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 | 9.96% | 10.12% | 2025-09-08 | -3.02% |
| buy & hold | participation factor overlay | 6 months | complete | 18.81% | 18.81% | 2025-12-09 | -5.21% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 9.80% | 10.13% | 2025-09-08 | -2.97% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 16.08% | 16.24% | 2025-12-05 | -5.43% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.89% | 8.74% | 2025-08-22 | -2.57% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.86% | 13.34% | 2025-12-05 | -5.39% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.51% | 7.48% | 2025-08-22 | -3.34% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.39% | 11.29% | 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 |
|---|---|---|---|---|---|
| ADBE | 2025-06-09 | 417.30 | 0.2719 | 0.4748 | no |
| AMZN | 2025-06-09 | 214.75 | 0.3568 | 0.5049 | no |
| APA | 2025-06-09 | 17.71 | 0.4313 | 0.4325 | no |
| BAC | 2025-06-09 | 43.92 | 0.4108 | 0.4393 | no |
| C | 2025-06-09 | 76.47 | 0.3212 | 0.4478 | no |
| CDW | 2025-06-09 | 175.27 | 0.4603 | 0.4782 | no |
| CME | 2025-06-09 | 260.15 | 0.3291 | 0.5107 | no |
| DHI | 2025-06-09 | 120.45 | 0.5389 | 0.4413 | no |
| DUK | 2025-06-09 | 109.87 | 0.3230 | 0.4862 | no |
| DXCM | 2025-06-09 | 86.91 | 0.3533 | 0.4378 | no |
| ED | 2025-06-09 | 97.30 | 0.3583 | — | no |
| EFX | 2025-06-09 | 265.74 | 0.6052 | 0.4823 | no |
| ETN | 2025-06-09 | 327.40 | 0.4507 | 0.5007 | no |
| EXPD | 2025-06-09 | 111.82 | 0.2816 | — | no |
| FANG | 2025-06-09 | 137.11 | 0.2795 | 0.4735 | no |
| FCX | 2025-06-09 | 41.40 | 0.4192 | 0.4845 | no |
| GEHC | 2025-06-09 | 71.68 | 0.3402 | 0.4337 | no |
| GS | 2025-06-09 | 599.68 | 0.4282 | 0.4543 | no |
| HON | 2025-06-09 | 220.56 | 0.4202 | 0.4996 | no |
| IBM | 2025-06-09 | 259.55 | 0.3663 | 0.4651 | no |
| IVZ | 2025-06-09 | 13.99 | 0.3429 | 0.4774 | no |
| JPM | 2025-06-09 | 259.76 | 0.3873 | 0.4380 | no |
| KKR | 2025-06-09 | 123.89 | 0.5308 | 0.4874 | no |
| LOW | 2025-06-09 | 219.98 | 0.3084 | 0.4926 | no |
| MA | 2025-06-09 | 584.30 | 0.3569 | 0.4099 | no |
| MAA | 2025-06-09 | 141.36 | 0.3819 | 0.4193 | no |
| META | 2025-06-09 | 695.64 | 0.3407 | 0.4917 | no |
| MHK | 2025-06-09 | 102.81 | 0.4999 | 0.4418 | no |
| MMM | 2025-06-09 | 142.25 | 0.3323 | 0.5066 | no |
| MNST | 2025-06-09 | 31.70 | 0.3174 | 0.4341 | no |
| MPC | 2025-06-09 | 158.25 | 0.3333 | 0.4297 | no |
| MS | 2025-06-09 | 128.41 | 0.4519 | 0.4512 | no |
| MSCI | 2025-06-09 | 557.96 | 0.3508 | 0.4979 | no |
| MSFT | 2025-06-09 | 465.10 | 0.3211 | 0.4695 | no |
| MU | 2025-06-09 | 109.23 | 0.3060 | 0.5101 | no |
| NVDA | 2025-06-09 | 142.83 | 0.3981 | 0.5414 | no |
| OMC | 2025-06-09 | 68.18 | 0.3420 | 0.4185 | no |
| PANW | 2025-06-09 | 199.04 | 0.4320 | 0.5536 | no |
| PH | 2025-06-09 | 667.84 | 0.2809 | 0.4972 | no |
| PWR | 2025-06-09 | 361.70 | 0.3049 | 0.4949 | no |
| RL | 2025-06-09 | 272.68 | 0.3126 | 0.4247 | no |
| SCHW | 2025-06-09 | 86.93 | 0.3525 | 0.4801 | no |
| SO | 2025-06-09 | 84.25 | 0.2743 | 0.4912 | no |
| STT | 2025-06-09 | 95.71 | 0.3132 | 0.4329 | no |
| TER | 2025-06-09 | 85.86 | 0.5021 | 0.4957 | no |
| TT | 2025-06-09 | 425.53 | 0.3632 | 0.4937 | no |
| URI | 2025-06-09 | 705.27 | 0.4447 | 0.4578 | no |
| VLO | 2025-06-09 | 125.69 | 0.4287 | 0.4135 | no |
| WBD | 2025-06-09 | 10.62 | 0.4189 | 0.4317 | no |
| WSM | 2025-06-09 | 156.41 | 0.2819 | 0.4999 | no |