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 | 22.78% | 22.78% | 2025-06-30 | -14.37% |
| buy & hold | participation factor overlay | 6 months | complete | 32.79% | 34.15% | 2025-09-22 | -14.37% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 22.38% | 22.38% | 2025-06-30 | -14.35% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 32.08% | 33.34% | 2025-09-22 | -14.35% |
| weekly rebalance | participation factor overlay | 3 months | complete | 18.16% | 18.16% | 2025-06-30 | -14.61% |
| weekly rebalance | participation factor overlay | 6 months | complete | 27.26% | 27.26% | 2025-09-30 | -14.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 16.32% | 16.32% | 2025-06-30 | -14.88% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 22.70% | 22.70% | 2025-09-30 | -14.88% |
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 | 0.8495 | 0.5616 | no |
| AMD | 2025-03-31 | 100.24 | 0.3174 | 0.5504 | no |
| AMP | 2025-03-31 | 465.83 | 0.3076 | 0.4643 | no |
| AMZN | 2025-03-31 | 188.19 | 0.5281 | 0.4644 | no |
| AXON | 2025-03-31 | 522.67 | 0.4344 | 0.4763 | no |
| BLDR | 2025-03-31 | 121.08 | 0.9795 | 0.4566 | no |
| CCL | 2025-03-31 | 18.86 | 0.3316 | 0.4232 | no |
| CDW | 2025-03-31 | 157.08 | 0.3791 | 0.5076 | no |
| CE | 2025-03-31 | 56.42 | 0.4143 | 0.4185 | no |
| CEG | 2025-03-31 | 197.37 | 0.3640 | 0.4531 | no |
| COR | 2025-03-31 | 272.88 | 0.3280 | 0.4051 | no |
| CRM | 2025-03-31 | 261.04 | 0.4946 | 0.4696 | no |
| CRWD | 2025-03-31 | 86.45 | 0.9146 | 0.5501 | no |
| DELL | 2025-03-31 | 87.23 | 0.4979 | 0.4946 | no |
| DOW | 2025-03-31 | 31.27 | 0.3438 | 0.4216 | no |
| EMR | 2025-03-31 | 105.42 | 0.3297 | 0.5000 | no |
| ETN | 2025-03-31 | 263.36 | 0.4182 | 0.5090 | no |
| EXPE | 2025-03-31 | 163.51 | 0.3369 | 0.4532 | no |
| FSLR | 2025-03-31 | 125.33 | 0.5026 | 0.4295 | no |
| FTV | 2025-03-31 | 53.76 | 0.3188 | 0.4985 | no |
| GEHC | 2025-03-31 | 79.47 | 0.3335 | 0.4551 | no |
| GEV | 2025-03-31 | 290.34 | 0.4878 | 0.4708 | no |
| GOOGL | 2025-03-31 | 152.39 | 0.3942 | 0.5476 | no |
| GPN | 2025-03-31 | 95.12 | 0.3663 | 0.4061 | no |
| GS | 2025-03-31 | 518.15 | 0.5010 | 0.4472 | no |
| HII | 2025-03-31 | 198.49 | 0.6706 | 0.4803 | no |
| ISRG | 2025-03-31 | 484.46 | 0.3291 | 0.4524 | no |
| JBL | 2025-03-31 | 133.42 | 0.3374 | 0.5001 | no |
| META | 2025-03-31 | 561.23 | 0.6885 | 0.5457 | no |
| MPWR | 2025-03-31 | 562.69 | 0.3453 | 0.5090 | no |
| MRK | 2025-03-31 | 85.00 | 0.4572 | 0.4152 | no |
| NRG | 2025-03-31 | 91.47 | 0.5049 | 0.4756 | no |
| NTRS | 2025-03-31 | 92.96 | 0.3697 | 0.4610 | no |
| NUE | 2025-03-31 | 117.92 | 0.3718 | 0.4369 | no |
| NVDA | 2025-03-31 | 104.87 | 0.3408 | 0.5287 | no |
| ON | 2025-03-31 | 40.55 | 0.4321 | 0.5251 | no |
| PANW | 2025-03-31 | 169.57 | 0.3021 | 0.5415 | no |
| PCAR | 2025-03-31 | 93.94 | 0.3562 | 0.4810 | no |
| PWR | 2025-03-31 | 248.43 | 0.4981 | 0.4839 | no |
| RF | 2025-03-31 | 19.95 | 0.3219 | 0.4291 | no |
| RJF | 2025-03-31 | 134.34 | 0.6791 | 0.4883 | no |
| SRE | 2025-03-31 | 67.40 | 0.3278 | 0.4583 | no |
| SYF | 2025-03-31 | 50.17 | 0.5389 | 0.4608 | no |
| SYY | 2025-03-31 | 71.29 | 0.3213 | 0.4643 | no |
| TSLA | 2025-03-31 | 249.31 | 0.9983 | 0.4910 | no |
| UAL | 2025-03-31 | 66.97 | 0.5083 | 0.5128 | no |
| VRTX | 2025-03-31 | 487.13 | 0.4342 | 0.4459 | no |
| VST | 2025-03-31 | 113.16 | 0.4671 | 0.4638 | no |
| WDC | 2025-03-31 | 39.60 | 0.3398 | 0.5335 | no |
| WFC | 2025-03-31 | 67.64 | 0.5677 | 0.4406 | no |