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 | 24.32% | 24.32% | 2025-07-28 | -3.47% |
| buy & hold | participation factor overlay | 6 months | complete | 39.56% | 40.50% | 2025-10-27 | -4.38% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 24.43% | 24.43% | 2025-07-28 | -3.79% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 39.66% | 40.47% | 2025-10-27 | -4.57% |
| weekly rebalance | participation factor overlay | 3 months | complete | 17.41% | 17.85% | 2025-07-25 | -3.34% |
| weekly rebalance | participation factor overlay | 6 months | complete | 24.74% | 24.99% | 2025-10-27 | -3.89% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 16.58% | 17.08% | 2025-07-25 | -3.62% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 23.07% | 23.55% | 2025-10-27 | -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 |
|---|---|---|---|---|---|
| AIZ | 2025-04-28 | 187.54 | 0.2710 | 0.4125 | no |
| ALGN | 2025-04-28 | 183.91 | 0.4919 | 0.4200 | no |
| ALLE | 2025-04-28 | 135.00 | 0.3083 | 0.4966 | no |
| ANET | 2025-04-28 | 76.95 | 0.7206 | 0.4831 | no |
| APTV | 2025-04-28 | 56.00 | 0.5395 | 0.4548 | no |
| AVGO | 2025-04-28 | 188.70 | 0.5216 | 0.5050 | no |
| BLDR | 2025-04-28 | 121.40 | 0.3517 | 0.4543 | no |
| BX | 2025-04-28 | 127.01 | 0.3305 | 0.4649 | no |
| CEG | 2025-04-28 | 220.54 | 0.5047 | 0.4899 | no |
| CMI | 2025-04-28 | 285.74 | 0.3804 | 0.4677 | no |
| CRM | 2025-04-28 | 265.01 | 0.4301 | 0.4610 | no |
| DELL | 2025-04-28 | 93.00 | 0.3767 | 0.4819 | no |
| DG | 2025-04-28 | 90.99 | 0.2822 | 0.5277 | no |
| EFX | 2025-04-28 | 252.71 | 0.2944 | 0.4781 | no |
| EMN | 2025-04-28 | 70.38 | 0.4570 | 0.4148 | no |
| EMR | 2025-04-28 | 102.64 | 0.4042 | 0.4947 | no |
| GLW | 2025-04-28 | 43.22 | 0.4512 | 0.4813 | no |
| GOOG | 2025-04-28 | 163.49 | 0.2586 | — | no |
| GOOGL | 2025-04-28 | 161.67 | 0.3738 | 0.5149 | no |
| HUBB | 2025-04-28 | 353.15 | 0.6584 | 0.4934 | no |
| INTC | 2025-04-28 | 20.12 | 0.3323 | 0.5220 | no |
| JBHT | 2025-04-28 | 128.26 | 0.3439 | 0.4316 | no |
| KKR | 2025-04-28 | 112.86 | 0.3231 | 0.4661 | no |
| LH | 2025-04-28 | 225.81 | 0.3360 | 0.4165 | no |
| LRCX | 2025-04-28 | 70.38 | 0.5386 | 0.5141 | no |
| MAS | 2025-04-28 | 58.87 | 0.6922 | 0.4812 | no |
| MOH | 2025-04-28 | 315.87 | 0.3330 | 0.4230 | no |
| MTB | 2025-04-28 | 161.10 | 0.4213 | 0.4175 | no |
| MU | 2025-04-28 | 78.57 | 0.5382 | 0.5118 | no |
| NTRS | 2025-04-28 | 88.83 | 0.5853 | 0.4367 | no |
| NVDA | 2025-04-28 | 109.41 | 0.3812 | 0.5173 | no |
| OXY | 2025-04-28 | 39.03 | 0.3854 | 0.5038 | no |
| PKG | 2025-04-28 | 178.35 | 0.7082 | 0.4406 | no |
| PLTR | 2025-04-28 | 113.78 | 0.3563 | 0.5763 | no |
| PNC | 2025-04-28 | 152.49 | 0.3067 | 0.4309 | no |
| POOL | 2025-04-28 | 282.40 | 0.2960 | 0.4124 | no |
| PWR | 2025-04-28 | 285.25 | 0.3097 | 0.4825 | no |
| RCL | 2025-04-28 | 209.55 | 0.5435 | 0.4524 | no |
| RL | 2025-04-28 | 217.53 | 0.3331 | 0.4216 | no |
| SHW | 2025-04-28 | 328.05 | 0.4844 | 0.4130 | no |
| SLB | 2025-04-28 | 33.12 | 0.3265 | 0.4150 | no |
| SMCI | 2025-04-28 | 36.54 | 0.7220 | 0.4627 | no |
| STLD | 2025-04-28 | 125.67 | 0.2704 | 0.4986 | no |
| STX | 2025-04-28 | 81.11 | 0.3440 | 0.5143 | no |
| TGT | 2025-04-28 | 90.70 | 0.3657 | 0.5175 | no |
| VST | 2025-04-28 | 125.43 | 1.0123 | 0.4941 | no |
| WDC | 2025-04-28 | 40.39 | 0.5389 | 0.5195 | no |
| WSM | 2025-04-28 | 150.61 | 0.4091 | 0.4918 | no |
| ZBH | 2025-04-28 | 100.37 | 0.2977 | 0.4596 | no |
| ZBRA | 2025-04-28 | 246.00 | 0.4058 | 0.4328 | no |