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 | 15.56% | 18.06% | 2025-07-25 | -4.31% |
| buy & hold | participation factor overlay | 6 months | complete | 17.60% | 22.76% | 2025-10-27 | -4.59% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 15.86% | 17.99% | 2025-07-25 | -4.51% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 19.48% | 24.78% | 2025-10-27 | -4.63% |
| weekly rebalance | participation factor overlay | 3 months | complete | 11.60% | 14.08% | 2025-07-03 | -3.16% |
| weekly rebalance | participation factor overlay | 6 months | complete | 17.67% | 19.46% | 2025-10-27 | -3.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 10.68% | 14.68% | 2025-07-03 | -3.76% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 13.82% | 17.30% | 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 |
|---|---|---|---|---|---|
| AES | 2025-05-05 | 9.61 | 0.3761 | — | no |
| ALGN | 2025-05-05 | 177.93 | 0.5553 | 0.4149 | no |
| AMCR | 2025-05-05 | 42.52 | 0.3041 | 0.4680 | no |
| AME | 2025-05-05 | 167.53 | 0.2629 | 0.4904 | no |
| AMZN | 2025-05-05 | 186.51 | 0.4083 | 0.5000 | no |
| ANET | 2025-05-05 | 89.70 | 0.5675 | 0.4786 | no |
| AOS | 2025-05-05 | 66.17 | 0.3445 | 0.4599 | no |
| APA | 2025-05-05 | 15.35 | 0.3042 | 0.5151 | no |
| APO | 2025-05-05 | 130.38 | 0.4190 | — | no |
| AVGO | 2025-05-05 | 198.33 | 0.4489 | 0.5036 | no |
| BKNG | 2025-05-05 | 204.42 | 0.2573 | 0.4559 | no |
| BLDR | 2025-05-05 | 112.83 | 0.3928 | 0.4457 | no |
| BX | 2025-05-05 | 129.76 | 0.2466 | 0.4646 | no |
| CEG | 2025-05-05 | 241.30 | 0.7720 | 0.4955 | no |
| CMI | 2025-05-05 | 283.47 | 0.3426 | 0.4694 | no |
| CRM | 2025-05-05 | 270.17 | 0.4759 | 0.4581 | no |
| DELL | 2025-05-05 | 92.34 | 0.4292 | 0.4768 | no |
| DLR | 2025-05-05 | 157.35 | 0.2635 | 0.4247 | no |
| EFX | 2025-05-05 | 258.20 | 0.3163 | 0.4787 | no |
| EMN | 2025-05-05 | 71.83 | 0.2632 | 0.4154 | no |
| ES | 2025-05-05 | 55.71 | 0.2692 | 0.4800 | no |
| ETN | 2025-05-05 | 292.05 | 0.2665 | 0.5007 | no |
| FTNT | 2025-05-05 | 104.57 | 0.3575 | 0.5192 | no |
| GM | 2025-05-05 | 44.63 | 0.2671 | 0.4104 | no |
| INTC | 2025-05-05 | 20.39 | 0.6525 | 0.5202 | no |
| INVH | 2025-05-05 | 33.56 | 0.2910 | 0.4437 | no |
| KKR | 2025-05-05 | 114.35 | 0.5401 | 0.4874 | no |
| LNT | 2025-05-05 | 58.68 | 0.4118 | 0.4480 | no |
| MAS | 2025-05-05 | 60.18 | 0.2530 | 0.4819 | no |
| META | 2025-05-05 | 588.84 | 0.4925 | 0.4897 | no |
| MHK | 2025-05-05 | 102.87 | 0.2610 | 0.4430 | no |
| MPWR | 2025-05-05 | 628.91 | 0.2896 | 0.4819 | no |
| NCLH | 2025-05-05 | 17.00 | 0.3561 | 0.4150 | no |
| NTRS | 2025-05-05 | 93.74 | 0.2601 | 0.4344 | no |
| NVDA | 2025-05-05 | 112.63 | 0.4028 | 0.5158 | no |
| ODFL | 2025-05-05 | 155.36 | 0.3074 | 0.4262 | no |
| OKE | 2025-05-05 | 76.06 | 0.3560 | 0.4616 | no |
| ORCL | 2025-05-05 | 147.44 | 0.2642 | 0.5281 | no |
| POOL | 2025-05-05 | 295.07 | 0.4096 | 0.4138 | no |
| PWR | 2025-05-05 | 317.93 | 0.3271 | 0.4868 | no |
| RCL | 2025-05-05 | 220.88 | 0.2702 | 0.4409 | no |
| RL | 2025-05-05 | 227.58 | 0.4125 | 0.4191 | no |
| SNPS | 2025-05-05 | 469.17 | 0.3159 | 0.5094 | no |
| STLD | 2025-05-05 | 131.73 | 0.2641 | 0.4911 | no |
| SWKS | 2025-05-05 | 62.26 | 0.3932 | 0.4922 | no |
| TSCO | 2025-05-05 | 49.21 | 0.3145 | 0.5341 | no |
| VST | 2025-05-05 | 135.71 | 0.9160 | 0.5011 | no |
| WRB | 2025-05-05 | 69.90 | 0.2474 | 0.4827 | no |
| WSM | 2025-05-05 | 155.58 | 0.3186 | 0.4927 | no |
| ZBH | 2025-05-05 | 98.30 | 0.3257 | 0.4464 | no |