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 | 8.66% | 8.92% | 2025-09-08 | -4.10% |
| buy & hold | participation factor overlay | 6 months | complete | 8.38% | 9.17% | 2025-09-11 | -6.27% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.74% | 9.15% | 2025-09-08 | -4.35% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 8.76% | 9.87% | 2025-10-27 | -7.62% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.14% | 7.35% | 2025-08-22 | -2.86% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.46% | 11.55% | 2025-12-05 | -5.90% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.75% | 6.50% | 2025-08-22 | -4.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 6.40% | 8.59% | 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 |
|---|---|---|---|---|---|
| ALGN | 2025-06-09 | 182.13 | 0.3264 | 0.4240 | no |
| AMZN | 2025-06-09 | 214.75 | 0.2697 | 0.5049 | no |
| APA | 2025-06-09 | 17.71 | 0.3675 | 0.4325 | no |
| APO | 2025-06-09 | 131.55 | 0.3842 | — | no |
| BA | 2025-06-09 | 211.23 | 0.2690 | 0.5125 | no |
| BAC | 2025-06-09 | 43.92 | 0.5055 | 0.4393 | no |
| C | 2025-06-09 | 76.47 | 0.2765 | 0.4478 | no |
| CDW | 2025-06-09 | 175.27 | 0.5559 | 0.4782 | no |
| CINF | 2025-06-09 | 146.84 | 0.3034 | 0.4974 | no |
| CME | 2025-06-09 | 260.15 | 0.3658 | 0.5107 | no |
| DHI | 2025-06-09 | 120.45 | 0.4124 | 0.4413 | no |
| DLR | 2025-06-09 | 170.10 | 0.3217 | 0.4294 | no |
| DVN | 2025-06-09 | 31.26 | 0.2526 | 0.4734 | no |
| DXCM | 2025-06-09 | 86.91 | 0.4078 | 0.4378 | no |
| EFX | 2025-06-09 | 265.74 | 0.6102 | 0.4823 | no |
| ETN | 2025-06-09 | 327.40 | 0.2821 | 0.5007 | no |
| GE | 2025-06-09 | 252.37 | 0.2557 | 0.5138 | no |
| GEHC | 2025-06-09 | 71.68 | 0.4474 | 0.4337 | no |
| GS | 2025-06-09 | 599.68 | 0.4367 | 0.4543 | no |
| HON | 2025-06-09 | 220.56 | 0.3077 | 0.4996 | no |
| IP | 2025-06-09 | 44.89 | 0.2874 | 0.4407 | no |
| ISRG | 2025-06-09 | 531.50 | 0.3853 | 0.4415 | no |
| IVZ | 2025-06-09 | 13.99 | 0.3632 | 0.4774 | no |
| JPM | 2025-06-09 | 259.76 | 0.2833 | 0.4380 | no |
| KKR | 2025-06-09 | 123.89 | 0.5989 | 0.4874 | no |
| LDOS | 2025-06-09 | 146.19 | 0.2694 | 0.5249 | no |
| MA | 2025-06-09 | 584.30 | 0.2749 | 0.4099 | no |
| META | 2025-06-09 | 695.64 | 0.3550 | 0.4917 | no |
| MGM | 2025-06-09 | 32.18 | 0.2956 | 0.4112 | no |
| MHK | 2025-06-09 | 102.81 | 0.4252 | 0.4418 | no |
| MNST | 2025-06-09 | 31.70 | 0.2819 | 0.4341 | no |
| MS | 2025-06-09 | 128.41 | 0.3212 | 0.4512 | no |
| MSCI | 2025-06-09 | 557.96 | 0.3487 | 0.4979 | no |
| MSFT | 2025-06-09 | 465.10 | 0.2571 | 0.4695 | no |
| NDAQ | 2025-06-09 | 84.00 | 0.2925 | 0.5106 | no |
| NOW | 2025-06-09 | 206.20 | 0.3023 | 0.4537 | no |
| NVR | 2025-06-09 | 7125.12 | 0.3081 | — | no |
| OMC | 2025-06-09 | 68.18 | 0.3540 | 0.4185 | no |
| PANW | 2025-06-09 | 199.04 | 0.4019 | 0.5536 | no |
| PH | 2025-06-09 | 667.84 | 0.4552 | 0.4972 | no |
| PHM | 2025-06-09 | 99.73 | 0.2580 | 0.4706 | no |
| PWR | 2025-06-09 | 361.70 | 0.3121 | 0.4949 | no |
| SCHW | 2025-06-09 | 86.93 | 0.4163 | 0.4801 | no |
| SNPS | 2025-06-09 | 503.88 | 0.3677 | 0.5019 | no |
| SYK | 2025-06-09 | 378.83 | 0.3979 | 0.4428 | no |
| TEL | 2025-06-09 | 163.13 | 0.2904 | 0.4288 | no |
| TT | 2025-06-09 | 425.53 | 0.4126 | 0.4937 | no |
| TYL | 2025-06-09 | 578.64 | 0.2586 | 0.4674 | no |
| URI | 2025-06-09 | 705.27 | 0.2846 | 0.4578 | no |
| VLO | 2025-06-09 | 125.69 | 0.5614 | 0.4135 | no |