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 | 41.73% | 43.33% | 2025-07-03 | -7.34% |
| buy & hold | participation factor overlay | 6 months | complete | 56.20% | 57.97% | 2025-10-06 | -7.34% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 40.20% | 41.96% | 2025-07-03 | -7.48% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 53.52% | 55.57% | 2025-10-06 | -7.48% |
| weekly rebalance | participation factor overlay | 3 months | complete | 36.76% | 38.35% | 2025-07-03 | -5.77% |
| weekly rebalance | participation factor overlay | 6 months | complete | 42.85% | 43.77% | 2025-10-03 | -5.77% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 35.87% | 37.57% | 2025-07-03 | -6.39% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 38.18% | 38.99% | 2025-10-03 | -6.39% |
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 | 0.8958 | 0.4118 | no |
| AMAT | 2025-04-07 | 123.58 | 0.4474 | 0.5597 | no |
| AMD | 2025-04-07 | 80.68 | 0.6710 | 0.5504 | no |
| AMZN | 2025-04-07 | 162.00 | 0.3587 | 0.4636 | no |
| APO | 2025-04-07 | 100.90 | 0.3557 | — | no |
| AXP | 2025-04-07 | 222.34 | 0.3628 | 0.4229 | no |
| BA | 2025-04-07 | 132.05 | 0.5059 | 0.4977 | no |
| BLDR | 2025-04-07 | 119.85 | 0.3003 | 0.4565 | no |
| CCL | 2025-04-07 | 15.09 | 0.7916 | 0.4182 | no |
| CRM | 2025-04-07 | 226.95 | 0.4540 | 0.4668 | no |
| CRWD | 2025-04-07 | 75.01 | 0.9517 | 0.5497 | no |
| DAL | 2025-04-07 | 35.07 | 0.4648 | 0.5032 | no |
| DLR | 2025-04-07 | 129.42 | 0.3049 | 0.4320 | no |
| EMR | 2025-04-07 | 91.78 | 0.3911 | 0.5001 | no |
| ETN | 2025-04-07 | 233.73 | 0.4906 | 0.5089 | no |
| GLW | 2025-04-07 | 37.15 | 0.2938 | 0.4904 | no |
| GOOG | 2025-04-07 | 142.72 | 0.3970 | — | no |
| GOOGL | 2025-04-07 | 140.89 | 0.4664 | 0.5436 | no |
| IQV | 2025-04-07 | 149.86 | 0.3277 | 0.4096 | no |
| ISRG | 2025-04-07 | 430.97 | 0.4322 | 0.4531 | no |
| JBL | 2025-04-07 | 112.71 | 0.4935 | 0.4935 | no |
| KEY | 2025-04-07 | 12.33 | 0.2993 | 0.4306 | no |
| KLAC | 2025-04-07 | 56.10 | 0.3799 | 0.5255 | no |
| LRCX | 2025-04-07 | 57.46 | 0.3459 | 0.5428 | no |
| LYB | 2025-04-07 | 49.81 | 0.2767 | 0.4102 | no |
| MAR | 2025-04-07 | 205.00 | 0.3538 | 0.4264 | no |
| META | 2025-04-07 | 483.14 | 0.4426 | 0.5457 | no |
| MHK | 2025-04-07 | 102.96 | 0.3722 | 0.4531 | no |
| MPWR | 2025-04-07 | 460.89 | 0.6263 | 0.5093 | no |
| MU | 2025-04-07 | 63.78 | 0.7022 | 0.5246 | no |
| NRG | 2025-04-07 | 78.92 | 0.5672 | 0.4752 | no |
| PANW | 2025-04-07 | 147.57 | 0.3028 | 0.5420 | no |
| PLTR | 2025-04-07 | 66.65 | 0.3089 | 0.5520 | no |
| PNC | 2025-04-07 | 143.09 | 0.3094 | 0.4333 | no |
| PNR | 2025-04-07 | 75.03 | 0.8038 | 0.4774 | no |
| PPG | 2025-04-07 | 92.82 | 0.3764 | 0.4325 | no |
| PWR | 2025-04-07 | 231.95 | 0.4611 | 0.4809 | no |
| PYPL | 2025-04-07 | 56.11 | 0.2773 | 0.4109 | no |
| RCL | 2025-04-07 | 162.47 | 0.4800 | 0.4644 | no |
| RJF | 2025-04-07 | 118.04 | 0.6119 | 0.4833 | no |
| SHW | 2025-04-07 | 320.39 | 0.3454 | 0.4161 | no |
| SNPS | 2025-04-07 | 375.96 | 0.2988 | 0.5213 | no |
| STLD | 2025-04-07 | 104.50 | 0.4200 | 0.5102 | no |
| SW | 2025-04-07 | 36.62 | 0.6285 | 0.4462 | no |
| TKO | 2025-04-07 | 131.87 | 0.3686 | 0.4501 | no |
| TSLA | 2025-04-07 | 223.78 | 1.1670 | 0.4897 | no |
| TT | 2025-04-07 | 305.48 | 0.4250 | 0.5003 | no |
| UAL | 2025-04-07 | 54.91 | 0.4029 | 0.5027 | no |
| URI | 2025-04-07 | 535.55 | 0.4911 | 0.4240 | no |
| USB | 2025-04-07 | 34.05 | 0.7382 | 0.4537 | no |