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 | 6.21% | 6.21% | 2025-06-24 | -14.37% |
| buy & hold | participation factor overlay | 6 months | complete | 16.48% | 16.95% | 2025-09-23 | -14.37% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.42% | 6.42% | 2025-06-24 | -13.96% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.44% | 14.80% | 2025-09-23 | -13.96% |
| weekly rebalance | participation factor overlay | 3 months | complete | 12.15% | 12.15% | 2025-06-24 | -13.74% |
| weekly rebalance | participation factor overlay | 6 months | complete | 20.55% | 21.27% | 2025-09-22 | -13.74% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 12.35% | 12.35% | 2025-06-24 | -13.22% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 19.62% | 20.09% | 2025-09-22 | -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 |
|---|---|---|---|---|---|
| ADBE | 2025-03-24 | 392.47 | 0.2129 | 0.4830 | no |
| ADSK | 2025-03-24 | 271.96 | 0.1570 | 0.4737 | no |
| AMAT | 2025-03-24 | 153.77 | 0.4160 | 0.5623 | no |
| AMD | 2025-03-24 | 109.73 | 0.4174 | 0.5506 | no |
| APA | 2025-03-24 | 19.38 | 0.2255 | 0.5072 | no |
| BRK.B | 2025-03-24 | 523.10 | 0.1663 | — | no |
| CDW | 2025-03-24 | 164.61 | 0.3051 | 0.5087 | no |
| CINF | 2025-03-24 | 141.47 | 0.2062 | 0.4635 | no |
| COR | 2025-03-24 | 265.24 | 0.1842 | 0.4035 | no |
| CRWD | 2025-03-24 | 92.50 | 0.4172 | 0.5501 | no |
| CVS | 2025-03-24 | 64.12 | 0.3411 | 0.4067 | no |
| CZR | 2025-03-24 | 27.84 | 0.1890 | 0.4188 | no |
| DELL | 2025-03-24 | 97.71 | 0.5319 | 0.4967 | no |
| DG | 2025-03-24 | 79.91 | 0.3179 | 0.5263 | no |
| DIS | 2025-03-24 | 98.37 | 0.1963 | 0.4052 | no |
| DLR | 2025-03-24 | 146.10 | 0.2025 | 0.4243 | no |
| DOV | 2025-03-24 | 179.79 | 0.2562 | 0.5041 | no |
| EIX | 2025-03-24 | 53.35 | 0.3005 | 0.4396 | no |
| FCX | 2025-03-24 | 40.73 | 0.2838 | 0.4521 | no |
| FSLR | 2025-03-24 | 133.71 | 0.2383 | 0.4315 | no |
| GILD | 2025-03-24 | 102.98 | 0.2247 | 0.4126 | no |
| GM | 2025-03-24 | 50.04 | 0.1733 | 0.4552 | no |
| GOOGL | 2025-03-24 | 166.29 | 0.2637 | 0.5476 | no |
| HII | 2025-03-24 | 196.81 | 0.4916 | 0.4783 | no |
| HPQ | 2025-03-24 | 27.07 | 0.2549 | 0.4985 | no |
| IQV | 2025-03-24 | 187.07 | 0.4544 | 0.4059 | no |
| L | 2025-03-24 | 87.59 | 0.1699 | — | no |
| LEN | 2025-03-24 | 111.78 | 0.4679 | 0.4484 | no |
| LHX | 2025-03-24 | 203.81 | 0.3393 | 0.5189 | no |
| LVS | 2025-03-24 | 40.65 | 0.1723 | 0.4312 | no |
| LYB | 2025-03-24 | 64.55 | 0.2052 | 0.4121 | no |
| MMM | 2025-03-24 | 147.54 | 0.2441 | 0.5132 | no |
| MRK | 2025-03-24 | 88.48 | 0.1590 | 0.4140 | no |
| NDSN | 2025-03-24 | 201.01 | 0.2036 | 0.4543 | no |
| NEE | 2025-03-24 | 67.89 | 0.1600 | 0.4510 | no |
| NOW | 2025-03-24 | 169.20 | 0.2344 | 0.4681 | no |
| PCAR | 2025-03-24 | 95.40 | 0.2482 | 0.4821 | no |
| PFE | 2025-03-24 | 23.53 | 0.2037 | 0.4913 | no |
| PH | 2025-03-24 | 626.14 | 0.3555 | 0.5100 | no |
| ROK | 2025-03-24 | 257.36 | 0.1939 | 0.4575 | no |
| SW | 2025-03-24 | 42.42 | 0.5932 | 0.4430 | no |
| SYK | 2025-03-24 | 368.13 | 0.1941 | 0.4476 | no |
| SYY | 2025-03-24 | 68.37 | 0.2902 | 0.4643 | no |
| TEL | 2025-03-24 | 144.81 | 0.1712 | 0.4552 | no |
| TRMB | 2025-03-24 | 72.00 | 0.1925 | 0.4444 | no |
| TSLA | 2025-03-24 | 258.08 | 0.4472 | 0.4910 | no |
| ULTA | 2025-03-24 | 351.83 | 0.2081 | 0.4048 | no |
| VTRS | 2025-03-24 | 8.67 | 0.3584 | 0.4257 | no |
| WDAY | 2025-03-24 | 252.89 | 0.2584 | 0.4622 | no |
| WDC | 2025-03-24 | 44.48 | 0.5930 | 0.5369 | no |