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 | 11.30% | 11.30% | 2025-08-12 | -2.86% |
| buy & hold | participation factor overlay | 6 months | complete | 21.13% | 21.14% | 2025-11-10 | -3.66% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 10.92% | 11.05% | 2025-07-25 | -3.21% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 21.02% | 21.02% | 2025-11-12 | -3.83% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.13% | 7.62% | 2025-07-03 | -3.16% |
| weekly rebalance | participation factor overlay | 6 months | complete | 12.41% | 12.69% | 2025-10-27 | -3.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.91% | 8.07% | 2025-07-03 | -4.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.06% | 10.55% | 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 |
|---|---|---|---|---|---|
| ALB | 2025-05-12 | 61.16 | 0.4199 | 0.4099 | no |
| ALLE | 2025-05-12 | 142.82 | 0.2565 | 0.4970 | no |
| ANET | 2025-05-12 | 92.71 | 0.7763 | 0.4789 | no |
| AON | 2025-05-12 | 350.71 | 0.2424 | 0.4833 | no |
| APA | 2025-05-12 | 17.06 | 0.3368 | 0.4358 | no |
| APO | 2025-05-12 | 137.48 | 0.3703 | — | no |
| AVGO | 2025-05-12 | 217.38 | 0.3595 | 0.5016 | no |
| BBY | 2025-05-12 | 69.60 | 0.4086 | 0.4494 | no |
| BIIB | 2025-05-12 | 119.63 | 0.4917 | 0.4731 | no |
| BLDR | 2025-05-12 | 117.12 | 0.3354 | 0.4455 | no |
| BX | 2025-05-12 | 142.09 | 0.2316 | 0.4644 | no |
| CDW | 2025-05-12 | 180.99 | 0.2312 | 0.4740 | no |
| CMI | 2025-05-12 | 315.08 | 0.3022 | 0.4705 | no |
| CMS | 2025-05-12 | 68.56 | 0.2358 | 0.4830 | no |
| CRWD | 2025-05-12 | 104.92 | 0.2506 | 0.5369 | no |
| DD | 2025-05-12 | 86.31 | 0.5416 | 0.4193 | no |
| DELL | 2025-05-12 | 99.32 | 0.4618 | 0.4771 | no |
| FE | 2025-05-12 | 40.14 | 0.3650 | 0.4843 | no |
| GE | 2025-05-12 | 217.91 | 0.3696 | 0.5123 | no |
| GOOGL | 2025-05-12 | 156.75 | 0.2553 | 0.5211 | no |
| HON | 2025-05-12 | 209.18 | 0.2549 | 0.4993 | no |
| INCY | 2025-05-12 | 60.03 | 0.3794 | 0.4842 | no |
| IP | 2025-05-12 | 44.03 | 0.7277 | 0.4401 | no |
| JBHT | 2025-05-12 | 144.13 | 0.2966 | 0.4306 | no |
| LULU | 2025-05-12 | 297.98 | 0.2622 | 0.4129 | no |
| MAA | 2025-05-12 | 154.66 | 0.2719 | 0.4193 | no |
| META | 2025-05-12 | 628.38 | 0.5869 | 0.4896 | no |
| MKC | 2025-05-12 | 73.30 | 0.2221 | 0.4181 | no |
| MOH | 2025-05-12 | 326.06 | 0.5804 | 0.4384 | no |
| MPC | 2025-05-12 | 154.61 | 0.2313 | 0.4291 | no |
| MRK | 2025-05-12 | 72.31 | 0.4622 | 0.4719 | no |
| MS | 2025-05-12 | 123.74 | 0.2341 | 0.4512 | no |
| MU | 2025-05-12 | 92.57 | 0.2342 | 0.5102 | no |
| NDAQ | 2025-05-12 | 79.98 | 0.2846 | 0.5103 | no |
| NUE | 2025-05-12 | 118.39 | 0.3980 | 0.4641 | no |
| NVDA | 2025-05-12 | 121.66 | 0.5152 | 0.5142 | no |
| NVR | 2025-05-12 | 7350.14 | 0.3298 | — | no |
| ODFL | 2025-05-12 | 168.21 | 0.2868 | 0.4262 | no |
| PKG | 2025-05-12 | 181.80 | 0.2923 | 0.4430 | no |
| POOL | 2025-05-12 | 303.41 | 0.3659 | 0.4128 | no |
| RL | 2025-05-12 | 261.85 | 0.4758 | 0.4186 | no |
| SCHW | 2025-05-12 | 85.65 | 0.3498 | 0.4817 | no |
| SYY | 2025-05-12 | 68.71 | 0.3532 | 0.4834 | no |
| TSCO | 2025-05-12 | 50.81 | 0.2887 | 0.5357 | no |
| TSN | 2025-05-12 | 52.89 | 0.2517 | 0.4229 | no |
| VST | 2025-05-12 | 144.46 | 0.6185 | 0.5011 | no |
| WDC | 2025-05-12 | 46.65 | 0.2563 | 0.5116 | no |
| WEC | 2025-05-12 | 100.78 | 0.3287 | 0.4690 | no |
| WY | 2025-05-12 | 25.49 | 0.2999 | 0.4593 | no |
| ZBRA | 2025-05-12 | 289.93 | 0.2326 | 0.4423 | no |