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 | 6.17% | 7.41% | 2025-06-16 | -14.09% |
| buy & hold | participation factor overlay | 6 months | complete | 15.04% | 15.04% | 2025-09-17 | -14.09% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.16% | 7.32% | 2025-06-16 | -13.68% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 11.93% | 11.93% | 2025-09-17 | -13.68% |
| weekly rebalance | participation factor overlay | 3 months | complete | 11.55% | 12.79% | 2025-05-16 | -13.74% |
| weekly rebalance | participation factor overlay | 6 months | complete | 20.59% | 22.03% | 2025-09-11 | -13.74% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 11.86% | 13.41% | 2025-05-16 | -13.22% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 20.11% | 21.30% | 2025-09-11 | -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 |
|---|---|---|---|---|---|
| AFL | 2025-03-17 | 103.43 | 0.2485 | 0.4630 | no |
| AMAT | 2025-03-17 | 151.24 | 0.5725 | 0.5623 | no |
| AMD | 2025-03-17 | 102.60 | 0.2395 | 0.5506 | no |
| APA | 2025-03-17 | 18.49 | 0.6141 | 0.5072 | no |
| APH | 2025-03-17 | 30.95 | 0.3175 | 0.4378 | no |
| AVY | 2025-03-17 | 173.34 | 0.1978 | 0.4381 | no |
| AWK | 2025-03-17 | 138.94 | 0.1961 | 0.4277 | no |
| AXON | 2025-03-17 | 552.72 | 0.2556 | 0.4753 | no |
| BAC | 2025-03-17 | 39.61 | 0.2524 | 0.4539 | no |
| BF.B | 2025-03-17 | 33.38 | 0.4365 | — | no |
| C | 2025-03-17 | 66.49 | 0.3511 | 0.4571 | no |
| CAT | 2025-03-17 | 333.87 | 0.2178 | 0.4664 | no |
| CNC | 2025-03-17 | 57.84 | 0.3101 | 0.4067 | no |
| COP | 2025-03-17 | 94.62 | 0.2266 | 0.4677 | no |
| CRWD | 2025-03-17 | 88.25 | 0.3329 | 0.5501 | no |
| CVS | 2025-03-17 | 62.24 | 0.1993 | 0.4060 | no |
| DELL | 2025-03-17 | 95.30 | 0.4480 | 0.4967 | no |
| DLR | 2025-03-17 | 141.94 | 0.2711 | 0.4243 | no |
| DLTR | 2025-03-17 | 64.82 | 0.3001 | 0.5200 | no |
| DVN | 2025-03-17 | 33.30 | 0.3630 | 0.5050 | no |
| EMN | 2025-03-17 | 83.47 | 0.2639 | 0.4062 | no |
| EW | 2025-03-17 | 68.86 | 0.1863 | 0.4360 | no |
| EXPD | 2025-03-17 | 113.07 | 0.2480 | — | no |
| FANG | 2025-03-17 | 145.19 | 0.2548 | 0.5081 | no |
| FDS | 2025-03-17 | 425.11 | 0.2583 | 0.4951 | no |
| FSLR | 2025-03-17 | 133.42 | 0.2245 | 0.4315 | no |
| GE | 2025-03-17 | 195.72 | 0.1963 | 0.4930 | no |
| GEHC | 2025-03-17 | 81.60 | 0.2093 | 0.4544 | no |
| GILD | 2025-03-17 | 106.37 | 0.3894 | 0.4126 | no |
| HPQ | 2025-03-17 | 26.45 | 0.3366 | 0.4985 | no |
| IEX | 2025-03-17 | 178.03 | 0.4426 | 0.4955 | no |
| IQV | 2025-03-17 | 184.93 | 0.4015 | 0.4057 | no |
| LEN | 2025-03-17 | 114.95 | 0.2124 | 0.4399 | no |
| LHX | 2025-03-17 | 205.34 | 0.1908 | 0.5189 | no |
| LKQ | 2025-03-17 | 39.26 | 0.2085 | 0.5005 | no |
| LMT | 2025-03-17 | 445.81 | 0.2453 | 0.5063 | no |
| MCD | 2025-03-17 | 290.44 | 0.3204 | 0.4119 | no |
| MU | 2025-03-17 | 100.67 | 0.3069 | 0.5339 | no |
| ON | 2025-03-17 | 43.06 | 0.7326 | 0.5249 | no |
| ROK | 2025-03-17 | 253.18 | 0.1849 | 0.4575 | no |
| STT | 2025-03-17 | 83.50 | 0.1923 | 0.4632 | no |
| SYY | 2025-03-17 | 70.35 | 0.2255 | 0.4643 | no |
| TEL | 2025-03-17 | 142.44 | 0.3023 | 0.4552 | no |
| TER | 2025-03-17 | 86.76 | 0.4445 | 0.5436 | no |
| TFX | 2025-03-17 | 135.36 | 0.2915 | 0.4568 | no |
| TROW | 2025-03-17 | 86.39 | 0.1897 | 0.5056 | no |
| TSLA | 2025-03-17 | 245.06 | 0.9015 | 0.4479 | no |
| VRTX | 2025-03-17 | 505.20 | 0.2684 | 0.4459 | no |
| VTRS | 2025-03-17 | 8.60 | 0.5684 | 0.4257 | no |
| WAB | 2025-03-17 | 177.44 | 0.1999 | 0.4716 | no |