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 | 13.52% | 13.52% | 2025-08-12 | -3.06% |
| buy & hold | participation factor overlay | 6 months | complete | 21.40% | 22.19% | 2025-10-27 | -4.43% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 12.01% | 13.08% | 2025-07-28 | -3.55% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 24.17% | 24.22% | 2025-11-10 | -4.65% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.99% | 8.93% | 2025-07-25 | -3.10% |
| weekly rebalance | participation factor overlay | 6 months | complete | 15.15% | 15.48% | 2025-10-27 | -4.41% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.10% | 8.25% | 2025-07-23 | -3.34% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.97% | 13.75% | 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 |
|---|---|---|---|---|---|
| AAPL | 2025-05-12 | 209.96 | 0.4541 | 0.4710 | no |
| ABT | 2025-05-12 | 128.24 | 0.2445 | 0.4222 | no |
| ALB | 2025-05-12 | 61.16 | 0.6457 | 0.4099 | no |
| ALLE | 2025-05-12 | 142.82 | 0.4228 | 0.4970 | no |
| ANET | 2025-05-12 | 92.71 | 0.9004 | 0.4789 | no |
| APA | 2025-05-12 | 17.06 | 0.5903 | 0.4358 | no |
| APO | 2025-05-12 | 137.48 | 0.4707 | — | no |
| AVGO | 2025-05-12 | 217.38 | 0.5120 | 0.5016 | no |
| BBY | 2025-05-12 | 69.60 | 0.2497 | 0.4494 | no |
| BIIB | 2025-05-12 | 119.63 | 0.5983 | 0.4731 | no |
| BLDR | 2025-05-12 | 117.12 | 0.5276 | 0.4455 | no |
| BLK | 2025-05-12 | 931.95 | 0.2757 | 0.4743 | no |
| CDW | 2025-05-12 | 180.99 | 0.2755 | 0.4740 | no |
| CEG | 2025-05-12 | 284.04 | 0.2775 | 0.4805 | no |
| CTAS | 2025-05-12 | 215.01 | 0.3419 | 0.4814 | no |
| DD | 2025-05-12 | 86.31 | 0.5916 | 0.4193 | no |
| DELL | 2025-05-12 | 99.32 | 0.5026 | 0.4771 | no |
| DG | 2025-05-12 | 88.25 | 0.2394 | 0.5299 | no |
| EL | 2025-05-12 | 63.18 | 0.2785 | 0.4196 | no |
| FDX | 2025-05-12 | 179.69 | 0.5007 | 0.4307 | no |
| FE | 2025-05-12 | 40.14 | 0.3335 | 0.4843 | no |
| GRMN | 2025-05-12 | 196.66 | 0.3543 | 0.4728 | no |
| INTU | 2025-05-12 | 656.72 | 0.2449 | 0.4396 | no |
| IP | 2025-05-12 | 44.03 | 0.7313 | 0.4401 | no |
| KKR | 2025-05-12 | 125.64 | 0.2624 | 0.4874 | no |
| KLAC | 2025-05-12 | 73.76 | 0.3789 | 0.4849 | no |
| KMX | 2025-05-12 | 69.81 | 0.3489 | 0.4564 | no |
| LMT | 2025-05-12 | 455.10 | 0.3460 | 0.5266 | no |
| MAA | 2025-05-12 | 154.66 | 0.3005 | 0.4193 | no |
| MOH | 2025-05-12 | 326.06 | 0.3343 | 0.4384 | no |
| MU | 2025-05-12 | 92.57 | 0.3795 | 0.5102 | no |
| NVDA | 2025-05-12 | 121.66 | 0.4331 | 0.5142 | no |
| NVR | 2025-05-12 | 7350.14 | 0.2365 | — | no |
| ODFL | 2025-05-12 | 168.21 | 0.4057 | 0.4262 | no |
| PKG | 2025-05-12 | 181.80 | 0.2660 | 0.4430 | no |
| RCL | 2025-05-12 | 239.55 | 0.2580 | 0.4396 | no |
| RL | 2025-05-12 | 261.85 | 0.3331 | 0.4186 | no |
| SCHW | 2025-05-12 | 85.65 | 0.2827 | 0.4817 | no |
| SMCI | 2025-05-12 | 33.89 | 0.3750 | 0.4273 | no |
| STX | 2025-05-12 | 99.77 | 0.3547 | 0.5348 | no |
| SYK | 2025-05-12 | 384.33 | 0.3875 | 0.4425 | no |
| SYY | 2025-05-12 | 68.71 | 0.3300 | 0.4834 | no |
| TGT | 2025-05-12 | 94.88 | 0.2435 | 0.5224 | no |
| TRGP | 2025-05-12 | 161.64 | 0.4392 | 0.4686 | no |
| TRV | 2025-05-12 | 263.97 | 0.4267 | 0.4929 | no |
| TSCO | 2025-05-12 | 50.81 | 0.2906 | 0.5357 | no |
| VST | 2025-05-12 | 144.46 | 1.1697 | 0.5011 | no |
| WDC | 2025-05-12 | 46.65 | 0.4833 | 0.5116 | no |
| WSM | 2025-05-12 | 170.19 | 0.4015 | 0.4926 | no |
| ZBRA | 2025-05-12 | 289.93 | 0.3510 | 0.4423 | no |