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 | 15.02% | 17.53% | 2025-07-28 | -4.24% |
| buy & hold | participation factor overlay | 6 months | complete | 28.24% | 30.11% | 2025-10-29 | -4.56% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 13.33% | 16.75% | 2025-07-23 | -4.36% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 27.96% | 28.87% | 2025-10-29 | -4.93% |
| weekly rebalance | participation factor overlay | 3 months | complete | 13.15% | 15.17% | 2025-07-25 | -3.10% |
| weekly rebalance | participation factor overlay | 6 months | complete | 19.10% | 22.10% | 2025-10-27 | -4.41% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 11.72% | 14.90% | 2025-07-23 | -3.26% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.99% | 20.74% | 2025-10-27 | -4.09% |
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 |
|---|---|---|---|---|---|
| AES | 2025-05-05 | 9.61 | 0.3382 | — | no |
| ALGN | 2025-05-05 | 177.93 | 0.3646 | 0.4149 | no |
| AMCR | 2025-05-05 | 42.52 | 0.3072 | 0.4680 | no |
| AMZN | 2025-05-05 | 186.51 | 0.3974 | 0.5000 | no |
| ANET | 2025-05-05 | 89.70 | 0.6947 | 0.4786 | no |
| AOS | 2025-05-05 | 66.17 | 0.3587 | 0.4599 | no |
| APO | 2025-05-05 | 130.38 | 0.4325 | — | no |
| AVGO | 2025-05-05 | 198.33 | 0.2882 | 0.5036 | no |
| BLDR | 2025-05-05 | 112.83 | 0.3423 | 0.4457 | no |
| CEG | 2025-05-05 | 241.30 | 1.0107 | 0.4955 | no |
| CPT | 2025-05-05 | 114.75 | 0.2881 | 0.4118 | no |
| DELL | 2025-05-05 | 92.34 | 0.5800 | 0.4768 | no |
| DLR | 2025-05-05 | 157.35 | 0.2592 | 0.4247 | no |
| DOW | 2025-05-05 | 27.41 | 0.3192 | 0.4111 | no |
| EFX | 2025-05-05 | 258.20 | 0.3031 | 0.4787 | no |
| FAST | 2025-05-05 | 39.88 | 0.3466 | 0.4881 | no |
| FCX | 2025-05-05 | 37.17 | 0.3058 | 0.4862 | no |
| FTNT | 2025-05-05 | 104.57 | 0.2779 | 0.5192 | no |
| INTC | 2025-05-05 | 20.39 | 0.3861 | 0.5202 | no |
| IRM | 2025-05-05 | 90.76 | 0.2602 | 0.4410 | no |
| KKR | 2025-05-05 | 114.35 | 0.3829 | 0.4874 | no |
| KLAC | 2025-05-05 | 68.42 | 0.2734 | 0.4852 | no |
| LNT | 2025-05-05 | 58.68 | 0.3046 | 0.4480 | no |
| LULU | 2025-05-05 | 276.42 | 0.2556 | 0.4117 | no |
| MAS | 2025-05-05 | 60.18 | 0.2338 | 0.4819 | no |
| MHK | 2025-05-05 | 102.87 | 0.2648 | 0.4430 | no |
| MKC | 2025-05-05 | 73.00 | 0.2357 | 0.4184 | no |
| MOH | 2025-05-05 | 318.88 | 0.3388 | 0.4352 | no |
| MPWR | 2025-05-05 | 628.91 | 0.5547 | 0.4819 | no |
| MU | 2025-05-05 | 79.21 | 0.6092 | 0.5104 | no |
| NUE | 2025-05-05 | 119.48 | 0.3241 | 0.4653 | no |
| ORCL | 2025-05-05 | 147.44 | 0.2449 | 0.5281 | no |
| PKG | 2025-05-05 | 178.02 | 0.2839 | 0.4430 | no |
| POOL | 2025-05-05 | 295.07 | 0.3017 | 0.4138 | no |
| PWR | 2025-05-05 | 317.93 | 0.5091 | 0.4868 | no |
| RCL | 2025-05-05 | 220.88 | 0.5541 | 0.4409 | no |
| RL | 2025-05-05 | 227.58 | 0.2717 | 0.4191 | no |
| SLB | 2025-05-05 | 32.56 | 0.3336 | 0.4104 | no |
| SMCI | 2025-05-05 | 33.10 | 0.2592 | 0.4606 | no |
| SRE | 2025-05-05 | 72.36 | 0.2282 | 0.5049 | no |
| STX | 2025-05-05 | 91.09 | 0.2385 | 0.5343 | no |
| SWKS | 2025-05-05 | 62.26 | 0.4830 | 0.4922 | no |
| TER | 2025-05-05 | 75.12 | 0.3843 | 0.4962 | no |
| TRGP | 2025-05-05 | 155.36 | 0.4480 | 0.4680 | no |
| TXN | 2025-05-05 | 157.19 | 0.3022 | 0.5160 | no |
| VST | 2025-05-05 | 135.71 | 0.7874 | 0.5011 | no |
| WDC | 2025-05-05 | 43.74 | 0.6118 | 0.5112 | no |
| WRB | 2025-05-05 | 69.90 | 0.2456 | 0.4827 | no |
| WY | 2025-05-05 | 24.82 | 0.2656 | 0.4627 | no |
| ZBRA | 2025-05-05 | 252.47 | 0.3713 | 0.4427 | no |