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 | 12.91% | 14.84% | 2025-08-28 | -3.00% |
| buy & hold | participation factor overlay | 6 months | complete | 22.60% | 24.21% | 2025-11-10 | -7.36% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 14.05% | 15.69% | 2025-08-28 | -3.15% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 23.05% | 24.72% | 2025-11-12 | -7.39% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.88% | 9.05% | 2025-08-22 | -2.91% |
| weekly rebalance | participation factor overlay | 6 months | complete | 9.43% | 11.89% | 2025-10-03 | -7.28% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 7.38% | 9.35% | 2025-08-22 | -3.05% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.31% | 13.50% | 2025-10-27 | -6.93% |
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 |
|---|---|---|---|---|---|
| BAC | 2025-06-02 | 42.48 | 0.6112 | 0.4393 | no |
| BDX | 2025-06-02 | 129.81 | 0.3224 | 0.4497 | no |
| BX | 2025-06-02 | 131.98 | 0.3108 | 0.4643 | no |
| C | 2025-06-02 | 73.12 | 0.3859 | 0.4478 | no |
| CAG | 2025-06-02 | 20.64 | 0.3517 | 0.4386 | no |
| CAT | 2025-06-02 | 342.13 | 0.4690 | 0.4462 | no |
| CDW | 2025-06-02 | 172.69 | 0.4312 | 0.4780 | no |
| DD | 2025-06-02 | 81.87 | 0.2800 | 0.4193 | no |
| DELL | 2025-06-02 | 109.15 | 0.4617 | 0.4768 | no |
| EFX | 2025-06-02 | 257.51 | 0.2883 | 0.4819 | no |
| EMR | 2025-06-02 | 116.71 | 0.3321 | 0.4974 | no |
| EOG | 2025-06-02 | 106.50 | 0.2857 | 0.4776 | no |
| ETN | 2025-06-02 | 315.04 | 0.3800 | 0.5008 | no |
| FCX | 2025-06-02 | 39.53 | 0.6863 | 0.4845 | no |
| FDX | 2025-06-02 | 170.20 | 0.4725 | 0.4308 | no |
| GE | 2025-06-02 | 244.25 | 0.3429 | 0.5128 | no |
| GS | 2025-06-02 | 583.93 | 0.6104 | 0.4543 | no |
| HPE | 2025-06-02 | 16.76 | 0.5340 | 0.4887 | no |
| ISRG | 2025-06-02 | 549.06 | 0.3647 | 0.4415 | no |
| JPM | 2025-06-02 | 256.85 | 0.3780 | 0.4380 | no |
| KHC | 2025-06-02 | 24.58 | 0.3020 | — | no |
| KKR | 2025-06-02 | 119.64 | 0.2934 | 0.4874 | no |
| LRCX | 2025-06-02 | 79.94 | 0.3125 | 0.5126 | no |
| MA | 2025-06-02 | 576.13 | 0.3656 | 0.4099 | no |
| MCHP | 2025-06-02 | 55.83 | 0.4070 | 0.5181 | no |
| META | 2025-06-02 | 641.79 | 0.4485 | 0.4917 | no |
| MPC | 2025-06-02 | 160.32 | 0.4048 | 0.4297 | no |
| MS | 2025-06-02 | 123.79 | 0.5409 | 0.4512 | no |
| MU | 2025-06-02 | 94.34 | 0.5156 | 0.5101 | no |
| NDAQ | 2025-06-02 | 81.71 | 0.4572 | 0.5106 | no |
| NFLX | 2025-06-02 | 120.12 | 0.3345 | — | no |
| NOW | 2025-06-02 | 201.83 | 0.4167 | 0.4537 | no |
| NVDA | 2025-06-02 | 135.15 | 0.4052 | 0.5414 | no |
| NXPI | 2025-06-02 | 185.33 | 0.2841 | 0.4934 | no |
| PNR | 2025-06-02 | 97.32 | 0.4311 | 0.4802 | no |
| RCL | 2025-06-02 | 248.30 | 0.4251 | 0.4421 | no |
| RL | 2025-06-02 | 272.25 | 0.3740 | 0.4245 | no |
| SCHW | 2025-06-02 | 86.41 | 0.6476 | 0.4801 | no |
| STT | 2025-06-02 | 92.84 | 0.5649 | 0.4329 | no |
| TEL | 2025-06-02 | 157.08 | 0.5457 | 0.4288 | no |
| TER | 2025-06-02 | 77.77 | 0.4537 | 0.4957 | no |
| TT | 2025-06-02 | 422.63 | 0.4427 | 0.4939 | no |
| UHS | 2025-06-02 | 188.80 | 0.2981 | 0.4406 | no |
| URI | 2025-06-02 | 702.28 | 0.4726 | 0.4579 | no |
| VLO | 2025-06-02 | 127.44 | 0.3837 | 0.4135 | no |
| VRSN | 2025-06-02 | 266.89 | 0.3577 | 0.4184 | no |
| VST | 2025-06-02 | 159.56 | 0.3360 | 0.5011 | no |
| WDC | 2025-06-02 | 51.18 | 0.3485 | 0.5118 | no |
| WFC | 2025-06-02 | 72.25 | 0.3560 | 0.4318 | no |
| ZBRA | 2025-06-02 | 287.67 | 0.3343 | 0.4424 | no |