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% | 14.77% | 2025-08-28 | -2.75% |
| buy & hold | participation factor overlay | 6 months | complete | 21.28% | 22.93% | 2025-11-10 | -6.94% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 12.80% | 14.02% | 2025-08-28 | -3.45% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 20.18% | 21.35% | 2025-11-10 | -6.95% |
| weekly rebalance | participation factor overlay | 3 months | complete | 9.55% | 11.64% | 2025-08-22 | -2.57% |
| weekly rebalance | participation factor overlay | 6 months | complete | 15.08% | 16.00% | 2025-11-28 | -5.39% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 8.21% | 10.30% | 2025-08-22 | -3.34% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 12.77% | 14.22% | 2025-10-27 | -6.10% |
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 |
|---|---|---|---|---|---|
| AKAM | 2025-06-02 | 75.56 | 0.3060 | 0.5167 | no |
| ANET | 2025-06-02 | 86.31 | 0.2843 | 0.4806 | no |
| BAC | 2025-06-02 | 42.48 | 0.6962 | 0.4393 | no |
| C | 2025-06-02 | 73.12 | 0.3788 | 0.4478 | no |
| CAT | 2025-06-02 | 342.13 | 0.5345 | 0.4462 | no |
| CMI | 2025-06-02 | 315.21 | 0.2702 | 0.4707 | no |
| CTAS | 2025-06-02 | 222.31 | 0.3611 | 0.4831 | no |
| DD | 2025-06-02 | 81.87 | 0.3147 | 0.4193 | no |
| DLR | 2025-06-02 | 163.34 | 0.2692 | 0.4294 | no |
| DUK | 2025-06-02 | 112.07 | 0.3549 | 0.4862 | no |
| EFX | 2025-06-02 | 257.51 | 0.3504 | 0.4819 | no |
| EOG | 2025-06-02 | 106.50 | 0.4112 | 0.4776 | no |
| EQT | 2025-06-02 | 55.62 | 0.2670 | 0.4703 | no |
| ETN | 2025-06-02 | 315.04 | 0.3759 | 0.5008 | no |
| FCX | 2025-06-02 | 39.53 | 0.4358 | 0.4845 | no |
| GS | 2025-06-02 | 583.93 | 0.4368 | 0.4543 | no |
| HPE | 2025-06-02 | 16.76 | 0.4239 | 0.4887 | no |
| HUBB | 2025-06-02 | 382.52 | 0.2927 | 0.4922 | no |
| IP | 2025-06-02 | 44.99 | 0.3995 | 0.4407 | no |
| ISRG | 2025-06-02 | 549.06 | 0.4367 | 0.4415 | no |
| JBL | 2025-06-02 | 167.05 | 0.3115 | 0.4750 | no |
| JPM | 2025-06-02 | 256.85 | 0.5520 | 0.4380 | no |
| KKR | 2025-06-02 | 119.64 | 0.4579 | 0.4874 | no |
| LULU | 2025-06-02 | 315.13 | 0.5364 | 0.4119 | no |
| MA | 2025-06-02 | 576.13 | 0.3944 | 0.4099 | no |
| META | 2025-06-02 | 641.79 | 0.4361 | 0.4917 | no |
| MHK | 2025-06-02 | 100.00 | 0.3478 | 0.4419 | no |
| MLM | 2025-06-02 | 539.10 | 0.3100 | 0.4835 | no |
| MS | 2025-06-02 | 123.79 | 0.5199 | 0.4512 | no |
| MU | 2025-06-02 | 94.34 | 0.3270 | 0.5101 | no |
| NDAQ | 2025-06-02 | 81.71 | 0.5143 | 0.5106 | no |
| NOW | 2025-06-02 | 201.83 | 0.5490 | 0.4537 | no |
| NTRS | 2025-06-02 | 102.41 | 0.2801 | 0.4330 | no |
| NVR | 2025-06-02 | 7058.68 | 0.2697 | — | no |
| PFG | 2025-06-02 | 73.68 | 0.3069 | 0.4952 | no |
| PNR | 2025-06-02 | 97.32 | 0.5654 | 0.4802 | no |
| RCL | 2025-06-02 | 248.30 | 0.4484 | 0.4421 | no |
| RL | 2025-06-02 | 272.25 | 0.5677 | 0.4245 | no |
| SCHW | 2025-06-02 | 86.41 | 0.6062 | 0.4801 | no |
| STT | 2025-06-02 | 92.84 | 0.5150 | 0.4329 | no |
| SYK | 2025-06-02 | 374.93 | 0.3787 | 0.4428 | no |
| TEL | 2025-06-02 | 157.08 | 0.4856 | 0.4288 | no |
| TER | 2025-06-02 | 77.77 | 0.4810 | 0.4957 | no |
| TT | 2025-06-02 | 422.63 | 0.3364 | 0.4939 | no |
| URI | 2025-06-02 | 702.28 | 0.5660 | 0.4579 | no |
| VLO | 2025-06-02 | 127.44 | 0.5150 | 0.4135 | no |
| VST | 2025-06-02 | 159.56 | 0.3473 | 0.5011 | no |
| WDC | 2025-06-02 | 51.18 | 0.3111 | 0.5118 | no |
| WFC | 2025-06-02 | 72.25 | 0.4592 | 0.4318 | no |
| ZBH | 2025-06-02 | 90.35 | 0.2753 | 0.4484 | no |