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 | 8.78% | 9.46% | 2025-07-25 | -4.21% |
| buy & hold | participation factor overlay | 6 months | complete | 13.66% | 13.96% | 2025-10-27 | -4.21% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.78% | 10.48% | 2025-07-25 | -4.56% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.34% | 14.91% | 2025-10-27 | -4.56% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.84% | 7.45% | 2025-07-25 | -3.53% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.24% | 10.76% | 2025-10-03 | -4.50% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.41% | 7.30% | 2025-07-25 | -3.41% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.82% | 12.13% | 2025-10-27 | -4.23% |
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 |
|---|---|---|---|---|---|
| ALB | 2025-05-12 | 61.16 | 0.6158 | 0.4099 | no |
| ALGN | 2025-05-12 | 192.30 | 0.3232 | 0.4230 | no |
| ALLE | 2025-05-12 | 142.82 | 0.2676 | 0.4970 | no |
| AMGN | 2025-05-12 | 254.94 | 0.2494 | 0.4487 | no |
| ANET | 2025-05-12 | 92.71 | 0.7347 | 0.4789 | no |
| APA | 2025-05-12 | 17.06 | 0.2964 | 0.4358 | no |
| APO | 2025-05-12 | 137.48 | 0.4004 | — | no |
| AVGO | 2025-05-12 | 217.38 | 0.2716 | 0.5016 | no |
| BBY | 2025-05-12 | 69.60 | 0.3854 | 0.4494 | no |
| BIIB | 2025-05-12 | 119.63 | 0.3128 | 0.4731 | no |
| BLDR | 2025-05-12 | 117.12 | 0.4249 | 0.4455 | no |
| BLK | 2025-05-12 | 931.95 | 0.2494 | 0.4743 | no |
| BRO | 2025-05-12 | 111.30 | 0.2725 | 0.4811 | no |
| C | 2025-05-12 | 72.58 | 0.3056 | 0.4478 | no |
| CDW | 2025-05-12 | 180.99 | 0.2623 | 0.4740 | no |
| CPT | 2025-05-12 | 113.34 | 0.2561 | 0.4120 | no |
| DD | 2025-05-12 | 86.31 | 0.4293 | 0.4193 | no |
| DELL | 2025-05-12 | 99.32 | 0.5918 | 0.4771 | no |
| DTE | 2025-05-12 | 129.60 | 0.2674 | 0.4907 | no |
| EFX | 2025-05-12 | 271.29 | 0.2984 | 0.4798 | no |
| FCX | 2025-05-12 | 39.55 | 0.2557 | 0.4851 | no |
| FDX | 2025-05-12 | 179.69 | 0.4248 | 0.4307 | no |
| FE | 2025-05-12 | 40.14 | 0.3119 | 0.4843 | no |
| GILD | 2025-05-12 | 93.14 | 0.3550 | 0.4367 | no |
| HON | 2025-05-12 | 209.18 | 0.2850 | 0.4993 | no |
| IP | 2025-05-12 | 44.03 | 0.5909 | 0.4401 | no |
| J | 2025-05-12 | 123.12 | 0.3014 | 0.5020 | no |
| KKR | 2025-05-12 | 125.64 | 0.2754 | 0.4874 | no |
| LMT | 2025-05-12 | 455.10 | 0.2547 | 0.5266 | no |
| LULU | 2025-05-12 | 297.98 | 0.3174 | 0.4129 | no |
| META | 2025-05-12 | 628.38 | 0.3931 | 0.4896 | no |
| MOH | 2025-05-12 | 326.06 | 0.4295 | 0.4384 | no |
| MPC | 2025-05-12 | 154.61 | 0.2529 | 0.4291 | no |
| MRK | 2025-05-12 | 72.31 | 0.3034 | 0.4719 | no |
| MS | 2025-05-12 | 123.74 | 0.3591 | 0.4512 | no |
| NUE | 2025-05-12 | 118.39 | 0.3264 | 0.4641 | no |
| NVDA | 2025-05-12 | 121.66 | 0.5121 | 0.5142 | no |
| NVR | 2025-05-12 | 7350.14 | 0.3520 | — | no |
| ODFL | 2025-05-12 | 168.21 | 0.4174 | 0.4262 | no |
| PKG | 2025-05-12 | 181.80 | 0.3047 | 0.4430 | no |
| RL | 2025-05-12 | 261.85 | 0.4832 | 0.4186 | no |
| SCHW | 2025-05-12 | 85.65 | 0.2901 | 0.4817 | no |
| STX | 2025-05-12 | 99.77 | 0.3044 | 0.5348 | no |
| SWK | 2025-05-12 | 65.99 | 0.2913 | 0.5067 | no |
| SYK | 2025-05-12 | 384.33 | 0.3436 | 0.4425 | no |
| TRMB | 2025-05-12 | 71.65 | 0.2710 | 0.4393 | no |
| TRV | 2025-05-12 | 263.97 | 0.2832 | 0.4929 | no |
| VST | 2025-05-12 | 144.46 | 0.6510 | 0.5011 | no |
| WEC | 2025-05-12 | 100.78 | 0.2867 | 0.4690 | no |
| WSM | 2025-05-12 | 170.19 | 0.2775 | 0.4926 | no |