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 | 7.01% | 8.26% | 2025-06-16 | -14.54% |
| buy & hold | participation factor overlay | 6 months | complete | 18.16% | 18.16% | 2025-09-17 | -14.54% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.09% | 9.56% | 2025-06-16 | -14.04% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 17.30% | 17.30% | 2025-09-17 | -14.04% |
| weekly rebalance | participation factor overlay | 3 months | complete | 14.19% | 14.87% | 2025-06-16 | -14.76% |
| weekly rebalance | participation factor overlay | 6 months | complete | 20.98% | 22.11% | 2025-09-11 | -14.76% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 13.67% | 14.48% | 2025-06-16 | -14.52% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 20.38% | 21.59% | 2025-09-11 | -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 |
|---|---|---|---|---|---|
| AFL | 2025-03-17 | 103.43 | 0.2147 | 0.4630 | no |
| AMAT | 2025-03-17 | 151.24 | 0.4774 | 0.5623 | no |
| AMD | 2025-03-17 | 102.60 | 0.2338 | 0.5506 | no |
| APA | 2025-03-17 | 18.49 | 0.4163 | 0.5072 | no |
| APH | 2025-03-17 | 30.95 | 0.2258 | 0.4378 | no |
| AXON | 2025-03-17 | 552.72 | 0.4417 | 0.4753 | no |
| BBY | 2025-03-17 | 66.03 | 0.2663 | 0.4515 | no |
| BF.B | 2025-03-17 | 33.38 | 0.4783 | — | no |
| C | 2025-03-17 | 66.49 | 0.3558 | 0.4571 | no |
| CAG | 2025-03-17 | 23.05 | 0.2275 | 0.4033 | no |
| CAT | 2025-03-17 | 333.87 | 0.2034 | 0.4664 | no |
| CINF | 2025-03-17 | 140.18 | 0.2020 | 0.4635 | no |
| COP | 2025-03-17 | 94.62 | 0.3617 | 0.4677 | no |
| CRWD | 2025-03-17 | 88.25 | 0.7598 | 0.5501 | no |
| DE | 2025-03-17 | 468.30 | 0.2051 | 0.4729 | no |
| DELL | 2025-03-17 | 95.30 | 0.3536 | 0.4967 | no |
| DLR | 2025-03-17 | 141.94 | 0.2379 | 0.4243 | no |
| DLTR | 2025-03-17 | 64.82 | 0.2231 | 0.5200 | no |
| EFX | 2025-03-17 | 234.22 | 0.3582 | 0.4913 | no |
| FANG | 2025-03-17 | 145.19 | 0.4638 | 0.5081 | no |
| FDS | 2025-03-17 | 425.11 | 0.2943 | 0.4951 | no |
| FSLR | 2025-03-17 | 133.42 | 0.5309 | 0.4315 | no |
| GILD | 2025-03-17 | 106.37 | 0.3237 | 0.4126 | no |
| GPN | 2025-03-17 | 92.38 | 0.1972 | 0.4060 | no |
| ICE | 2025-03-17 | 167.76 | 0.2195 | 0.5238 | no |
| IEX | 2025-03-17 | 178.03 | 0.3443 | 0.4955 | no |
| IQV | 2025-03-17 | 184.93 | 0.3108 | 0.4057 | no |
| IRM | 2025-03-17 | 81.74 | 0.2881 | 0.4250 | no |
| LEN | 2025-03-17 | 114.95 | 0.3383 | 0.4399 | no |
| LMT | 2025-03-17 | 445.81 | 0.4501 | 0.5063 | no |
| LOW | 2025-03-17 | 218.15 | 0.2623 | 0.4824 | no |
| MCD | 2025-03-17 | 290.44 | 0.2637 | 0.4119 | no |
| MLM | 2025-03-17 | 471.13 | 0.2412 | 0.4648 | no |
| MSI | 2025-03-17 | 410.00 | 0.3960 | 0.5429 | no |
| NRG | 2025-03-17 | 93.81 | 0.2633 | 0.4758 | no |
| NVR | 2025-03-17 | 7236.47 | 0.2041 | — | no |
| ON | 2025-03-17 | 43.06 | 1.0054 | 0.5249 | no |
| PNR | 2025-03-17 | 84.31 | 0.2169 | 0.4773 | no |
| PPG | 2025-03-17 | 109.12 | 0.2095 | 0.4336 | no |
| SPG | 2025-03-17 | 151.25 | 0.1970 | 0.4028 | no |
| SWKS | 2025-03-17 | 65.98 | 0.3016 | 0.5452 | no |
| SYY | 2025-03-17 | 70.35 | 0.2753 | 0.4643 | no |
| TEL | 2025-03-17 | 142.44 | 0.2365 | 0.4552 | no |
| TER | 2025-03-17 | 86.76 | 0.3585 | 0.5436 | no |
| TFX | 2025-03-17 | 135.36 | 0.2158 | 0.4568 | no |
| TSLA | 2025-03-17 | 245.06 | 0.6865 | 0.4479 | no |
| VTRS | 2025-03-17 | 8.60 | 0.5528 | 0.4257 | no |
| WAT | 2025-03-17 | 376.15 | 0.2042 | 0.4184 | no |
| WDC | 2025-03-17 | 44.34 | 0.2659 | 0.5369 | no |
| WTW | 2025-03-17 | 318.07 | 0.2152 | 0.4465 | no |