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 | 23.24% | 23.24% | 2025-07-28 | -3.82% |
| buy & hold | participation factor overlay | 6 months | complete | 36.46% | 37.08% | 2025-10-27 | -4.17% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 24.55% | 24.55% | 2025-07-28 | -4.07% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 38.38% | 38.93% | 2025-10-27 | -4.29% |
| weekly rebalance | participation factor overlay | 3 months | complete | 15.86% | 16.83% | 2025-07-03 | -3.16% |
| weekly rebalance | participation factor overlay | 6 months | complete | 22.07% | 22.34% | 2025-10-27 | -3.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 16.45% | 17.54% | 2025-07-03 | -3.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 19.64% | 20.23% | 2025-10-27 | -4.18% |
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 |
|---|---|---|---|---|---|
| ALGN | 2025-04-28 | 183.91 | 0.4477 | 0.4200 | no |
| ALLE | 2025-04-28 | 135.00 | 0.3200 | 0.4966 | no |
| AMZN | 2025-04-28 | 190.11 | 0.2902 | 0.4521 | no |
| ANET | 2025-04-28 | 76.95 | 0.6512 | 0.4831 | no |
| APO | 2025-04-28 | 131.28 | 0.4041 | — | no |
| APTV | 2025-04-28 | 56.00 | 0.5304 | 0.4548 | no |
| AVGO | 2025-04-28 | 188.70 | 0.5299 | 0.5050 | no |
| BAX | 2025-04-28 | 29.87 | 0.3092 | 0.4526 | no |
| BLDR | 2025-04-28 | 121.40 | 0.3070 | 0.4543 | no |
| CEG | 2025-04-28 | 220.54 | 0.8106 | 0.4899 | no |
| CMI | 2025-04-28 | 285.74 | 0.4959 | 0.4677 | no |
| CRM | 2025-04-28 | 265.01 | 0.4587 | 0.4610 | no |
| DELL | 2025-04-28 | 93.00 | 0.5622 | 0.4819 | no |
| DG | 2025-04-28 | 90.99 | 0.2930 | 0.5277 | no |
| DTE | 2025-04-28 | 129.44 | 0.2942 | 0.4872 | no |
| EMN | 2025-04-28 | 70.38 | 0.3259 | 0.4148 | no |
| EMR | 2025-04-28 | 102.64 | 0.3947 | 0.4947 | no |
| ESS | 2025-04-28 | 262.22 | 0.3068 | 0.4129 | no |
| GM | 2025-04-28 | 46.53 | 0.3405 | 0.4435 | no |
| GOOG | 2025-04-28 | 163.49 | 0.2889 | — | no |
| GOOGL | 2025-04-28 | 161.67 | 0.3657 | 0.5149 | no |
| HUBB | 2025-04-28 | 353.15 | 0.7102 | 0.4934 | no |
| INTC | 2025-04-28 | 20.12 | 0.3169 | 0.5220 | no |
| IVZ | 2025-04-28 | 13.19 | 0.3627 | 0.4774 | no |
| JBHT | 2025-04-28 | 128.26 | 0.4109 | 0.4316 | no |
| KKR | 2025-04-28 | 112.86 | 0.3818 | 0.4661 | no |
| LH | 2025-04-28 | 225.81 | 0.3838 | 0.4165 | no |
| LRCX | 2025-04-28 | 70.38 | 0.5887 | 0.5141 | no |
| MAS | 2025-04-28 | 58.87 | 0.4961 | 0.4812 | no |
| MPWR | 2025-04-28 | 574.82 | 0.6155 | 0.4939 | no |
| MTB | 2025-04-28 | 161.10 | 0.3751 | 0.4175 | no |
| NTRS | 2025-04-28 | 88.83 | 0.6948 | 0.4367 | no |
| NVDA | 2025-04-28 | 109.41 | 0.4298 | 0.5173 | no |
| OXY | 2025-04-28 | 39.03 | 0.3023 | 0.5038 | no |
| PKG | 2025-04-28 | 178.35 | 0.8239 | 0.4406 | no |
| PLTR | 2025-04-28 | 113.78 | 0.3846 | 0.5763 | no |
| PNR | 2025-04-28 | 88.68 | 0.3379 | 0.4804 | no |
| POOL | 2025-04-28 | 282.40 | 0.3891 | 0.4124 | no |
| PWR | 2025-04-28 | 285.25 | 0.3155 | 0.4825 | no |
| RCL | 2025-04-28 | 209.55 | 0.3934 | 0.4524 | no |
| SHW | 2025-04-28 | 328.05 | 0.3961 | 0.4130 | no |
| SLB | 2025-04-28 | 33.12 | 0.3797 | 0.4150 | no |
| STLD | 2025-04-28 | 125.67 | 0.3656 | 0.4986 | no |
| VST | 2025-04-28 | 125.43 | 1.2375 | 0.4941 | no |
| WBD | 2025-04-28 | 8.59 | 0.5570 | 0.4117 | no |
| WDAY | 2025-04-28 | 239.36 | 0.2895 | 0.4521 | no |
| WDC | 2025-04-28 | 40.39 | 0.7099 | 0.5195 | no |
| WSM | 2025-04-28 | 150.61 | 0.5176 | 0.4918 | no |
| ZBH | 2025-04-28 | 100.37 | 0.3537 | 0.4596 | no |
| ZBRA | 2025-04-28 | 246.00 | 0.5209 | 0.4328 | no |