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 | 33.19% | 33.68% | 2025-07-18 | -3.88% |
| buy & hold | participation factor overlay | 6 months | complete | 52.16% | 52.28% | 2025-10-06 | -4.50% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 26.76% | 28.71% | 2025-07-10 | -3.98% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 44.53% | 44.53% | 2025-10-21 | -4.51% |
| weekly rebalance | participation factor overlay | 3 months | complete | 24.59% | 26.07% | 2025-07-10 | -3.34% |
| weekly rebalance | participation factor overlay | 6 months | complete | 33.55% | 33.55% | 2025-10-21 | -3.89% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 22.60% | 25.51% | 2025-07-10 | -3.62% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 31.43% | 31.43% | 2025-10-21 | -3.67% |
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 |
|---|---|---|---|---|---|
| ABNB | 2025-04-21 | 111.32 | 0.3845 | 0.4744 | no |
| ALB | 2025-04-21 | 51.29 | 0.3814 | 0.4100 | no |
| AMZN | 2025-04-21 | 169.60 | 0.5714 | 0.4529 | no |
| ANET | 2025-04-21 | 68.68 | 0.3558 | 0.4848 | no |
| APTV | 2025-04-21 | 51.49 | 0.4333 | 0.4590 | no |
| CAG | 2025-04-21 | 22.60 | 0.4438 | 0.4251 | no |
| CAT | 2025-04-21 | 285.70 | 0.3569 | 0.4564 | no |
| CRM | 2025-04-21 | 237.62 | 0.6270 | 0.4617 | no |
| DIS | 2025-04-21 | 83.34 | 0.5737 | 0.4140 | no |
| EMR | 2025-04-21 | 95.58 | 0.7614 | 0.4935 | no |
| GLW | 2025-04-21 | 39.98 | 0.4949 | 0.4862 | no |
| GOOG | 2025-04-21 | 150.26 | 0.4684 | — | no |
| HPE | 2025-04-21 | 14.50 | 0.6557 | 0.4984 | no |
| HUBB | 2025-04-21 | 328.78 | 0.9012 | 0.4913 | no |
| IQV | 2025-04-21 | 142.24 | 0.4321 | 0.4140 | no |
| IRM | 2025-04-21 | 79.59 | 0.6036 | 0.4249 | no |
| IVZ | 2025-04-21 | 11.91 | 0.4296 | 0.4726 | no |
| JBHT | 2025-04-21 | 125.47 | 0.8194 | 0.4319 | no |
| KKR | 2025-04-21 | 99.99 | 0.5706 | 0.4661 | no |
| KMX | 2025-04-21 | 63.76 | 0.4731 | 0.4482 | no |
| LH | 2025-04-21 | 212.96 | 0.4032 | 0.4173 | no |
| LRCX | 2025-04-21 | 61.86 | 0.4301 | 0.5224 | no |
| MAS | 2025-04-21 | 59.00 | 0.5417 | 0.4591 | no |
| META | 2025-04-21 | 489.35 | 0.6100 | 0.5206 | no |
| MGM | 2025-04-21 | 28.66 | 0.3612 | 0.4176 | no |
| MPWR | 2025-04-21 | 508.08 | 0.4540 | 0.4953 | no |
| MU | 2025-04-21 | 67.59 | 0.5266 | 0.5130 | no |
| NCLH | 2025-04-21 | 16.30 | 0.5112 | 0.4232 | no |
| NDSN | 2025-04-21 | 175.14 | 0.4943 | 0.4518 | no |
| NTRS | 2025-04-21 | 84.62 | 0.4152 | 0.4501 | no |
| NVR | 2025-04-21 | 7135.10 | 0.3935 | — | no |
| ORCL | 2025-04-21 | 125.19 | 0.4581 | 0.5304 | no |
| PCAR | 2025-04-21 | 84.50 | 0.5135 | 0.4674 | no |
| PLTR | 2025-04-21 | 92.84 | 0.7484 | 0.5620 | no |
| PNC | 2025-04-21 | 144.45 | 0.5182 | 0.4309 | no |
| POOL | 2025-04-21 | 293.69 | 0.5630 | 0.4329 | no |
| RJF | 2025-04-21 | 130.15 | 0.4953 | 0.4748 | no |
| RL | 2025-04-21 | 201.86 | 0.6535 | 0.4205 | no |
| ROK | 2025-04-21 | 224.04 | 0.4212 | 0.4532 | no |
| SPGI | 2025-04-21 | 429.81 | 0.4391 | 0.4961 | no |
| STX | 2025-04-21 | 73.45 | 0.3570 | 0.5159 | no |
| SW | 2025-04-21 | 39.16 | 0.3902 | 0.4508 | no |
| SYF | 2025-04-21 | 46.60 | 0.4715 | 0.4560 | no |
| TGT | 2025-04-21 | 87.08 | 0.3971 | 0.5191 | no |
| TSLA | 2025-04-21 | 230.26 | 0.7721 | 0.4927 | no |
| TT | 2025-04-21 | 326.33 | 0.3876 | 0.4925 | no |
| WDC | 2025-04-21 | 35.91 | 0.4887 | 0.5214 | no |
| WSM | 2025-04-21 | 134.64 | 0.3954 | 0.4909 | no |
| WYNN | 2025-04-21 | 73.72 | 0.5181 | 0.4161 | no |
| ZBRA | 2025-04-21 | 221.56 | 0.3687 | 0.4327 | no |