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 | 40.56% | 42.26% | 2025-07-03 | -7.29% |
| buy & hold | participation factor overlay | 6 months | complete | 53.08% | 54.78% | 2025-10-06 | -7.29% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 37.63% | 39.58% | 2025-07-03 | -7.32% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 48.47% | 50.10% | 2025-10-06 | -7.32% |
| weekly rebalance | participation factor overlay | 3 months | complete | 35.06% | 36.67% | 2025-07-03 | -6.41% |
| weekly rebalance | participation factor overlay | 6 months | complete | 43.68% | 44.60% | 2025-10-03 | -6.41% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 34.33% | 36.06% | 2025-07-03 | -6.12% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 41.99% | 42.93% | 2025-10-03 | -6.12% |
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 | 0.8246 | 0.4118 | no |
| AMD | 2025-04-07 | 80.68 | 0.8045 | 0.5504 | no |
| AMZN | 2025-04-07 | 162.00 | 0.2874 | 0.4636 | no |
| APO | 2025-04-07 | 100.90 | 0.4348 | — | no |
| AXP | 2025-04-07 | 222.34 | 0.3862 | 0.4229 | no |
| BLDR | 2025-04-07 | 119.85 | 0.3860 | 0.4565 | no |
| CCL | 2025-04-07 | 15.09 | 0.6415 | 0.4182 | no |
| COF | 2025-04-07 | 141.88 | 0.4281 | 0.4287 | no |
| CRM | 2025-04-07 | 226.95 | 0.4496 | 0.4668 | no |
| CRWD | 2025-04-07 | 75.01 | 0.7704 | 0.5497 | no |
| DAL | 2025-04-07 | 35.07 | 0.7697 | 0.5032 | no |
| DLR | 2025-04-07 | 129.42 | 0.2797 | 0.4320 | no |
| DVA | 2025-04-07 | 146.02 | 0.3378 | 0.4117 | no |
| EMR | 2025-04-07 | 91.78 | 0.4275 | 0.5001 | no |
| ETN | 2025-04-07 | 233.73 | 0.6071 | 0.5089 | no |
| GOOG | 2025-04-07 | 142.72 | 0.5333 | — | no |
| GOOGL | 2025-04-07 | 140.89 | 0.5328 | 0.5436 | no |
| HD | 2025-04-07 | 330.87 | 0.3363 | 0.5250 | no |
| HPE | 2025-04-07 | 11.97 | 0.3934 | 0.5042 | no |
| HUBB | 2025-04-07 | 302.31 | 0.3140 | 0.4998 | no |
| ISRG | 2025-04-07 | 430.97 | 0.3861 | 0.4531 | no |
| KKR | 2025-04-07 | 88.88 | 0.3981 | 0.4759 | no |
| LRCX | 2025-04-07 | 57.46 | 0.2841 | 0.5428 | no |
| MAR | 2025-04-07 | 205.00 | 0.3632 | 0.4264 | no |
| META | 2025-04-07 | 483.14 | 0.3541 | 0.5457 | no |
| MHK | 2025-04-07 | 102.96 | 0.3683 | 0.4531 | no |
| MPWR | 2025-04-07 | 460.89 | 0.5431 | 0.5093 | no |
| MU | 2025-04-07 | 63.78 | 0.6831 | 0.5246 | no |
| NOW | 2025-04-07 | 137.60 | 0.5974 | 0.4667 | no |
| NRG | 2025-04-07 | 78.92 | 0.6395 | 0.4752 | no |
| NVR | 2025-04-07 | 7281.35 | 0.4318 | — | no |
| ON | 2025-04-07 | 33.38 | 0.3586 | 0.5238 | no |
| PANW | 2025-04-07 | 147.57 | 0.3293 | 0.5420 | no |
| PKG | 2025-04-07 | 171.07 | 0.3553 | 0.4396 | no |
| PLTR | 2025-04-07 | 66.65 | 0.4822 | 0.5520 | no |
| PNC | 2025-04-07 | 143.09 | 0.3148 | 0.4333 | no |
| PNR | 2025-04-07 | 75.03 | 0.6154 | 0.4774 | no |
| PWR | 2025-04-07 | 231.95 | 0.4686 | 0.4809 | no |
| RCL | 2025-04-07 | 162.47 | 0.4197 | 0.4644 | no |
| RJF | 2025-04-07 | 118.04 | 0.5512 | 0.4833 | no |
| SHW | 2025-04-07 | 320.39 | 0.4046 | 0.4161 | no |
| STLD | 2025-04-07 | 104.50 | 0.4065 | 0.5102 | no |
| SW | 2025-04-07 | 36.62 | 0.5568 | 0.4462 | no |
| SYF | 2025-04-07 | 39.92 | 0.3319 | 0.4582 | no |
| TKO | 2025-04-07 | 131.87 | 0.4462 | 0.4501 | no |
| TSLA | 2025-04-07 | 223.78 | 1.1887 | 0.4897 | no |
| TT | 2025-04-07 | 305.48 | 0.3484 | 0.5003 | no |
| UAL | 2025-04-07 | 54.91 | 0.7036 | 0.5027 | no |
| URI | 2025-04-07 | 535.55 | 0.7622 | 0.4240 | no |
| USB | 2025-04-07 | 34.05 | 0.5083 | 0.4537 | no |