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 | 7.37% | 7.40% | 2025-05-16 | -16.49% |
| buy & hold | participation factor overlay | 6 months | complete | 15.49% | 16.17% | 2025-08-28 | -16.49% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.39% | 7.09% | 2025-05-16 | -15.83% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.10% | 13.96% | 2025-08-28 | -15.83% |
| weekly rebalance | participation factor overlay | 3 months | complete | 10.97% | 11.28% | 2025-05-16 | -15.21% |
| weekly rebalance | participation factor overlay | 6 months | complete | 17.57% | 18.84% | 2025-08-22 | -15.21% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 10.60% | 10.60% | 2025-06-10 | -15.44% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.35% | 17.14% | 2025-08-22 | -15.44% |
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 |
|---|---|---|---|---|---|
| ADI | 2025-03-10 | 215.66 | 0.2225 | 0.5077 | no |
| AMAT | 2025-03-10 | 150.72 | 0.3068 | 0.5628 | no |
| AMD | 2025-03-10 | 98.57 | 0.6478 | 0.5506 | no |
| ANET | 2025-03-10 | 80.00 | 0.3400 | 0.4932 | no |
| AOS | 2025-03-10 | 67.21 | 0.2856 | 0.4595 | no |
| APA | 2025-03-10 | 17.43 | 0.5427 | 0.5072 | no |
| AXON | 2025-03-10 | 508.39 | 0.2788 | 0.4767 | no |
| BAC | 2025-03-10 | 39.11 | 0.3448 | 0.4539 | no |
| BF.B | 2025-03-10 | 35.33 | 0.3234 | — | no |
| CAT | 2025-03-10 | 339.04 | 0.2813 | 0.4667 | no |
| COP | 2025-03-10 | 87.19 | 0.2902 | 0.4677 | no |
| CRM | 2025-03-10 | 273.30 | 0.4534 | 0.4694 | no |
| CRWD | 2025-03-10 | 80.66 | 0.5898 | 0.5501 | no |
| CZR | 2025-03-10 | 28.15 | 0.3345 | 0.4188 | no |
| DAL | 2025-03-10 | 50.74 | 0.3430 | 0.5354 | no |
| DELL | 2025-03-10 | 86.96 | 0.6195 | 0.4969 | no |
| DOW | 2025-03-10 | 34.24 | 0.3158 | 0.4218 | no |
| EW | 2025-03-10 | 69.48 | 0.3012 | 0.4360 | no |
| FDS | 2025-03-10 | 428.05 | 0.2310 | 0.4951 | no |
| FICO | 2025-03-10 | 1790.61 | 0.3026 | 0.4977 | no |
| FMC | 2025-03-10 | 38.81 | 0.2972 | 0.4122 | no |
| GE | 2025-03-10 | 187.97 | 0.2772 | 0.4933 | no |
| GOOG | 2025-03-10 | 169.36 | 0.4567 | — | no |
| GOOGL | 2025-03-10 | 167.47 | 0.2998 | 0.5476 | no |
| HWM | 2025-03-10 | 120.59 | 0.2271 | 0.4883 | no |
| IEX | 2025-03-10 | 182.02 | 0.2808 | 0.4955 | no |
| IR | 2025-03-10 | 83.58 | 0.3427 | 0.5050 | no |
| LVS | 2025-03-10 | 43.03 | 0.3079 | 0.4312 | no |
| MHK | 2025-03-10 | 115.95 | 0.2459 | 0.4563 | no |
| MSI | 2025-03-10 | 412.19 | 0.2983 | 0.5432 | no |
| OKE | 2025-03-10 | 83.05 | 0.2687 | 0.4710 | no |
| ON | 2025-03-10 | 44.22 | 0.3887 | 0.5249 | no |
| PH | 2025-03-10 | 609.07 | 0.2290 | 0.5105 | no |
| PNR | 2025-03-10 | 86.08 | 0.3820 | 0.4768 | no |
| PODD | 2025-03-10 | 249.62 | 0.3030 | 0.4524 | no |
| ROST | 2025-03-10 | 133.10 | 0.2342 | 0.4444 | no |
| SPGI | 2025-03-10 | 457.34 | 0.2209 | 0.4943 | no |
| STT | 2025-03-10 | 83.92 | 0.3106 | 0.4632 | no |
| TER | 2025-03-10 | 105.48 | 0.7400 | 0.5444 | no |
| TGT | 2025-03-10 | 107.81 | 0.2213 | 0.5199 | no |
| TRGP | 2025-03-10 | 174.35 | 0.3600 | 0.4567 | no |
| TROW | 2025-03-10 | 90.75 | 0.3427 | 0.5056 | no |
| TSLA | 2025-03-10 | 252.54 | 0.5303 | 0.4479 | no |
| UAL | 2025-03-10 | 80.17 | 0.2556 | 0.5388 | no |
| ULTA | 2025-03-10 | 354.99 | 0.4105 | 0.4254 | no |
| USB | 2025-03-10 | 41.17 | 0.3107 | 0.4610 | no |
| VRSN | 2025-03-10 | 234.35 | 0.2667 | 0.4437 | no |
| VTRS | 2025-03-10 | 8.93 | 0.2949 | 0.4257 | no |
| WAB | 2025-03-10 | 174.80 | 0.3486 | 0.4720 | no |
| WMB | 2025-03-10 | 51.02 | 0.3782 | 0.4785 | no |