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 | 8.53% | 8.53% | 2025-06-10 | -14.89% |
| buy & hold | participation factor overlay | 6 months | complete | 15.20% | 16.06% | 2025-08-28 | -14.89% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.89% | 8.89% | 2025-06-10 | -14.77% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 15.85% | 16.81% | 2025-08-28 | -14.77% |
| weekly rebalance | participation factor overlay | 3 months | complete | 11.30% | 12.12% | 2025-05-16 | -13.74% |
| weekly rebalance | participation factor overlay | 6 months | complete | 19.75% | 20.44% | 2025-08-22 | -13.74% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 11.44% | 12.49% | 2025-05-16 | -13.22% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 18.92% | 19.63% | 2025-08-22 | -13.22% |
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 | 0.2767 | 0.5021 | no |
| ALLE | 2025-03-10 | 128.59 | 0.3659 | 0.4987 | no |
| AMAT | 2025-03-10 | 150.72 | 0.3891 | 0.5628 | no |
| AMD | 2025-03-10 | 98.57 | 0.4762 | 0.5506 | no |
| AME | 2025-03-10 | 179.13 | 0.2225 | 0.4898 | no |
| AOS | 2025-03-10 | 67.21 | 0.3073 | 0.4595 | no |
| APA | 2025-03-10 | 17.43 | 0.3877 | 0.5072 | no |
| AXON | 2025-03-10 | 508.39 | 0.2927 | 0.4767 | no |
| BAC | 2025-03-10 | 39.11 | 0.3507 | 0.4539 | no |
| BF.B | 2025-03-10 | 35.33 | 0.3085 | — | no |
| BRO | 2025-03-10 | 116.52 | 0.2405 | 0.4486 | no |
| C | 2025-03-10 | 66.10 | 0.3036 | 0.4571 | no |
| CNC | 2025-03-10 | 60.29 | 0.2354 | 0.4067 | no |
| CRM | 2025-03-10 | 273.30 | 0.2774 | 0.4694 | no |
| CRWD | 2025-03-10 | 80.66 | 0.5466 | 0.5501 | no |
| DELL | 2025-03-10 | 86.96 | 0.4162 | 0.4969 | no |
| DVN | 2025-03-10 | 33.13 | 0.4031 | 0.5050 | no |
| EQT | 2025-03-10 | 46.60 | 0.2300 | 0.5467 | no |
| FAST | 2025-03-10 | 39.15 | 0.3007 | 0.4748 | no |
| FDS | 2025-03-10 | 428.05 | 0.2887 | 0.4951 | no |
| GOOG | 2025-03-10 | 169.36 | 0.4580 | — | no |
| GOOGL | 2025-03-10 | 167.47 | 0.5446 | 0.5476 | no |
| HWM | 2025-03-10 | 120.59 | 0.3617 | 0.4883 | no |
| IEX | 2025-03-10 | 182.02 | 0.4081 | 0.4955 | no |
| IQV | 2025-03-10 | 189.12 | 0.3120 | 0.4057 | no |
| JCI | 2025-03-10 | 76.81 | 0.3438 | 0.5003 | no |
| MSI | 2025-03-10 | 412.19 | 0.2522 | 0.5432 | no |
| NRG | 2025-03-10 | 83.49 | 0.5311 | 0.4758 | no |
| ON | 2025-03-10 | 44.22 | 0.4035 | 0.5249 | no |
| PFE | 2025-03-10 | 24.01 | 0.3177 | 0.4913 | no |
| PH | 2025-03-10 | 609.07 | 0.3211 | 0.5105 | no |
| PODD | 2025-03-10 | 249.62 | 0.3038 | 0.4524 | no |
| PTC | 2025-03-10 | 160.77 | 0.2847 | 0.5212 | no |
| SPGI | 2025-03-10 | 457.34 | 0.2642 | 0.4943 | no |
| SRE | 2025-03-10 | 65.97 | 0.4113 | 0.4583 | no |
| STT | 2025-03-10 | 83.92 | 0.2092 | 0.4632 | no |
| SYK | 2025-03-10 | 370.02 | 0.2987 | 0.4476 | no |
| TER | 2025-03-10 | 105.48 | 0.3333 | 0.5444 | no |
| TROW | 2025-03-10 | 90.75 | 0.2283 | 0.5056 | no |
| TSLA | 2025-03-10 | 252.54 | 0.7765 | 0.4479 | no |
| TXN | 2025-03-10 | 180.04 | 0.2629 | 0.5095 | no |
| TYL | 2025-03-10 | 581.78 | 0.2166 | 0.4569 | no |
| ULTA | 2025-03-10 | 354.99 | 0.4512 | 0.4254 | no |
| URI | 2025-03-10 | 608.06 | 0.3680 | 0.4268 | no |
| USB | 2025-03-10 | 41.17 | 0.2618 | 0.4610 | no |
| VRTX | 2025-03-10 | 483.39 | 0.2562 | 0.4459 | no |
| VTRS | 2025-03-10 | 8.93 | 0.2775 | 0.4257 | no |
| WAB | 2025-03-10 | 174.80 | 0.3099 | 0.4720 | no |
| WAT | 2025-03-10 | 389.55 | 0.2497 | 0.4184 | no |
| WMB | 2025-03-10 | 51.02 | 0.3158 | 0.4785 | no |