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 | 13.43% | 16.79% | 2025-07-25 | -3.91% |
| buy & hold | participation factor overlay | 6 months | complete | 21.90% | 24.54% | 2025-10-27 | -3.93% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 13.20% | 16.19% | 2025-07-25 | -3.71% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 24.28% | 25.30% | 2025-10-27 | -3.99% |
| weekly rebalance | participation factor overlay | 3 months | complete | 12.71% | 14.92% | 2025-07-25 | -3.34% |
| weekly rebalance | participation factor overlay | 6 months | complete | 20.13% | 21.88% | 2025-10-27 | -3.89% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 12.39% | 14.65% | 2025-07-25 | -3.62% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 18.15% | 20.98% | 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 |
|---|---|---|---|---|---|
| ALGN | 2025-05-05 | 177.93 | 0.3868 | 0.4149 | no |
| AME | 2025-05-05 | 167.53 | 0.3313 | 0.4904 | no |
| AMZN | 2025-05-05 | 186.51 | 0.3270 | 0.5000 | no |
| ANET | 2025-05-05 | 89.70 | 0.4028 | 0.4786 | no |
| AOS | 2025-05-05 | 66.17 | 0.3107 | 0.4599 | no |
| APO | 2025-05-05 | 130.38 | 0.4663 | — | no |
| AVGO | 2025-05-05 | 198.33 | 0.3257 | 0.5036 | no |
| BBY | 2025-05-05 | 62.08 | 0.3205 | 0.4488 | no |
| BKNG | 2025-05-05 | 204.42 | 0.2357 | 0.4559 | no |
| BLDR | 2025-05-05 | 112.83 | 0.5430 | 0.4457 | no |
| BX | 2025-05-05 | 129.76 | 0.3854 | 0.4646 | no |
| CEG | 2025-05-05 | 241.30 | 0.5542 | 0.4955 | no |
| CPT | 2025-05-05 | 114.75 | 0.2563 | 0.4118 | no |
| CRM | 2025-05-05 | 270.17 | 0.4341 | 0.4581 | no |
| DD | 2025-05-05 | 81.45 | 0.2661 | 0.4193 | no |
| DELL | 2025-05-05 | 92.34 | 0.4264 | 0.4768 | no |
| ECL | 2025-05-05 | 251.24 | 0.2591 | 0.4298 | no |
| EW | 2025-05-05 | 75.12 | 0.2448 | 0.4451 | no |
| EXR | 2025-05-05 | 139.40 | 0.2594 | 0.4112 | no |
| FTNT | 2025-05-05 | 104.57 | 0.3464 | 0.5192 | no |
| GWW | 2025-05-05 | 1047.81 | 0.2932 | 0.4883 | no |
| INTC | 2025-05-05 | 20.39 | 0.2562 | 0.5202 | no |
| JBHT | 2025-05-05 | 130.13 | 0.2716 | 0.4306 | no |
| KKR | 2025-05-05 | 114.35 | 0.2620 | 0.4874 | no |
| LNT | 2025-05-05 | 58.68 | 0.2599 | 0.4480 | no |
| MAS | 2025-05-05 | 60.18 | 0.3219 | 0.4819 | no |
| MCHP | 2025-05-05 | 45.36 | 0.2289 | 0.5130 | no |
| MHK | 2025-05-05 | 102.87 | 0.2413 | 0.4430 | no |
| MKC | 2025-05-05 | 73.00 | 0.3611 | 0.4184 | no |
| MOH | 2025-05-05 | 318.88 | 0.3836 | 0.4352 | no |
| MPWR | 2025-05-05 | 628.91 | 0.2604 | 0.4819 | no |
| MU | 2025-05-05 | 79.21 | 0.4894 | 0.5104 | no |
| NTRS | 2025-05-05 | 93.74 | 0.3402 | 0.4344 | no |
| NUE | 2025-05-05 | 119.48 | 0.4600 | 0.4653 | no |
| ODFL | 2025-05-05 | 155.36 | 0.3985 | 0.4262 | no |
| ORCL | 2025-05-05 | 147.44 | 0.3692 | 0.5281 | no |
| PKG | 2025-05-05 | 178.02 | 0.3199 | 0.4430 | no |
| PWR | 2025-05-05 | 317.93 | 0.2745 | 0.4868 | no |
| RCL | 2025-05-05 | 220.88 | 0.2311 | 0.4409 | no |
| RL | 2025-05-05 | 227.58 | 0.4950 | 0.4191 | no |
| ROK | 2025-05-05 | 245.89 | 0.3452 | 0.4530 | no |
| SBAC | 2025-05-05 | 234.36 | 0.2466 | 0.4099 | no |
| STX | 2025-05-05 | 91.09 | 0.3468 | 0.5343 | no |
| SW | 2025-05-05 | 38.45 | 0.2335 | 0.4465 | no |
| SWKS | 2025-05-05 | 62.26 | 0.2538 | 0.4922 | no |
| TSCO | 2025-05-05 | 49.21 | 0.2733 | 0.5341 | no |
| TXN | 2025-05-05 | 157.19 | 0.3965 | 0.5160 | no |
| VST | 2025-05-05 | 135.71 | 0.6971 | 0.5011 | no |
| WRB | 2025-05-05 | 69.90 | 0.2576 | 0.4827 | no |
| ZBH | 2025-05-05 | 98.30 | 0.3231 | 0.4464 | no |