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 | 39.92% | 41.62% | 2025-07-03 | -6.60% |
| buy & hold | participation factor overlay | 6 months | complete | 51.05% | 53.03% | 2025-10-06 | -6.60% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 39.39% | 41.15% | 2025-07-03 | -6.83% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 48.77% | 50.50% | 2025-10-06 | -6.83% |
| weekly rebalance | participation factor overlay | 3 months | complete | 37.38% | 39.24% | 2025-07-03 | -5.27% |
| weekly rebalance | participation factor overlay | 6 months | complete | 43.46% | 44.74% | 2025-10-03 | -5.27% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 35.72% | 37.60% | 2025-07-03 | -5.51% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 42.75% | 43.59% | 2025-10-03 | -5.51% |
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 |
|---|---|---|---|---|---|
| ALB | 2025-04-07 | 55.60 | 0.5663 | 0.4118 | no |
| AMAT | 2025-04-07 | 123.58 | 0.3613 | 0.5597 | no |
| AMD | 2025-04-07 | 80.68 | 0.8382 | 0.5504 | no |
| AOS | 2025-04-07 | 58.89 | 0.2930 | 0.4587 | no |
| BA | 2025-04-07 | 132.05 | 0.3318 | 0.4977 | no |
| CCL | 2025-04-07 | 15.09 | 0.7026 | 0.4182 | no |
| CDW | 2025-04-07 | 137.64 | 0.3909 | 0.5002 | no |
| COF | 2025-04-07 | 141.88 | 0.3920 | 0.4287 | no |
| CRM | 2025-04-07 | 226.95 | 0.4174 | 0.4668 | no |
| CRWD | 2025-04-07 | 75.01 | 0.7160 | 0.5497 | no |
| DAL | 2025-04-07 | 35.07 | 0.6326 | 0.5032 | no |
| EMR | 2025-04-07 | 91.78 | 0.3376 | 0.5001 | no |
| ETN | 2025-04-07 | 233.73 | 0.4377 | 0.5089 | no |
| FCX | 2025-04-07 | 27.52 | 0.4776 | 0.4574 | no |
| GOOG | 2025-04-07 | 142.72 | 0.2668 | — | no |
| GOOGL | 2025-04-07 | 140.89 | 0.3862 | 0.5436 | no |
| HUBB | 2025-04-07 | 302.31 | 0.4307 | 0.4998 | no |
| IQV | 2025-04-07 | 149.86 | 0.3804 | 0.4096 | no |
| IRM | 2025-04-07 | 71.53 | 0.2877 | 0.4236 | no |
| ISRG | 2025-04-07 | 430.97 | 0.3352 | 0.4531 | no |
| IT | 2025-04-07 | 374.09 | 0.3262 | 0.4901 | no |
| LRCX | 2025-04-07 | 57.46 | 0.2811 | 0.5428 | no |
| MGM | 2025-04-07 | 26.06 | 0.4548 | 0.4279 | no |
| MHK | 2025-04-07 | 102.96 | 0.2905 | 0.4531 | no |
| MPWR | 2025-04-07 | 460.89 | 0.6795 | 0.5093 | no |
| MU | 2025-04-07 | 63.78 | 0.4561 | 0.5246 | no |
| NOW | 2025-04-07 | 137.60 | 0.3897 | 0.4667 | no |
| NRG | 2025-04-07 | 78.92 | 0.5895 | 0.4752 | no |
| NUE | 2025-04-07 | 97.50 | 0.3200 | 0.4369 | no |
| NVR | 2025-04-07 | 7281.35 | 0.3831 | — | no |
| NWS | 2025-04-07 | 26.24 | 0.3598 | — | no |
| ON | 2025-04-07 | 33.38 | 0.4237 | 0.5238 | no |
| PKG | 2025-04-07 | 171.07 | 0.3175 | 0.4396 | no |
| PLTR | 2025-04-07 | 66.65 | 0.4053 | 0.5520 | no |
| PNR | 2025-04-07 | 75.03 | 0.5436 | 0.4774 | no |
| PPG | 2025-04-07 | 92.82 | 0.2991 | 0.4325 | no |
| PWR | 2025-04-07 | 231.95 | 0.3877 | 0.4809 | no |
| RCL | 2025-04-07 | 162.47 | 0.3056 | 0.4644 | no |
| RJF | 2025-04-07 | 118.04 | 0.6046 | 0.4833 | no |
| SHW | 2025-04-07 | 320.39 | 0.3147 | 0.4161 | no |
| SNPS | 2025-04-07 | 375.96 | 0.3163 | 0.5213 | no |
| STLD | 2025-04-07 | 104.50 | 0.2901 | 0.5102 | no |
| SW | 2025-04-07 | 36.62 | 0.5069 | 0.4462 | no |
| TKO | 2025-04-07 | 131.87 | 0.5464 | 0.4501 | no |
| TROW | 2025-04-07 | 73.67 | 0.3358 | 0.4970 | no |
| TSLA | 2025-04-07 | 223.78 | 1.0802 | 0.4897 | no |
| TT | 2025-04-07 | 305.48 | 0.3533 | 0.5003 | no |
| UAL | 2025-04-07 | 54.91 | 0.6451 | 0.5027 | no |
| URI | 2025-04-07 | 535.55 | 0.5750 | 0.4240 | no |
| USB | 2025-04-07 | 34.05 | 0.5495 | 0.4537 | no |