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 | 5.62% | 5.62% | 2025-06-24 | -14.18% |
| buy & hold | participation factor overlay | 6 months | complete | 19.19% | 19.52% | 2025-09-23 | -14.18% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.02% | 5.02% | 2025-06-24 | -13.82% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 16.07% | 16.07% | 2025-09-24 | -13.82% |
| weekly rebalance | participation factor overlay | 3 months | complete | 11.43% | 11.43% | 2025-06-24 | -15.21% |
| weekly rebalance | participation factor overlay | 6 months | complete | 17.65% | 18.23% | 2025-09-22 | -15.21% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 11.16% | 11.16% | 2025-06-24 | -15.44% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 14.43% | 16.11% | 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 |
|---|---|---|---|---|---|
| ADBE | 2025-03-24 | 392.47 | 0.2452 | 0.4830 | no |
| AMAT | 2025-03-24 | 153.77 | 0.4000 | 0.5623 | no |
| AMD | 2025-03-24 | 109.73 | 0.2806 | 0.5506 | no |
| APA | 2025-03-24 | 19.38 | 0.4349 | 0.5072 | no |
| APH | 2025-03-24 | 33.64 | 0.1928 | 0.4378 | no |
| AWK | 2025-03-24 | 134.88 | 0.2484 | 0.4277 | no |
| BF.B | 2025-03-24 | 32.50 | 0.2231 | — | no |
| CAG | 2025-03-24 | 23.00 | 0.2372 | 0.4033 | no |
| CAT | 2025-03-24 | 334.67 | 0.2036 | 0.4665 | no |
| CINF | 2025-03-24 | 141.47 | 0.1997 | 0.4635 | no |
| COR | 2025-03-24 | 265.24 | 0.2644 | 0.4035 | no |
| CRWD | 2025-03-24 | 92.50 | 0.2813 | 0.5501 | no |
| CZR | 2025-03-24 | 27.84 | 0.3461 | 0.4188 | no |
| D | 2025-03-24 | 50.95 | 0.2092 | 0.4613 | no |
| DELL | 2025-03-24 | 97.71 | 0.3030 | 0.4967 | no |
| DIS | 2025-03-24 | 98.37 | 0.2081 | 0.4052 | no |
| ETN | 2025-03-24 | 295.29 | 0.2206 | 0.5093 | no |
| FSLR | 2025-03-24 | 133.71 | 0.2913 | 0.4315 | no |
| GOOGL | 2025-03-24 | 166.29 | 0.2037 | 0.5476 | no |
| HII | 2025-03-24 | 196.81 | 0.4954 | 0.4783 | no |
| HPQ | 2025-03-24 | 27.07 | 0.3708 | 0.4985 | no |
| IQV | 2025-03-24 | 187.07 | 0.3779 | 0.4059 | no |
| LEN | 2025-03-24 | 111.78 | 0.4800 | 0.4484 | no |
| LHX | 2025-03-24 | 203.81 | 0.2485 | 0.5189 | no |
| LRCX | 2025-03-24 | 77.12 | 0.2177 | 0.5441 | no |
| LUV | 2025-03-24 | 33.80 | 0.2207 | 0.4915 | no |
| LYB | 2025-03-24 | 64.55 | 0.2139 | 0.4121 | no |
| MHK | 2025-03-24 | 113.62 | 0.2093 | 0.4556 | no |
| MLM | 2025-03-24 | 479.66 | 0.3054 | 0.4648 | no |
| MTCH | 2025-03-24 | 29.94 | 0.2108 | 0.4293 | no |
| NEE | 2025-03-24 | 67.89 | 0.2051 | 0.4510 | no |
| PCAR | 2025-03-24 | 95.40 | 0.2402 | 0.4821 | no |
| PFE | 2025-03-24 | 23.53 | 0.2810 | 0.4913 | no |
| PH | 2025-03-24 | 626.14 | 0.2227 | 0.5100 | no |
| RJF | 2025-03-24 | 140.43 | 0.2649 | 0.4883 | no |
| SHW | 2025-03-24 | 335.07 | 0.2630 | 0.4178 | no |
| SPG | 2025-03-24 | 151.49 | 0.2265 | 0.4028 | no |
| SRE | 2025-03-24 | 67.46 | 0.2207 | 0.4583 | no |
| STLD | 2025-03-24 | 123.14 | 0.1901 | 0.5036 | no |
| STT | 2025-03-24 | 88.37 | 0.2313 | 0.4614 | no |
| SW | 2025-03-24 | 42.42 | 0.6079 | 0.4430 | no |
| SYK | 2025-03-24 | 368.13 | 0.1991 | 0.4476 | no |
| SYY | 2025-03-24 | 68.37 | 0.2226 | 0.4643 | no |
| TEL | 2025-03-24 | 144.81 | 0.1914 | 0.4552 | no |
| TJX | 2025-03-24 | 114.85 | 0.2955 | 0.4363 | no |
| TRMB | 2025-03-24 | 72.00 | 0.4057 | 0.4444 | no |
| TSLA | 2025-03-24 | 258.08 | 0.4706 | 0.4910 | no |
| VTRS | 2025-03-24 | 8.67 | 0.2259 | 0.4257 | no |
| WDAY | 2025-03-24 | 252.89 | 0.2324 | 0.4622 | no |
| WDC | 2025-03-24 | 44.48 | 0.2573 | 0.5369 | no |