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 | 12.72% | 12.86% | 2025-07-28 | -3.13% |
| buy & hold | participation factor overlay | 6 months | complete | 18.90% | 21.43% | 2025-10-27 | -4.18% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 13.11% | 14.44% | 2025-07-28 | -3.67% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 19.24% | 22.06% | 2025-10-27 | -4.30% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.11% | 8.35% | 2025-07-25 | -3.34% |
| weekly rebalance | participation factor overlay | 6 months | complete | 14.92% | 14.92% | 2025-11-12 | -3.89% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.54% | 8.18% | 2025-07-25 | -3.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 13.25% | 14.15% | 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 |
|---|---|---|---|---|---|
| ALB | 2025-05-12 | 61.16 | 0.3853 | 0.4099 | no |
| ANET | 2025-05-12 | 92.71 | 0.6306 | 0.4789 | no |
| APA | 2025-05-12 | 17.06 | 0.2476 | 0.4358 | no |
| APO | 2025-05-12 | 137.48 | 0.4064 | — | no |
| AVGO | 2025-05-12 | 217.38 | 0.3922 | 0.5016 | no |
| BBY | 2025-05-12 | 69.60 | 0.4673 | 0.4494 | no |
| BIIB | 2025-05-12 | 119.63 | 0.4261 | 0.4731 | no |
| BLDR | 2025-05-12 | 117.12 | 0.6526 | 0.4455 | no |
| BLK | 2025-05-12 | 931.95 | 0.3336 | 0.4743 | no |
| BMY | 2025-05-12 | 43.51 | 0.2201 | 0.4558 | no |
| BRO | 2025-05-12 | 111.30 | 0.2261 | 0.4811 | no |
| CDW | 2025-05-12 | 180.99 | 0.3299 | 0.4740 | no |
| CRWD | 2025-05-12 | 104.92 | 0.2238 | 0.5369 | no |
| DD | 2025-05-12 | 86.31 | 0.4815 | 0.4193 | no |
| DELL | 2025-05-12 | 99.32 | 0.3965 | 0.4771 | no |
| DTE | 2025-05-12 | 129.60 | 0.3298 | 0.4907 | no |
| EL | 2025-05-12 | 63.18 | 0.3632 | 0.4196 | no |
| FDX | 2025-05-12 | 179.69 | 0.2483 | 0.4307 | no |
| GE | 2025-05-12 | 217.91 | 0.3154 | 0.5123 | no |
| GLW | 2025-05-12 | 46.11 | 0.2409 | 0.4538 | no |
| INTU | 2025-05-12 | 656.72 | 0.2304 | 0.4396 | no |
| IP | 2025-05-12 | 44.03 | 0.5690 | 0.4401 | no |
| JBHT | 2025-05-12 | 144.13 | 0.2310 | 0.4306 | no |
| LMT | 2025-05-12 | 455.10 | 0.2273 | 0.5266 | no |
| MAS | 2025-05-12 | 64.75 | 0.2451 | 0.4815 | no |
| MDLZ | 2025-05-12 | 63.53 | 0.2734 | 0.4238 | no |
| META | 2025-05-12 | 628.38 | 0.4447 | 0.4896 | no |
| MOH | 2025-05-12 | 326.06 | 0.4468 | 0.4384 | no |
| MPC | 2025-05-12 | 154.61 | 0.2743 | 0.4291 | no |
| MRK | 2025-05-12 | 72.31 | 0.2895 | 0.4719 | no |
| MU | 2025-05-12 | 92.57 | 0.4790 | 0.5102 | no |
| NOW | 2025-05-12 | 201.70 | 0.2206 | 0.4525 | no |
| NVDA | 2025-05-12 | 121.66 | 0.2652 | 0.5142 | no |
| NVR | 2025-05-12 | 7350.14 | 0.3343 | — | no |
| ODFL | 2025-05-12 | 168.21 | 0.3854 | 0.4262 | no |
| ORCL | 2025-05-12 | 154.22 | 0.3007 | 0.5287 | no |
| PEP | 2025-05-12 | 123.18 | 0.2877 | 0.4242 | no |
| PKG | 2025-05-12 | 181.80 | 0.2975 | 0.4430 | no |
| POOL | 2025-05-12 | 303.41 | 0.2580 | 0.4128 | no |
| ROL | 2025-05-12 | 55.48 | 0.2834 | 0.4186 | no |
| SCHW | 2025-05-12 | 85.65 | 0.2324 | 0.4817 | no |
| SMCI | 2025-05-12 | 33.89 | 0.3081 | 0.4273 | no |
| STX | 2025-05-12 | 99.77 | 0.5990 | 0.5348 | no |
| SWK | 2025-05-12 | 65.99 | 0.3928 | 0.5067 | no |
| SYY | 2025-05-12 | 68.71 | 0.2591 | 0.4834 | no |
| TRGP | 2025-05-12 | 161.64 | 0.2261 | 0.4686 | no |
| TRMB | 2025-05-12 | 71.65 | 0.3399 | 0.4393 | no |
| VST | 2025-05-12 | 144.46 | 0.6568 | 0.5011 | no |
| WSM | 2025-05-12 | 170.19 | 0.3601 | 0.4926 | no |
| ZBRA | 2025-05-12 | 289.93 | 0.2565 | 0.4423 | no |