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 | 19.88% | 19.88% | 2025-06-30 | -13.30% |
| buy & hold | participation factor overlay | 6 months | complete | 29.29% | 30.56% | 2025-09-22 | -13.30% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 17.65% | 17.65% | 2025-06-30 | -13.39% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 26.49% | 27.55% | 2025-09-22 | -13.39% |
| weekly rebalance | participation factor overlay | 3 months | complete | 18.52% | 18.52% | 2025-06-30 | -13.20% |
| weekly rebalance | participation factor overlay | 6 months | complete | 26.37% | 26.37% | 2025-09-30 | -13.20% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 18.01% | 18.01% | 2025-06-30 | -13.01% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 24.79% | 24.79% | 2025-09-30 | -13.01% |
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 |
|---|---|---|---|---|---|
| AAPL | 2025-03-31 | 215.68 | 0.3302 | 0.5007 | no |
| ALGN | 2025-03-31 | 157.10 | 0.3088 | 0.4123 | no |
| AMAT | 2025-03-31 | 141.18 | 0.7276 | 0.5616 | no |
| AMZN | 2025-03-31 | 188.19 | 0.5501 | 0.4644 | no |
| APTV | 2025-03-31 | 59.72 | 0.4360 | 0.4642 | no |
| BLDR | 2025-03-31 | 121.08 | 0.5019 | 0.4566 | no |
| CAT | 2025-03-31 | 320.01 | 0.3779 | 0.4665 | no |
| CCL | 2025-03-31 | 18.86 | 0.3886 | 0.4232 | no |
| CDNS | 2025-03-31 | 253.09 | 0.3028 | 0.5564 | no |
| CDW | 2025-03-31 | 157.08 | 0.3410 | 0.5076 | no |
| CE | 2025-03-31 | 56.42 | 0.6468 | 0.4185 | no |
| COF | 2025-03-31 | 167.89 | 0.5446 | 0.4352 | no |
| COR | 2025-03-31 | 272.88 | 0.3174 | 0.4051 | no |
| CRM | 2025-03-31 | 261.04 | 0.3872 | 0.4696 | no |
| CRWD | 2025-03-31 | 86.45 | 0.7756 | 0.5501 | no |
| DXCM | 2025-03-31 | 67.22 | 0.3456 | 0.4457 | no |
| EMN | 2025-03-31 | 80.51 | 0.4193 | 0.4060 | no |
| ETN | 2025-03-31 | 263.36 | 0.4319 | 0.5090 | no |
| EXC | 2025-03-31 | 42.96 | 0.3441 | 0.4642 | no |
| GEV | 2025-03-31 | 290.34 | 0.3938 | 0.4708 | no |
| GOOG | 2025-03-31 | 154.08 | 0.3035 | — | no |
| GOOGL | 2025-03-31 | 152.39 | 0.4269 | 0.5476 | no |
| GPN | 2025-03-31 | 95.12 | 0.5093 | 0.4061 | no |
| GS | 2025-03-31 | 518.15 | 0.5316 | 0.4472 | no |
| HII | 2025-03-31 | 198.49 | 0.5877 | 0.4803 | no |
| HUBB | 2025-03-31 | 322.89 | 0.4375 | 0.4999 | no |
| ISRG | 2025-03-31 | 484.46 | 0.3200 | 0.4524 | no |
| JBL | 2025-03-31 | 133.42 | 0.3481 | 0.5001 | no |
| META | 2025-03-31 | 561.23 | 0.5525 | 0.5457 | no |
| MPWR | 2025-03-31 | 562.69 | 0.3920 | 0.5090 | no |
| MRK | 2025-03-31 | 85.00 | 0.4199 | 0.4152 | no |
| NDSN | 2025-03-31 | 196.10 | 0.4165 | 0.4543 | no |
| NRG | 2025-03-31 | 91.47 | 0.2992 | 0.4756 | no |
| NVDA | 2025-03-31 | 104.87 | 0.2987 | 0.5287 | no |
| ON | 2025-03-31 | 40.55 | 0.4400 | 0.5251 | no |
| PCAR | 2025-03-31 | 93.94 | 0.3995 | 0.4810 | no |
| PLTR | 2025-03-31 | 80.00 | 0.6451 | 0.5532 | no |
| PWR | 2025-03-31 | 248.43 | 0.3513 | 0.4839 | no |
| RJF | 2025-03-31 | 134.34 | 0.5447 | 0.4883 | no |
| RL | 2025-03-31 | 208.88 | 0.3520 | 0.4345 | no |
| STLD | 2025-03-31 | 121.59 | 0.3804 | 0.5084 | no |
| SW | 2025-03-31 | 41.87 | 0.3410 | 0.4429 | no |
| TEL | 2025-03-31 | 138.12 | 0.3135 | 0.4532 | no |
| TSLA | 2025-03-31 | 249.31 | 1.1403 | 0.4910 | no |
| UAL | 2025-03-31 | 66.97 | 0.6994 | 0.5128 | no |
| ULTA | 2025-03-31 | 353.72 | 0.3509 | 0.4048 | no |
| URI | 2025-03-31 | 606.48 | 0.4124 | 0.4261 | no |
| VRTX | 2025-03-31 | 487.13 | 0.3465 | 0.4459 | no |
| WFC | 2025-03-31 | 67.64 | 0.6304 | 0.4406 | no |
| WM | 2025-03-31 | 223.19 | 0.3060 | 0.4758 | no |