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 | 6.67% | 7.96% | 2025-06-16 | -14.78% |
| buy & hold | participation factor overlay | 6 months | complete | 17.62% | 17.62% | 2025-09-17 | -14.78% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.94% | 8.18% | 2025-06-16 | -15.15% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 16.62% | 16.62% | 2025-09-17 | -15.15% |
| weekly rebalance | participation factor overlay | 3 months | complete | 10.94% | 11.80% | 2025-06-16 | -15.18% |
| weekly rebalance | participation factor overlay | 6 months | complete | 20.78% | 22.03% | 2025-09-11 | -15.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 9.94% | 10.82% | 2025-05-16 | -14.98% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 17.48% | 19.05% | 2025-09-11 | -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 |
|---|---|---|---|---|---|
| ABT | 2025-03-17 | 122.74 | 0.1602 | 0.4456 | no |
| AMAT | 2025-03-17 | 151.24 | 0.1961 | 0.5623 | no |
| AMD | 2025-03-17 | 102.60 | 0.3287 | 0.5506 | no |
| APA | 2025-03-17 | 18.49 | 0.5176 | 0.5072 | no |
| AXON | 2025-03-17 | 552.72 | 0.1948 | 0.4753 | no |
| BF.B | 2025-03-17 | 33.38 | 0.5936 | — | no |
| BRO | 2025-03-17 | 115.94 | 0.1816 | 0.4486 | no |
| CAT | 2025-03-17 | 333.87 | 0.2757 | 0.4664 | no |
| CINF | 2025-03-17 | 140.18 | 0.1993 | 0.4635 | no |
| CNC | 2025-03-17 | 57.84 | 0.1819 | 0.4067 | no |
| COP | 2025-03-17 | 94.62 | 0.3046 | 0.4677 | no |
| CRWD | 2025-03-17 | 88.25 | 0.6441 | 0.5501 | no |
| DELL | 2025-03-17 | 95.30 | 0.6828 | 0.4967 | no |
| DLR | 2025-03-17 | 141.94 | 0.2291 | 0.4243 | no |
| DLTR | 2025-03-17 | 64.82 | 0.1834 | 0.5200 | no |
| EFX | 2025-03-17 | 234.22 | 0.2940 | 0.4913 | no |
| FANG | 2025-03-17 | 145.19 | 0.1892 | 0.5081 | no |
| FDS | 2025-03-17 | 425.11 | 0.3326 | 0.4951 | no |
| FSLR | 2025-03-17 | 133.42 | 0.5220 | 0.4315 | no |
| GILD | 2025-03-17 | 106.37 | 0.4253 | 0.4126 | no |
| GOOGL | 2025-03-17 | 164.26 | 0.2654 | 0.5476 | no |
| HD | 2025-03-17 | 338.04 | 0.1606 | 0.5253 | no |
| HPQ | 2025-03-17 | 26.45 | 0.2831 | 0.4985 | no |
| IEX | 2025-03-17 | 178.03 | 0.6515 | 0.4955 | no |
| IQV | 2025-03-17 | 184.93 | 0.2807 | 0.4057 | no |
| KEYS | 2025-03-17 | 151.58 | 0.2270 | 0.4988 | no |
| LEN | 2025-03-17 | 114.95 | 0.1795 | 0.4399 | no |
| LHX | 2025-03-17 | 205.34 | 0.2326 | 0.5189 | no |
| LKQ | 2025-03-17 | 39.26 | 0.1665 | 0.5005 | no |
| LMT | 2025-03-17 | 445.81 | 0.4241 | 0.5063 | no |
| LUV | 2025-03-17 | 30.79 | 0.2320 | 0.4915 | no |
| MCD | 2025-03-17 | 290.44 | 0.2321 | 0.4119 | no |
| MRNA | 2025-03-17 | 34.79 | 0.3024 | 0.4371 | no |
| MTCH | 2025-03-17 | 29.81 | 0.1884 | 0.4293 | no |
| MU | 2025-03-17 | 100.67 | 0.2106 | 0.5339 | no |
| NRG | 2025-03-17 | 93.81 | 0.3925 | 0.4758 | no |
| NTAP | 2025-03-17 | 89.37 | 0.2856 | 0.4999 | no |
| ON | 2025-03-17 | 43.06 | 0.7629 | 0.5249 | no |
| PFE | 2025-03-17 | 23.20 | 0.2381 | 0.4913 | no |
| PHM | 2025-03-17 | 101.90 | 0.2134 | 0.4443 | no |
| PNR | 2025-03-17 | 84.31 | 0.5007 | 0.4773 | no |
| SO | 2025-03-17 | 86.05 | 0.1600 | 0.4344 | no |
| SYY | 2025-03-17 | 70.35 | 0.2901 | 0.4643 | no |
| TEL | 2025-03-17 | 142.44 | 0.4910 | 0.4552 | no |
| TER | 2025-03-17 | 86.76 | 0.1976 | 0.5436 | no |
| TSLA | 2025-03-17 | 245.06 | 0.7655 | 0.4479 | no |
| VTRS | 2025-03-17 | 8.60 | 0.4779 | 0.4257 | no |
| WAB | 2025-03-17 | 177.44 | 0.3196 | 0.4716 | no |
| WDC | 2025-03-17 | 44.34 | 0.4541 | 0.5369 | no |
| ZBRA | 2025-03-17 | 278.47 | 0.2761 | 0.4434 | no |