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 | 9.84% | 10.88% | 2025-08-28 | -3.44% |
| buy & hold | participation factor overlay | 6 months | complete | 17.25% | 18.38% | 2025-11-12 | -6.53% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 11.00% | 12.01% | 2025-08-28 | -3.74% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 17.06% | 17.49% | 2025-11-12 | -5.91% |
| weekly rebalance | participation factor overlay | 3 months | complete | 8.39% | 10.55% | 2025-08-22 | -3.19% |
| weekly rebalance | participation factor overlay | 6 months | complete | 14.07% | 15.17% | 2025-11-12 | -5.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 7.65% | 10.10% | 2025-08-22 | -3.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 13.15% | 14.69% | 2025-10-27 | -5.67% |
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 |
|---|---|---|---|---|---|
| AKAM | 2025-06-02 | 75.56 | 0.4741 | 0.5167 | no |
| ALGN | 2025-06-02 | 179.88 | 0.3849 | 0.4240 | no |
| ANET | 2025-06-02 | 86.31 | 0.2919 | 0.4806 | no |
| BAC | 2025-06-02 | 42.48 | 0.6525 | 0.4393 | no |
| CAT | 2025-06-02 | 342.13 | 0.3811 | 0.4462 | no |
| CDW | 2025-06-02 | 172.69 | 0.3257 | 0.4780 | no |
| DUK | 2025-06-02 | 112.07 | 0.3462 | 0.4862 | no |
| DXCM | 2025-06-02 | 85.44 | 0.3176 | 0.4378 | no |
| EFX | 2025-06-02 | 257.51 | 0.2970 | 0.4819 | no |
| EOG | 2025-06-02 | 106.50 | 0.3432 | 0.4776 | no |
| EQT | 2025-06-02 | 55.62 | 0.3453 | 0.4703 | no |
| ETN | 2025-06-02 | 315.04 | 0.3433 | 0.5008 | no |
| GE | 2025-06-02 | 244.25 | 0.3594 | 0.5128 | no |
| GS | 2025-06-02 | 583.93 | 0.5514 | 0.4543 | no |
| HON | 2025-06-02 | 217.00 | 0.2814 | 0.4995 | no |
| IP | 2025-06-02 | 44.99 | 0.3498 | 0.4407 | no |
| ISRG | 2025-06-02 | 549.06 | 0.3472 | 0.4415 | no |
| JPM | 2025-06-02 | 256.85 | 0.5197 | 0.4380 | no |
| KKR | 2025-06-02 | 119.64 | 0.5876 | 0.4874 | no |
| LULU | 2025-06-02 | 315.13 | 0.3847 | 0.4119 | no |
| MA | 2025-06-02 | 576.13 | 0.2881 | 0.4099 | no |
| MDLZ | 2025-06-02 | 64.46 | 0.3582 | 0.4227 | no |
| META | 2025-06-02 | 641.79 | 0.4431 | 0.4917 | no |
| MGM | 2025-06-02 | 31.57 | 0.2692 | 0.4112 | no |
| MLM | 2025-06-02 | 539.10 | 0.2563 | 0.4835 | no |
| MPC | 2025-06-02 | 160.32 | 0.2993 | 0.4297 | no |
| MS | 2025-06-02 | 123.79 | 0.5773 | 0.4512 | no |
| MU | 2025-06-02 | 94.34 | 0.4334 | 0.5101 | no |
| NDAQ | 2025-06-02 | 81.71 | 0.3311 | 0.5106 | no |
| NFLX | 2025-06-02 | 120.12 | 0.2964 | — | no |
| NOW | 2025-06-02 | 201.83 | 0.5935 | 0.4537 | no |
| PFG | 2025-06-02 | 73.68 | 0.3316 | 0.4952 | no |
| PNR | 2025-06-02 | 97.32 | 0.4759 | 0.4802 | no |
| RCL | 2025-06-02 | 248.30 | 0.5344 | 0.4421 | no |
| RL | 2025-06-02 | 272.25 | 0.3908 | 0.4245 | no |
| SCHW | 2025-06-02 | 86.41 | 0.6884 | 0.4801 | no |
| STLD | 2025-06-02 | 133.49 | 0.3190 | 0.4884 | no |
| STT | 2025-06-02 | 92.84 | 0.4920 | 0.4329 | no |
| SW | 2025-06-02 | 41.67 | 0.4608 | 0.4467 | no |
| TEL | 2025-06-02 | 157.08 | 0.5170 | 0.4288 | no |
| TER | 2025-06-02 | 77.77 | 0.3611 | 0.4957 | no |
| TKO | 2025-06-02 | 153.98 | 0.2714 | 0.4336 | no |
| TT | 2025-06-02 | 422.63 | 0.3202 | 0.4939 | no |
| UHS | 2025-06-02 | 188.80 | 0.3339 | 0.4406 | no |
| URI | 2025-06-02 | 702.28 | 0.5367 | 0.4579 | no |
| VLO | 2025-06-02 | 127.44 | 0.6096 | 0.4135 | no |
| VMC | 2025-06-02 | 259.95 | 0.3366 | 0.4860 | no |
| VST | 2025-06-02 | 159.56 | 0.3241 | 0.5011 | no |
| WDC | 2025-06-02 | 51.18 | 0.3044 | 0.5118 | no |
| WFC | 2025-06-02 | 72.25 | 0.3987 | 0.4318 | no |