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 | 24.84% | 24.84% | 2025-06-30 | -14.49% |
| buy & hold | participation factor overlay | 6 months | complete | 38.40% | 40.79% | 2025-09-22 | -14.49% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 24.75% | 24.75% | 2025-06-30 | -14.65% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 37.02% | 39.24% | 2025-09-22 | -14.65% |
| weekly rebalance | participation factor overlay | 3 months | complete | 16.97% | 16.97% | 2025-06-30 | -15.20% |
| weekly rebalance | participation factor overlay | 6 months | complete | 22.84% | 22.84% | 2025-09-30 | -15.20% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 16.02% | 16.04% | 2025-06-27 | -15.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 18.71% | 19.43% | 2025-08-22 | -15.43% |
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 | 0.8818 | 0.5616 | no |
| AMD | 2025-03-31 | 100.24 | 0.3773 | 0.5504 | no |
| AMZN | 2025-03-31 | 188.19 | 0.5429 | 0.4644 | no |
| AXON | 2025-03-31 | 522.67 | 0.3400 | 0.4763 | no |
| BKNG | 2025-03-31 | 178.65 | 0.3431 | 0.4743 | no |
| BLDR | 2025-03-31 | 121.08 | 0.9503 | 0.4566 | no |
| CAT | 2025-03-31 | 320.01 | 0.3148 | 0.4665 | no |
| CCL | 2025-03-31 | 18.86 | 0.6504 | 0.4232 | no |
| CEG | 2025-03-31 | 197.37 | 0.4007 | 0.4531 | no |
| COF | 2025-03-31 | 167.89 | 0.4276 | 0.4352 | no |
| COR | 2025-03-31 | 272.88 | 0.3511 | 0.4051 | no |
| CRM | 2025-03-31 | 261.04 | 0.5246 | 0.4696 | no |
| CRWD | 2025-03-31 | 86.45 | 0.9351 | 0.5501 | no |
| DELL | 2025-03-31 | 87.23 | 0.5853 | 0.4946 | no |
| DOW | 2025-03-31 | 31.27 | 0.3078 | 0.4216 | no |
| DXCM | 2025-03-31 | 67.22 | 0.3541 | 0.4457 | no |
| ETN | 2025-03-31 | 263.36 | 0.4709 | 0.5090 | no |
| EXPE | 2025-03-31 | 163.51 | 0.3445 | 0.4532 | no |
| GEHC | 2025-03-31 | 79.47 | 0.3240 | 0.4551 | no |
| GEV | 2025-03-31 | 290.34 | 0.3107 | 0.4708 | no |
| GLW | 2025-03-31 | 44.35 | 0.3739 | 0.4948 | no |
| GOOG | 2025-03-31 | 154.08 | 0.3037 | — | no |
| GOOGL | 2025-03-31 | 152.39 | 0.5524 | 0.5476 | no |
| GPN | 2025-03-31 | 95.12 | 0.4699 | 0.4061 | no |
| GS | 2025-03-31 | 518.15 | 0.5755 | 0.4472 | no |
| HII | 2025-03-31 | 198.49 | 0.6829 | 0.4803 | no |
| HUBB | 2025-03-31 | 322.89 | 0.3612 | 0.4999 | no |
| ISRG | 2025-03-31 | 484.46 | 0.4435 | 0.4524 | no |
| JBL | 2025-03-31 | 133.42 | 0.3842 | 0.5001 | no |
| META | 2025-03-31 | 561.23 | 0.5193 | 0.5457 | no |
| MPWR | 2025-03-31 | 562.69 | 0.4430 | 0.5090 | no |
| MTB | 2025-03-31 | 166.63 | 0.3942 | 0.4279 | no |
| NDSN | 2025-03-31 | 196.10 | 0.3755 | 0.4543 | no |
| NRG | 2025-03-31 | 91.47 | 0.4135 | 0.4756 | no |
| ON | 2025-03-31 | 40.55 | 0.5849 | 0.5251 | no |
| ORCL | 2025-03-31 | 136.30 | 0.3274 | 0.5344 | no |
| PCAR | 2025-03-31 | 93.94 | 0.3774 | 0.4810 | no |
| PLTR | 2025-03-31 | 80.00 | 0.4007 | 0.5532 | no |
| RCL | 2025-03-31 | 194.94 | 0.4215 | 0.4666 | no |
| RF | 2025-03-31 | 19.95 | 0.3227 | 0.4291 | no |
| RJF | 2025-03-31 | 134.34 | 0.5730 | 0.4883 | no |
| SNPS | 2025-03-31 | 429.02 | 0.3024 | 0.5216 | no |
| STLD | 2025-03-31 | 121.59 | 0.3730 | 0.5084 | no |
| SW | 2025-03-31 | 41.87 | 0.4227 | 0.4429 | no |
| SYF | 2025-03-31 | 50.17 | 0.3997 | 0.4608 | no |
| TSLA | 2025-03-31 | 249.31 | 1.1211 | 0.4910 | no |
| UAL | 2025-03-31 | 66.97 | 0.6724 | 0.5128 | no |
| URI | 2025-03-31 | 606.48 | 0.3078 | 0.4261 | no |
| WDC | 2025-03-31 | 39.60 | 0.3416 | 0.5335 | no |
| WFC | 2025-03-31 | 67.64 | 0.5594 | 0.4406 | no |