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 | 44.11% | 45.69% | 2025-07-03 | -6.74% |
| buy & hold | participation factor overlay | 6 months | complete | 58.36% | 60.44% | 2025-10-06 | -6.74% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 41.37% | 43.22% | 2025-07-03 | -6.78% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 52.65% | 54.93% | 2025-10-06 | -6.78% |
| weekly rebalance | participation factor overlay | 3 months | complete | 37.43% | 39.14% | 2025-07-03 | -5.44% |
| weekly rebalance | participation factor overlay | 6 months | complete | 46.75% | 48.48% | 2025-10-03 | -5.44% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 35.23% | 36.94% | 2025-07-03 | -5.84% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 41.21% | 42.81% | 2025-10-03 | -5.84% |
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 | 0.5955 | 0.4118 | no |
| AMAT | 2025-04-07 | 123.58 | 0.4288 | 0.5597 | no |
| AMD | 2025-04-07 | 80.68 | 0.8335 | 0.5504 | no |
| APO | 2025-04-07 | 100.90 | 0.4361 | — | no |
| AXP | 2025-04-07 | 222.34 | 0.2991 | 0.4229 | no |
| BA | 2025-04-07 | 132.05 | 0.4816 | 0.4977 | no |
| CCL | 2025-04-07 | 15.09 | 0.6221 | 0.4182 | no |
| CRM | 2025-04-07 | 226.95 | 0.6020 | 0.4668 | no |
| CRWD | 2025-04-07 | 75.01 | 0.8509 | 0.5497 | no |
| DAL | 2025-04-07 | 35.07 | 0.3075 | 0.5032 | no |
| DASH | 2025-04-07 | 156.13 | 0.3726 | 0.4764 | no |
| EMR | 2025-04-07 | 91.78 | 0.4744 | 0.5001 | no |
| ETN | 2025-04-07 | 233.73 | 0.4753 | 0.5089 | no |
| EXC | 2025-04-07 | 42.63 | 0.2939 | 0.4641 | no |
| FCX | 2025-04-07 | 27.52 | 0.4166 | 0.4574 | no |
| GOOG | 2025-04-07 | 142.72 | 0.4305 | — | no |
| GOOGL | 2025-04-07 | 140.89 | 0.4460 | 0.5436 | no |
| GS | 2025-04-07 | 433.78 | 0.2993 | 0.4442 | no |
| HPE | 2025-04-07 | 11.97 | 0.3650 | 0.5042 | no |
| ISRG | 2025-04-07 | 430.97 | 0.4391 | 0.4531 | no |
| KEY | 2025-04-07 | 12.33 | 0.4394 | 0.4306 | no |
| KKR | 2025-04-07 | 88.88 | 0.4053 | 0.4759 | no |
| KLAC | 2025-04-07 | 56.10 | 0.4191 | 0.5255 | no |
| LRCX | 2025-04-07 | 57.46 | 0.3085 | 0.5428 | no |
| MAR | 2025-04-07 | 205.00 | 0.2952 | 0.4264 | no |
| META | 2025-04-07 | 483.14 | 0.5416 | 0.5457 | no |
| MLM | 2025-04-07 | 454.00 | 0.2927 | 0.4636 | no |
| MPC | 2025-04-07 | 114.86 | 0.3932 | 0.4353 | no |
| MPWR | 2025-04-07 | 460.89 | 0.7252 | 0.5093 | no |
| MU | 2025-04-07 | 63.78 | 0.4451 | 0.5246 | no |
| NRG | 2025-04-07 | 78.92 | 0.6116 | 0.4752 | no |
| NUE | 2025-04-07 | 97.50 | 0.3836 | 0.4369 | no |
| NVR | 2025-04-07 | 7281.35 | 0.3802 | — | no |
| NWS | 2025-04-07 | 26.24 | 0.4116 | — | no |
| ON | 2025-04-07 | 33.38 | 0.4197 | 0.5238 | no |
| PKG | 2025-04-07 | 171.07 | 0.3716 | 0.4396 | no |
| PLTR | 2025-04-07 | 66.65 | 0.2966 | 0.5520 | no |
| PNR | 2025-04-07 | 75.03 | 0.4484 | 0.4774 | no |
| PWR | 2025-04-07 | 231.95 | 0.4573 | 0.4809 | no |
| RCL | 2025-04-07 | 162.47 | 0.4227 | 0.4644 | no |
| RJF | 2025-04-07 | 118.04 | 0.4481 | 0.4833 | no |
| SHW | 2025-04-07 | 320.39 | 0.4122 | 0.4161 | no |
| STLD | 2025-04-07 | 104.50 | 0.2816 | 0.5102 | no |
| SW | 2025-04-07 | 36.62 | 0.3768 | 0.4462 | no |
| TKO | 2025-04-07 | 131.87 | 0.4050 | 0.4501 | no |
| TSLA | 2025-04-07 | 223.78 | 1.2306 | 0.4897 | no |
| UAL | 2025-04-07 | 54.91 | 0.5220 | 0.5027 | no |
| URI | 2025-04-07 | 535.55 | 0.6876 | 0.4240 | no |
| USB | 2025-04-07 | 34.05 | 0.4646 | 0.4537 | no |
| ZBRA | 2025-04-07 | 216.65 | 0.3683 | 0.4436 | no |