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 | 13.35% | 14.27% | 2025-08-28 | -3.49% |
| buy & hold | participation factor overlay | 6 months | complete | 19.56% | 20.40% | 2025-11-12 | -6.75% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 14.08% | 15.24% | 2025-08-28 | -4.25% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 20.89% | 21.58% | 2025-11-12 | -6.78% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.02% | 9.42% | 2025-08-22 | -2.86% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.79% | 12.88% | 2025-10-27 | -5.90% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.51% | 9.09% | 2025-08-22 | -4.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.30% | 11.23% | 2025-10-27 | -6.43% |
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 |
|---|---|---|---|---|---|
| ADBE | 2025-06-02 | 408.88 | 0.4114 | 0.4745 | no |
| ALGN | 2025-06-02 | 179.88 | 0.3366 | 0.4240 | no |
| ANET | 2025-06-02 | 86.31 | 0.4408 | 0.4806 | no |
| BAC | 2025-06-02 | 42.48 | 0.6900 | 0.4393 | no |
| C | 2025-06-02 | 73.12 | 0.3359 | 0.4478 | no |
| CAT | 2025-06-02 | 342.13 | 0.3229 | 0.4462 | no |
| EFX | 2025-06-02 | 257.51 | 0.4201 | 0.4819 | no |
| ETN | 2025-06-02 | 315.04 | 0.3076 | 0.5008 | no |
| FCX | 2025-06-02 | 39.53 | 0.4778 | 0.4845 | no |
| FDX | 2025-06-02 | 170.20 | 0.6580 | 0.4308 | no |
| GS | 2025-06-02 | 583.93 | 0.5081 | 0.4543 | no |
| HPE | 2025-06-02 | 16.76 | 0.4238 | 0.4887 | no |
| HPQ | 2025-06-02 | 23.23 | 0.3077 | 0.4374 | no |
| HUM | 2025-06-02 | 228.17 | 0.2732 | 0.4470 | no |
| IP | 2025-06-02 | 44.99 | 0.2705 | 0.4407 | no |
| IVZ | 2025-06-02 | 13.84 | 0.4317 | 0.4774 | no |
| JPM | 2025-06-02 | 256.85 | 0.5059 | 0.4380 | no |
| KKR | 2025-06-02 | 119.64 | 0.4363 | 0.4874 | no |
| LULU | 2025-06-02 | 315.13 | 0.4258 | 0.4119 | no |
| MA | 2025-06-02 | 576.13 | 0.3052 | 0.4099 | no |
| META | 2025-06-02 | 641.79 | 0.5440 | 0.4917 | no |
| MGM | 2025-06-02 | 31.57 | 0.3319 | 0.4112 | no |
| MHK | 2025-06-02 | 100.00 | 0.4482 | 0.4419 | no |
| MLM | 2025-06-02 | 539.10 | 0.2744 | 0.4835 | no |
| MPC | 2025-06-02 | 160.32 | 0.4791 | 0.4297 | no |
| MS | 2025-06-02 | 123.79 | 0.3345 | 0.4512 | no |
| NDAQ | 2025-06-02 | 81.71 | 0.2850 | 0.5106 | no |
| NOW | 2025-06-02 | 201.83 | 0.4729 | 0.4537 | no |
| NVDA | 2025-06-02 | 135.15 | 0.3157 | 0.5414 | no |
| NVR | 2025-06-02 | 7058.68 | 0.3312 | — | no |
| ODFL | 2025-06-02 | 160.37 | 0.2966 | 0.4247 | no |
| PFG | 2025-06-02 | 73.68 | 0.3181 | 0.4952 | no |
| PH | 2025-06-02 | 657.47 | 0.2984 | 0.4974 | no |
| PLTR | 2025-06-02 | 131.43 | 0.2910 | 0.5763 | no |
| PNR | 2025-06-02 | 97.32 | 0.4568 | 0.4802 | no |
| RL | 2025-06-02 | 272.25 | 0.3730 | 0.4245 | no |
| SCHW | 2025-06-02 | 86.41 | 0.6644 | 0.4801 | no |
| SO | 2025-06-02 | 85.77 | 0.2769 | 0.4912 | no |
| STLD | 2025-06-02 | 133.49 | 0.3253 | 0.4884 | no |
| STT | 2025-06-02 | 92.84 | 0.5806 | 0.4329 | no |
| TEL | 2025-06-02 | 157.08 | 0.4692 | 0.4288 | no |
| TER | 2025-06-02 | 77.77 | 0.3027 | 0.4957 | no |
| TT | 2025-06-02 | 422.63 | 0.3963 | 0.4939 | no |
| TXN | 2025-06-02 | 175.99 | 0.2846 | 0.5161 | no |
| UHS | 2025-06-02 | 188.80 | 0.2808 | 0.4406 | no |
| URI | 2025-06-02 | 702.28 | 0.6077 | 0.4579 | no |
| VLO | 2025-06-02 | 127.44 | 0.4283 | 0.4135 | no |
| VMC | 2025-06-02 | 259.95 | 0.3707 | 0.4860 | no |
| WDC | 2025-06-02 | 51.18 | 0.3379 | 0.5118 | no |
| WFC | 2025-06-02 | 72.25 | 0.2788 | 0.4318 | no |