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 | 21.65% | 21.65% | 2025-06-30 | -14.13% |
| buy & hold | participation factor overlay | 6 months | complete | 31.74% | 33.47% | 2025-09-22 | -14.13% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 21.35% | 21.35% | 2025-06-30 | -13.98% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 30.65% | 32.16% | 2025-09-22 | -13.98% |
| weekly rebalance | participation factor overlay | 3 months | complete | 19.20% | 19.32% | 2025-06-27 | -14.41% |
| weekly rebalance | participation factor overlay | 6 months | complete | 25.27% | 25.27% | 2025-09-30 | -14.41% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 17.80% | 17.87% | 2025-06-27 | -14.51% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 24.11% | 24.11% | 2025-09-30 | -14.51% |
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 |
|---|---|---|---|---|---|
| AMAT | 2025-03-31 | 141.18 | 0.6328 | 0.5616 | no |
| AME | 2025-03-31 | 167.41 | 0.3243 | 0.4897 | no |
| AMZN | 2025-03-31 | 188.19 | 0.4177 | 0.4644 | no |
| APTV | 2025-03-31 | 59.72 | 0.3013 | 0.4642 | no |
| BLDR | 2025-03-31 | 121.08 | 0.7327 | 0.4566 | no |
| CCL | 2025-03-31 | 18.86 | 0.6325 | 0.4232 | no |
| CDW | 2025-03-31 | 157.08 | 0.3312 | 0.5076 | no |
| CE | 2025-03-31 | 56.42 | 0.4861 | 0.4185 | no |
| COF | 2025-03-31 | 167.89 | 0.5351 | 0.4352 | no |
| COR | 2025-03-31 | 272.88 | 0.3477 | 0.4051 | no |
| CRM | 2025-03-31 | 261.04 | 0.4447 | 0.4696 | no |
| CRWD | 2025-03-31 | 86.45 | 1.0167 | 0.5501 | no |
| DELL | 2025-03-31 | 87.23 | 0.5753 | 0.4946 | no |
| DG | 2025-03-31 | 82.74 | 0.3310 | 0.5263 | no |
| ETN | 2025-03-31 | 263.36 | 0.3903 | 0.5090 | no |
| FSLR | 2025-03-31 | 125.33 | 0.3884 | 0.4295 | no |
| GEHC | 2025-03-31 | 79.47 | 0.3375 | 0.4551 | no |
| GOOG | 2025-03-31 | 154.08 | 0.3249 | — | no |
| GOOGL | 2025-03-31 | 152.39 | 0.4050 | 0.5476 | no |
| GPN | 2025-03-31 | 95.12 | 0.3120 | 0.4061 | no |
| GS | 2025-03-31 | 518.15 | 0.4762 | 0.4472 | no |
| HII | 2025-03-31 | 198.49 | 0.6759 | 0.4803 | no |
| HUBB | 2025-03-31 | 322.89 | 0.3137 | 0.4999 | no |
| ISRG | 2025-03-31 | 484.46 | 0.4606 | 0.4524 | no |
| KKR | 2025-03-31 | 111.93 | 0.4104 | 0.4828 | no |
| META | 2025-03-31 | 561.23 | 0.6369 | 0.5457 | no |
| MPWR | 2025-03-31 | 562.69 | 0.4392 | 0.5090 | no |
| MRK | 2025-03-31 | 85.00 | 0.4962 | 0.4152 | no |
| MU | 2025-03-31 | 85.78 | 0.3397 | 0.5256 | no |
| NDSN | 2025-03-31 | 196.10 | 0.3856 | 0.4543 | no |
| NOW | 2025-03-31 | 156.30 | 0.5232 | 0.4681 | no |
| NRG | 2025-03-31 | 91.47 | 0.4214 | 0.4756 | no |
| NVDA | 2025-03-31 | 104.87 | 0.3297 | 0.5287 | no |
| ON | 2025-03-31 | 40.55 | 0.5252 | 0.5251 | no |
| PANW | 2025-03-31 | 169.57 | 0.3077 | 0.5415 | no |
| PLTR | 2025-03-31 | 80.00 | 0.3761 | 0.5532 | no |
| RCL | 2025-03-31 | 194.94 | 0.3781 | 0.4666 | no |
| RJF | 2025-03-31 | 134.34 | 0.6655 | 0.4883 | no |
| RL | 2025-03-31 | 208.88 | 0.3892 | 0.4345 | no |
| SHW | 2025-03-31 | 334.46 | 0.3155 | 0.4177 | no |
| SNPS | 2025-03-31 | 429.02 | 0.3489 | 0.5216 | no |
| STLD | 2025-03-31 | 121.59 | 0.3338 | 0.5084 | no |
| SYF | 2025-03-31 | 50.17 | 0.3435 | 0.4608 | no |
| TSLA | 2025-03-31 | 249.31 | 0.8700 | 0.4910 | no |
| UAL | 2025-03-31 | 66.97 | 0.3068 | 0.5128 | no |
| URI | 2025-03-31 | 606.48 | 0.3608 | 0.4261 | no |
| VST | 2025-03-31 | 113.16 | 0.3493 | 0.4638 | no |
| VTRS | 2025-03-31 | 8.14 | 0.5143 | 0.4262 | no |
| WFC | 2025-03-31 | 67.64 | 0.6715 | 0.4406 | no |
| WM | 2025-03-31 | 223.19 | 0.3427 | 0.4758 | no |