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 | 5.97% | 6.49% | 2025-09-04 | -2.89% |
| buy & hold | participation factor overlay | 6 months | complete | 13.22% | 13.69% | 2025-12-05 | -4.80% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.90% | 6.59% | 2025-09-08 | -2.56% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.60% | 14.39% | 2025-12-05 | -5.00% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.83% | 5.46% | 2025-08-22 | -2.91% |
| weekly rebalance | participation factor overlay | 6 months | complete | 6.53% | 8.20% | 2025-10-03 | -7.28% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.13% | 5.61% | 2025-08-22 | -3.05% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.58% | 9.62% | 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 |
|---|---|---|---|---|---|
| ADBE | 2025-06-09 | 417.30 | 0.2627 | 0.4748 | no |
| ALGN | 2025-06-09 | 182.13 | 0.3158 | 0.4240 | no |
| ALL | 2025-06-09 | 201.20 | 0.2785 | 0.4968 | no |
| ALLE | 2025-06-09 | 137.55 | 0.2494 | 0.4967 | no |
| APA | 2025-06-09 | 17.71 | 0.5237 | 0.4325 | no |
| BAC | 2025-06-09 | 43.92 | 0.5443 | 0.4393 | no |
| BDX | 2025-06-09 | 132.73 | 0.3123 | 0.4497 | no |
| CDW | 2025-06-09 | 175.27 | 0.5793 | 0.4782 | no |
| CME | 2025-06-09 | 260.15 | 0.5213 | 0.5107 | no |
| CVS | 2025-06-09 | 61.16 | 0.2534 | 0.4337 | no |
| DHI | 2025-06-09 | 120.45 | 0.5058 | 0.4413 | no |
| DUK | 2025-06-09 | 109.87 | 0.3864 | 0.4862 | no |
| DVN | 2025-06-09 | 31.26 | 0.4495 | 0.4734 | no |
| DXCM | 2025-06-09 | 86.91 | 0.2895 | 0.4378 | no |
| ED | 2025-06-09 | 97.30 | 0.3760 | — | no |
| EFX | 2025-06-09 | 265.74 | 0.6634 | 0.4823 | no |
| EOG | 2025-06-09 | 109.46 | 0.2593 | 0.4776 | no |
| EQT | 2025-06-09 | 55.26 | 0.3379 | 0.4703 | no |
| ERIE | 2025-06-09 | 361.76 | 0.2772 | — | no |
| EXE | 2025-06-09 | 112.20 | 0.2840 | 0.4843 | no |
| FANG | 2025-06-09 | 137.11 | 0.3034 | 0.4735 | no |
| FCX | 2025-06-09 | 41.40 | 0.3546 | 0.4845 | no |
| GRMN | 2025-06-09 | 203.35 | 0.2513 | 0.4771 | no |
| HON | 2025-06-09 | 220.56 | 0.3801 | 0.4996 | no |
| IBM | 2025-06-09 | 259.55 | 0.4349 | 0.4651 | no |
| IRM | 2025-06-09 | 97.32 | 0.2429 | 0.4415 | no |
| JBHT | 2025-06-09 | 140.12 | 0.2617 | 0.4286 | no |
| JBL | 2025-06-09 | 177.73 | 0.2386 | 0.4752 | no |
| JPM | 2025-06-09 | 259.76 | 0.2743 | 0.4380 | no |
| KKR | 2025-06-09 | 123.89 | 0.2590 | 0.4874 | no |
| LOW | 2025-06-09 | 219.98 | 0.2361 | 0.4926 | no |
| MA | 2025-06-09 | 584.30 | 0.2817 | 0.4099 | no |
| MHK | 2025-06-09 | 102.81 | 0.4734 | 0.4418 | no |
| MMM | 2025-06-09 | 142.25 | 0.3343 | 0.5066 | no |
| MNST | 2025-06-09 | 31.70 | 0.3318 | 0.4341 | no |
| MPC | 2025-06-09 | 158.25 | 0.3426 | 0.4297 | no |
| MSCI | 2025-06-09 | 557.96 | 0.3048 | 0.4979 | no |
| NRG | 2025-06-09 | 154.40 | 0.2384 | 0.4945 | no |
| PANW | 2025-06-09 | 199.04 | 0.3152 | 0.5536 | no |
| PH | 2025-06-09 | 667.84 | 0.2370 | 0.4972 | no |
| PWR | 2025-06-09 | 361.70 | 0.3280 | 0.4949 | no |
| RCL | 2025-06-09 | 271.53 | 0.2610 | 0.4421 | no |
| SCHW | 2025-06-09 | 86.93 | 0.4183 | 0.4801 | no |
| SNPS | 2025-06-09 | 503.88 | 0.3918 | 0.5019 | no |
| SO | 2025-06-09 | 84.25 | 0.2347 | 0.4912 | no |
| TER | 2025-06-09 | 85.86 | 0.3042 | 0.4957 | no |
| TT | 2025-06-09 | 425.53 | 0.2559 | 0.4937 | no |
| TYL | 2025-06-09 | 578.64 | 0.3556 | 0.4674 | no |
| WBD | 2025-06-09 | 10.62 | 0.4108 | 0.4317 | no |
| WDC | 2025-06-09 | 56.36 | 0.2886 | 0.5118 | no |