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 | 9.56% | 9.82% | 2025-09-08 | -3.57% |
| buy & hold | participation factor overlay | 6 months | complete | 11.26% | 11.74% | 2025-12-05 | -6.23% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.73% | 8.66% | 2025-07-25 | -4.69% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 7.22% | 8.70% | 2025-10-27 | -7.49% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.97% | 8.15% | 2025-08-22 | -3.19% |
| weekly rebalance | participation factor overlay | 6 months | complete | 12.06% | 13.15% | 2025-12-05 | -5.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.72% | 7.72% | 2025-08-22 | -3.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.92% | 12.21% | 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 |
|---|---|---|---|---|---|
| ALGN | 2025-06-09 | 182.13 | 0.3804 | 0.4240 | no |
| APA | 2025-06-09 | 17.71 | 0.5875 | 0.4325 | no |
| BAC | 2025-06-09 | 43.92 | 0.6655 | 0.4393 | no |
| BDX | 2025-06-09 | 132.73 | 0.3516 | 0.4497 | no |
| BKNG | 2025-06-09 | 221.63 | 0.2942 | 0.4559 | no |
| C | 2025-06-09 | 76.47 | 0.4534 | 0.4478 | no |
| CDW | 2025-06-09 | 175.27 | 0.4564 | 0.4782 | no |
| CME | 2025-06-09 | 260.15 | 0.4133 | 0.5107 | no |
| DHI | 2025-06-09 | 120.45 | 0.4075 | 0.4413 | no |
| DXCM | 2025-06-09 | 86.91 | 0.4368 | 0.4378 | no |
| EFX | 2025-06-09 | 265.74 | 0.6045 | 0.4823 | no |
| EOG | 2025-06-09 | 109.46 | 0.3958 | 0.4776 | no |
| ERIE | 2025-06-09 | 361.76 | 0.2958 | — | no |
| ETN | 2025-06-09 | 327.40 | 0.4096 | 0.5007 | no |
| EXE | 2025-06-09 | 112.20 | 0.2962 | 0.4843 | no |
| FCX | 2025-06-09 | 41.40 | 0.3605 | 0.4845 | no |
| GEHC | 2025-06-09 | 71.68 | 0.3215 | 0.4337 | no |
| GS | 2025-06-09 | 599.68 | 0.4427 | 0.4543 | no |
| HII | 2025-06-09 | 222.20 | 0.3388 | 0.5193 | no |
| HON | 2025-06-09 | 220.56 | 0.4068 | 0.4996 | no |
| IBM | 2025-06-09 | 259.55 | 0.4503 | 0.4651 | no |
| IP | 2025-06-09 | 44.89 | 0.4035 | 0.4407 | no |
| IVZ | 2025-06-09 | 13.99 | 0.4527 | 0.4774 | no |
| JBL | 2025-06-09 | 177.73 | 0.2924 | 0.4752 | no |
| JPM | 2025-06-09 | 259.76 | 0.6086 | 0.4380 | no |
| KKR | 2025-06-09 | 123.89 | 0.4906 | 0.4874 | no |
| LII | 2025-06-09 | 547.40 | 0.3379 | 0.4801 | no |
| META | 2025-06-09 | 695.64 | 0.3883 | 0.4917 | no |
| MHK | 2025-06-09 | 102.81 | 0.4332 | 0.4418 | no |
| MNST | 2025-06-09 | 31.70 | 0.3771 | 0.4341 | no |
| MPC | 2025-06-09 | 158.25 | 0.3689 | 0.4297 | no |
| MS | 2025-06-09 | 128.41 | 0.2926 | 0.4512 | no |
| MSCI | 2025-06-09 | 557.96 | 0.4285 | 0.4979 | no |
| MSFT | 2025-06-09 | 465.10 | 0.3608 | 0.4695 | no |
| OMC | 2025-06-09 | 68.18 | 0.4887 | 0.4185 | no |
| PNR | 2025-06-09 | 98.50 | 0.3193 | 0.4802 | no |
| RCL | 2025-06-09 | 271.53 | 0.3486 | 0.4421 | no |
| RJF | 2025-06-09 | 144.78 | 0.3193 | 0.4728 | no |
| SCHW | 2025-06-09 | 86.93 | 0.4167 | 0.4801 | no |
| SNPS | 2025-06-09 | 503.88 | 0.3398 | 0.5019 | no |
| STT | 2025-06-09 | 95.71 | 0.3324 | 0.4329 | no |
| SW | 2025-06-09 | 42.09 | 0.3459 | 0.4467 | no |
| TEL | 2025-06-09 | 163.13 | 0.3277 | 0.4288 | no |
| TT | 2025-06-09 | 425.53 | 0.4271 | 0.4937 | no |
| TYL | 2025-06-09 | 578.64 | 0.3021 | 0.4674 | no |
| VLO | 2025-06-09 | 125.69 | 0.5321 | 0.4135 | no |
| VST | 2025-06-09 | 172.55 | 0.3043 | 0.5011 | no |
| WDAY | 2025-06-09 | 252.72 | 0.3935 | 0.4608 | no |
| WDC | 2025-06-09 | 56.36 | 0.3097 | 0.5118 | no |
| WSM | 2025-06-09 | 156.41 | 0.4795 | 0.4999 | no |