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 | 14.57% | 17.06% | 2025-07-10 | -4.59% |
| buy & hold | participation factor overlay | 6 months | complete | 24.53% | 27.30% | 2025-10-29 | -4.79% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 15.62% | 18.57% | 2025-07-28 | -4.68% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 27.10% | 29.61% | 2025-10-29 | -4.68% |
| weekly rebalance | participation factor overlay | 3 months | complete | 12.30% | 14.82% | 2025-07-25 | -3.53% |
| weekly rebalance | participation factor overlay | 6 months | complete | 14.26% | 18.35% | 2025-10-03 | -4.20% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 12.23% | 14.73% | 2025-07-25 | -3.41% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 16.19% | 19.90% | 2025-10-27 | -3.89% |
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 |
|---|---|---|---|---|---|
| ADI | 2025-05-05 | 192.10 | 0.4548 | 0.4877 | no |
| AES | 2025-05-05 | 9.61 | 0.5360 | — | no |
| ALGN | 2025-05-05 | 177.93 | 0.6216 | 0.4149 | no |
| AMCR | 2025-05-05 | 42.52 | 0.2980 | 0.4680 | no |
| AMT | 2025-05-05 | 215.04 | 0.2745 | 0.4254 | no |
| ANET | 2025-05-05 | 89.70 | 0.4472 | 0.4786 | no |
| AOS | 2025-05-05 | 66.17 | 0.3011 | 0.4599 | no |
| APO | 2025-05-05 | 130.38 | 0.4760 | — | no |
| AVGO | 2025-05-05 | 198.33 | 0.3715 | 0.5036 | no |
| BBY | 2025-05-05 | 62.08 | 0.2878 | 0.4488 | no |
| BLDR | 2025-05-05 | 112.83 | 0.4295 | 0.4457 | no |
| BX | 2025-05-05 | 129.76 | 0.4179 | 0.4646 | no |
| CEG | 2025-05-05 | 241.30 | 0.5184 | 0.4955 | no |
| CMI | 2025-05-05 | 283.47 | 0.3487 | 0.4694 | no |
| CRM | 2025-05-05 | 270.17 | 0.5294 | 0.4581 | no |
| DELL | 2025-05-05 | 92.34 | 0.6264 | 0.4768 | no |
| DOV | 2025-05-05 | 169.47 | 0.2886 | 0.5003 | no |
| ECL | 2025-05-05 | 251.24 | 0.2903 | 0.4298 | no |
| ES | 2025-05-05 | 55.71 | 0.2761 | 0.4800 | no |
| EW | 2025-05-05 | 75.12 | 0.2995 | 0.4451 | no |
| INTC | 2025-05-05 | 20.39 | 0.5513 | 0.5202 | no |
| JBHT | 2025-05-05 | 130.13 | 0.3834 | 0.4306 | no |
| KKR | 2025-05-05 | 114.35 | 0.3100 | 0.4874 | no |
| KLAC | 2025-05-05 | 68.42 | 0.3117 | 0.4852 | no |
| LNT | 2025-05-05 | 58.68 | 0.3265 | 0.4480 | no |
| LULU | 2025-05-05 | 276.42 | 0.4507 | 0.4117 | no |
| MAS | 2025-05-05 | 60.18 | 0.2819 | 0.4819 | no |
| MHK | 2025-05-05 | 102.87 | 0.3185 | 0.4430 | no |
| MKC | 2025-05-05 | 73.00 | 0.3122 | 0.4184 | no |
| MOH | 2025-05-05 | 318.88 | 0.2790 | 0.4352 | no |
| MPWR | 2025-05-05 | 628.91 | 0.4371 | 0.4819 | no |
| MTB | 2025-05-05 | 165.94 | 0.2633 | 0.4175 | no |
| MU | 2025-05-05 | 79.21 | 0.5668 | 0.5104 | no |
| NCLH | 2025-05-05 | 17.00 | 0.3714 | 0.4150 | no |
| NTAP | 2025-05-05 | 89.74 | 0.3529 | 0.4784 | no |
| NVDA | 2025-05-05 | 112.63 | 0.2983 | 0.5158 | no |
| ODFL | 2025-05-05 | 155.36 | 0.2942 | 0.4262 | no |
| POOL | 2025-05-05 | 295.07 | 0.2694 | 0.4138 | no |
| RCL | 2025-05-05 | 220.88 | 0.4069 | 0.4409 | no |
| RL | 2025-05-05 | 227.58 | 0.2761 | 0.4191 | no |
| SLB | 2025-05-05 | 32.56 | 0.3795 | 0.4104 | no |
| SNPS | 2025-05-05 | 469.17 | 0.3149 | 0.5094 | no |
| STX | 2025-05-05 | 91.09 | 0.3676 | 0.5343 | no |
| SWKS | 2025-05-05 | 62.26 | 0.3591 | 0.4922 | no |
| TER | 2025-05-05 | 75.12 | 0.3848 | 0.4962 | no |
| TRGP | 2025-05-05 | 155.36 | 0.2710 | 0.4680 | no |
| TXN | 2025-05-05 | 157.19 | 0.4319 | 0.5160 | no |
| VST | 2025-05-05 | 135.71 | 0.6544 | 0.5011 | no |
| ZBH | 2025-05-05 | 98.30 | 0.3561 | 0.4464 | no |
| ZBRA | 2025-05-05 | 252.47 | 0.3892 | 0.4427 | no |