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 | 5.51% | 7.00% | 2025-06-10 | -14.02% |
| buy & hold | participation factor overlay | 6 months | complete | 15.49% | 15.49% | 2025-09-11 | -14.02% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.10% | 6.99% | 2025-06-16 | -13.44% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 12.55% | 12.77% | 2025-09-11 | -13.44% |
| weekly rebalance | participation factor overlay | 3 months | complete | 10.61% | 11.95% | 2025-05-16 | -15.21% |
| weekly rebalance | participation factor overlay | 6 months | complete | 18.48% | 19.78% | 2025-09-11 | -15.21% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 10.16% | 11.24% | 2025-06-10 | -15.44% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 16.04% | 17.81% | 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 |
|---|---|---|---|---|---|
| ADSK | 2025-03-17 | 252.96 | 0.2421 | 0.4735 | no |
| AMD | 2025-03-17 | 102.60 | 0.2057 | 0.5506 | no |
| APA | 2025-03-17 | 18.49 | 0.3526 | 0.5072 | no |
| AWK | 2025-03-17 | 138.94 | 0.2282 | 0.4277 | no |
| BAC | 2025-03-17 | 39.61 | 0.3552 | 0.4539 | no |
| BF.B | 2025-03-17 | 33.38 | 0.2805 | — | no |
| C | 2025-03-17 | 66.49 | 0.2295 | 0.4571 | no |
| CAG | 2025-03-17 | 23.05 | 0.2281 | 0.4033 | no |
| CAT | 2025-03-17 | 333.87 | 0.2916 | 0.4664 | no |
| CDW | 2025-03-17 | 161.31 | 0.2517 | 0.5087 | no |
| CINF | 2025-03-17 | 140.18 | 0.2163 | 0.4635 | no |
| CRWD | 2025-03-17 | 88.25 | 0.4847 | 0.5501 | no |
| CVS | 2025-03-17 | 62.24 | 0.3803 | 0.4060 | no |
| CZR | 2025-03-17 | 28.16 | 0.2561 | 0.4188 | no |
| DE | 2025-03-17 | 468.30 | 0.2747 | 0.4729 | no |
| DELL | 2025-03-17 | 95.30 | 0.3912 | 0.4967 | no |
| DLR | 2025-03-17 | 141.94 | 0.2508 | 0.4243 | no |
| DVN | 2025-03-17 | 33.30 | 0.3558 | 0.5050 | no |
| EFX | 2025-03-17 | 234.22 | 0.2088 | 0.4913 | no |
| FANG | 2025-03-17 | 145.19 | 0.2706 | 0.5081 | no |
| FAST | 2025-03-17 | 36.45 | 0.2347 | 0.4740 | no |
| FDS | 2025-03-17 | 425.11 | 0.4691 | 0.4951 | no |
| FSLR | 2025-03-17 | 133.42 | 0.5579 | 0.4315 | no |
| GE | 2025-03-17 | 195.72 | 0.2134 | 0.4930 | no |
| GILD | 2025-03-17 | 106.37 | 0.4293 | 0.4126 | no |
| GOOGL | 2025-03-17 | 164.26 | 0.3190 | 0.5476 | no |
| HD | 2025-03-17 | 338.04 | 0.2935 | 0.5253 | no |
| HPQ | 2025-03-17 | 26.45 | 0.3337 | 0.4985 | no |
| IEX | 2025-03-17 | 178.03 | 0.3321 | 0.4955 | no |
| IQV | 2025-03-17 | 184.93 | 0.3948 | 0.4057 | no |
| JBL | 2025-03-17 | 134.41 | 0.4203 | 0.4954 | no |
| KEYS | 2025-03-17 | 151.58 | 0.2355 | 0.4988 | no |
| LEN | 2025-03-17 | 114.95 | 0.2233 | 0.4399 | no |
| LHX | 2025-03-17 | 205.34 | 0.2481 | 0.5189 | no |
| LKQ | 2025-03-17 | 39.26 | 0.2429 | 0.5005 | no |
| LMT | 2025-03-17 | 445.81 | 0.4077 | 0.5063 | no |
| MCD | 2025-03-17 | 290.44 | 0.3444 | 0.4119 | no |
| MTCH | 2025-03-17 | 29.81 | 0.3271 | 0.4293 | no |
| NDSN | 2025-03-17 | 202.76 | 0.1987 | 0.4543 | no |
| ON | 2025-03-17 | 43.06 | 0.8238 | 0.5249 | no |
| PFE | 2025-03-17 | 23.20 | 0.2426 | 0.4913 | no |
| PNR | 2025-03-17 | 84.31 | 0.3490 | 0.4773 | no |
| RL | 2025-03-17 | 215.09 | 0.2573 | 0.4345 | no |
| SRE | 2025-03-17 | 67.03 | 0.2050 | 0.4583 | no |
| SYY | 2025-03-17 | 70.35 | 0.2087 | 0.4643 | no |
| TEL | 2025-03-17 | 142.44 | 0.3023 | 0.4552 | no |
| TFX | 2025-03-17 | 135.36 | 0.2770 | 0.4568 | no |
| TSLA | 2025-03-17 | 245.06 | 0.5854 | 0.4479 | no |
| VTRS | 2025-03-17 | 8.60 | 0.5461 | 0.4257 | no |
| WAB | 2025-03-17 | 177.44 | 0.2943 | 0.4716 | no |