287 | no |
| PH | 2025-03-10 | 609.07 | 0.2526 | 0.5105 | no |
| PNC | 2025-03-10 | 167.19 | 0.2705 | 0.4402 | no |
| PNR | 2025-03-10 | 86.08 | 0.2926 | 0.4768 | no |
| PODD | 2025-03-10 | 249.62 | 0.2790 | 0.4524 | no |
| PSX | 2025-03-10 | 120.56 | 0.4320 | 0.4188 | no |
| PTC | 2025-03-10 | 160.77 | 0.2999 | 0.5212 | no |
| SPGI | 2025-03-10 | 457.34 | 0.3977 | 0.4943 | no |
| SRE | 2025-03-10 | 65.97 | 0.3459 | 0.4583 | no |
| SW | 2025-03-10 | 43.34 | 0.3451 | 0.4430 | no |
| SYK | 2025-03-10 | 370.02 | 0.2507 | 0.4476 | no |
| TER | 2025-03-10 | 105.48 | 0.3759 | 0.5444 | no |
| TGT | 2025-03-10 | 107.81 | 0.2952 | 0.5199 | no |
| TROW | 2025-03-10 | 90.75 | 0.2285 | 0.5056 | no |
| TSLA | 2025-03-10 | 252.54 | 0.7026 | 0.4479 | no |
| UAL | 2025-03-10 | 80.17 | 0.3938 | 0.5388 | no |
| ULTA | 2025-03-10 | 354.99 | 0.3967 | 0.4254 | no |
| USB | 2025-03-10 | 41.17 | 0.2572 | 0.4610 | no |
| VRTX | 2025-03-10 | 483.39 | 0.2284 | 0.4459 | no |
| VTRS | 2025-03-10 | 8.93 | 0.2766 | 0.4257 | no |
| WAB | 2025-03-10 | 174.80 | 0.2924 | 0.4720 | no |
| WMB | 2025-03-10 | 51.02 | 0.2576 | 0.4785 | no |