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 | 5.93% | 5.93% | 2025-06-24 | -14.69% |
| buy & hold | participation factor overlay | 6 months | complete | 15.60% | 16.12% | 2025-09-22 | -14.69% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.74% | 5.74% | 2025-06-24 | -14.32% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.68% | 14.75% | 2025-09-22 | -14.32% |
| weekly rebalance | participation factor overlay | 3 months | complete | 11.66% | 11.66% | 2025-06-24 | -15.18% |
| weekly rebalance | participation factor overlay | 6 months | complete | 21.36% | 21.74% | 2025-09-22 | -15.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 10.61% | 10.61% | 2025-06-24 | -14.98% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 17.54% | 17.87% | 2025-09-22 | -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 | 2025-03-24 | 123.21 | 0.1736 | 0.4456 | no |
| ADSK | 2025-03-24 | 271.96 | 0.1833 | 0.4737 | no |
| AMAT | 2025-03-24 | 153.77 | 0.3705 | 0.5623 | no |
| AMD | 2025-03-24 | 109.73 | 0.2289 | 0.5506 | no |
| APA | 2025-03-24 | 19.38 | 0.2052 | 0.5072 | no |
| BF.B | 2025-03-24 | 32.50 | 0.2413 | — | no |
| BKNG | 2025-03-24 | 184.63 | 0.1729 | 0.4743 | no |
| CINF | 2025-03-24 | 141.47 | 0.1695 | 0.4635 | no |
| CRWD | 2025-03-24 | 92.50 | 0.5943 | 0.5501 | no |
| CVS | 2025-03-24 | 64.12 | 0.2181 | 0.4067 | no |
| CZR | 2025-03-24 | 27.84 | 0.3107 | 0.4188 | no |
| DD | 2025-03-24 | 92.74 | 0.2633 | 0.4254 | no |
| DELL | 2025-03-24 | 97.71 | 0.4409 | 0.4967 | no |
| DXCM | 2025-03-24 | 75.05 | 0.2213 | 0.4453 | no |
| EFX | 2025-03-24 | 241.78 | 0.2110 | 0.4913 | no |
| EG | 2025-03-24 | 346.73 | 0.1708 | 0.4639 | no |
| EIX | 2025-03-24 | 53.35 | 0.2773 | 0.4396 | no |
| EQIX | 2025-03-24 | 820.21 | 0.3041 | 0.4133 | no |
| ETN | 2025-03-24 | 295.29 | 0.2218 | 0.5093 | no |
| EVRG | 2025-03-24 | 64.16 | 0.2091 | 0.4806 | no |
| EW | 2025-03-24 | 70.83 | 0.3531 | 0.4360 | no |
| FSLR | 2025-03-24 | 133.71 | 0.4696 | 0.4315 | no |
| GOOGL | 2025-03-24 | 166.29 | 0.1674 | 0.5476 | no |
| HD | 2025-03-24 | 340.79 | 0.2475 | 0.5253 | no |
| HII | 2025-03-24 | 196.81 | 0.4256 | 0.4783 | no |
| HPQ | 2025-03-24 | 27.07 | 0.2701 | 0.4985 | no |
| INVH | 2025-03-24 | 32.08 | 0.1783 | 0.4281 | no |
| IQV | 2025-03-24 | 187.07 | 0.2268 | 0.4059 | no |
| JBL | 2025-03-24 | 147.70 | 0.1906 | 0.5018 | no |
| LEN | 2025-03-24 | 111.78 | 0.6048 | 0.4484 | no |
| LHX | 2025-03-24 | 203.81 | 0.1795 | 0.5189 | no |
| LVS | 2025-03-24 | 40.65 | 0.2561 | 0.4312 | no |
| LYB | 2025-03-24 | 64.55 | 0.1694 | 0.4121 | no |
| META | 2025-03-24 | 612.49 | 0.1813 | 0.5457 | no |
| MLM | 2025-03-24 | 479.66 | 0.2747 | 0.4648 | no |
| MMM | 2025-03-24 | 147.54 | 0.2251 | 0.5132 | no |
| NEE | 2025-03-24 | 67.89 | 0.2070 | 0.4510 | no |
| ON | 2025-03-24 | 45.33 | 0.1859 | 0.5249 | no |
| PH | 2025-03-24 | 626.14 | 0.2021 | 0.5100 | no |
| PPG | 2025-03-24 | 108.00 | 0.2135 | 0.4333 | no |
| SBUX | 2025-03-24 | 94.30 | 0.2204 | 0.4205 | no |
| SW | 2025-03-24 | 42.42 | 0.5554 | 0.4430 | no |
| SYY | 2025-03-24 | 68.37 | 0.3895 | 0.4643 | no |
| TEL | 2025-03-24 | 144.81 | 0.1973 | 0.4552 | no |
| TRMB | 2025-03-24 | 72.00 | 0.3575 | 0.4444 | no |
| TSLA | 2025-03-24 | 258.08 | 0.5212 | 0.4910 | no |
| UNP | 2025-03-24 | 229.24 | 0.1660 | 0.4472 | no |
| VRTX | 2025-03-24 | 505.00 | 0.1656 | 0.4459 | no |
| VTRS | 2025-03-24 | 8.67 | 0.4187 | 0.4257 | no |
| WDC | 2025-03-24 | 44.48 | 0.4351 | 0.5369 | no |