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 | 25.94% | 25.94% | 2025-07-28 | -3.60% |
| buy & hold | participation factor overlay | 6 months | complete | 41.37% | 41.61% | 2025-10-27 | -4.63% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 25.41% | 25.41% | 2025-07-28 | -3.77% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 41.93% | 42.09% | 2025-10-27 | -4.77% |
| weekly rebalance | participation factor overlay | 3 months | complete | 17.92% | 18.46% | 2025-07-25 | -3.53% |
| weekly rebalance | participation factor overlay | 6 months | complete | 20.56% | 22.11% | 2025-10-03 | -3.87% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 17.44% | 17.99% | 2025-07-25 | -3.41% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 22.53% | 23.31% | 2025-10-27 | -3.61% |
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 |
|---|---|---|---|---|---|
| AIZ | 2025-04-28 | 187.54 | 0.2941 | 0.4125 | no |
| ALGN | 2025-04-28 | 183.91 | 0.3360 | 0.4200 | no |
| ALLE | 2025-04-28 | 135.00 | 0.3088 | 0.4966 | no |
| ANET | 2025-04-28 | 76.95 | 0.6243 | 0.4831 | no |
| APH | 2025-04-28 | 37.72 | 0.3567 | 0.4262 | no |
| APO | 2025-04-28 | 131.28 | 0.3702 | — | no |
| AVGO | 2025-04-28 | 188.70 | 0.5560 | 0.5050 | no |
| BX | 2025-04-28 | 127.01 | 0.3306 | 0.4649 | no |
| CEG | 2025-04-28 | 220.54 | 0.8427 | 0.4899 | no |
| CMI | 2025-04-28 | 285.74 | 0.4176 | 0.4677 | no |
| CRM | 2025-04-28 | 265.01 | 0.3431 | 0.4610 | no |
| DELL | 2025-04-28 | 93.00 | 0.6506 | 0.4819 | no |
| EMN | 2025-04-28 | 70.38 | 0.5252 | 0.4148 | no |
| ESS | 2025-04-28 | 262.22 | 0.3165 | 0.4129 | no |
| FCX | 2025-04-28 | 36.54 | 0.3709 | 0.4902 | no |
| GEHC | 2025-04-28 | 68.17 | 0.3990 | 0.4512 | no |
| GOOG | 2025-04-28 | 163.49 | 0.3266 | — | no |
| GOOGL | 2025-04-28 | 161.67 | 0.3146 | 0.5149 | no |
| HSY | 2025-04-28 | 156.25 | 0.3049 | 0.4217 | no |
| HUBB | 2025-04-28 | 353.15 | 0.7761 | 0.4934 | no |
| HWM | 2025-04-28 | 137.80 | 0.3119 | 0.5119 | no |
| INTC | 2025-04-28 | 20.12 | 0.4949 | 0.5220 | no |
| JBHT | 2025-04-28 | 128.26 | 0.4486 | 0.4316 | no |
| KKR | 2025-04-28 | 112.86 | 0.5798 | 0.4661 | no |
| LRCX | 2025-04-28 | 70.38 | 0.3680 | 0.5141 | no |
| MAS | 2025-04-28 | 58.87 | 0.6598 | 0.4812 | no |
| MPWR | 2025-04-28 | 574.82 | 0.3966 | 0.4939 | no |
| MU | 2025-04-28 | 78.57 | 0.3422 | 0.5118 | no |
| NTAP | 2025-04-28 | 85.98 | 0.3176 | 0.4835 | no |
| NTRS | 2025-04-28 | 88.83 | 0.6113 | 0.4367 | no |
| NUE | 2025-04-28 | 113.76 | 0.3998 | 0.4478 | no |
| NVDA | 2025-04-28 | 109.41 | 0.4620 | 0.5173 | no |
| ODFL | 2025-04-28 | 145.58 | 0.3145 | 0.4271 | no |
| PKG | 2025-04-28 | 178.35 | 0.3234 | 0.4406 | no |
| PLTR | 2025-04-28 | 113.78 | 0.4723 | 0.5763 | no |
| POOL | 2025-04-28 | 282.40 | 0.3494 | 0.4124 | no |
| PWR | 2025-04-28 | 285.25 | 0.3412 | 0.4825 | no |
| RMD | 2025-04-28 | 232.54 | 0.3867 | 0.4380 | no |
| ROK | 2025-04-28 | 243.46 | 0.3061 | 0.4545 | no |
| SHW | 2025-04-28 | 328.05 | 0.4402 | 0.4130 | no |
| SLB | 2025-04-28 | 33.12 | 0.7870 | 0.4150 | no |
| SMCI | 2025-04-28 | 36.54 | 0.3334 | 0.4627 | no |
| STX | 2025-04-28 | 81.11 | 0.4190 | 0.5143 | no |
| TGT | 2025-04-28 | 90.70 | 0.3095 | 0.5175 | no |
| TXN | 2025-04-28 | 156.75 | 0.3488 | 0.5175 | no |
| UBER | 2025-04-28 | 78.11 | 0.3763 | 0.5131 | no |
| VST | 2025-04-28 | 125.43 | 1.0388 | 0.4941 | no |
| WDC | 2025-04-28 | 40.39 | 0.4029 | 0.5195 | no |
| WSM | 2025-04-28 | 150.61 | 0.4778 | 0.4918 | no |
| ZBRA | 2025-04-28 | 246.00 | 0.5968 | 0.4328 | no |