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 | 9.61% | 10.58% | 2025-09-11 | -3.08% |
| buy & hold | participation factor overlay | 6 months | complete | 16.07% | 18.82% | 2025-12-11 | -6.37% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 11.17% | 12.03% | 2025-09-11 | -2.96% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 19.29% | 22.09% | 2025-12-11 | -7.37% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.62% | 6.81% | 2025-09-11 | -2.91% |
| weekly rebalance | participation factor overlay | 6 months | complete | 6.88% | 9.22% | 2025-12-11 | -7.28% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.53% | 6.81% | 2025-09-11 | -3.05% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 8.08% | 10.07% | 2025-12-11 | -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 |
|---|---|---|---|---|---|
| ANET | 2025-06-16 | 92.70 | 0.3362 | 0.4806 | no |
| APA | 2025-06-16 | 19.67 | 0.5817 | 0.4325 | no |
| BAC | 2025-06-16 | 43.47 | 0.3943 | 0.4423 | no |
| BBY | 2025-06-16 | 65.22 | 0.2527 | 0.4511 | no |
| BF.B | 2025-06-16 | 25.65 | 0.2471 | — | no |
| BKNG | 2025-06-16 | 210.70 | 0.5116 | 0.4559 | no |
| BSX | 2025-06-16 | 100.68 | 0.2426 | 0.4247 | no |
| C | 2025-06-16 | 75.04 | 0.2678 | 0.4505 | no |
| CAG | 2025-06-16 | 19.67 | 0.2709 | 0.4310 | no |
| CDNS | 2025-06-16 | 300.69 | 0.3164 | 0.5333 | no |
| CDW | 2025-06-16 | 167.86 | 0.4758 | 0.4782 | no |
| CME | 2025-06-16 | 258.35 | 0.3885 | 0.5108 | no |
| CNC | 2025-06-16 | 55.23 | 0.4113 | 0.4461 | no |
| COP | 2025-06-16 | 92.42 | 0.2417 | 0.5141 | no |
| CPRT | 2025-06-16 | 48.80 | 0.3358 | 0.5057 | no |
| CPT | 2025-06-16 | 110.97 | 0.2648 | 0.4120 | no |
| CTAS | 2025-06-16 | 220.85 | 0.3676 | 0.4827 | no |
| DAL | 2025-06-16 | 47.05 | 0.5003 | 0.4704 | no |
| DELL | 2025-06-16 | 109.39 | 0.4834 | 0.4769 | no |
| EFX | 2025-06-16 | 261.75 | 0.5089 | 0.4823 | no |
| ES | 2025-06-16 | 62.69 | 0.2785 | 0.4800 | no |
| ETN | 2025-06-16 | 325.50 | 0.3561 | 0.5005 | no |
| GE | 2025-06-16 | 236.05 | 0.4595 | 0.5160 | no |
| GS | 2025-06-16 | 603.83 | 0.4622 | 0.4580 | no |
| HPQ | 2025-06-16 | 22.66 | 0.3741 | 0.4398 | no |
| IBM | 2025-06-16 | 270.40 | 0.5649 | 0.4651 | no |
| ISRG | 2025-06-16 | 514.00 | 0.3110 | 0.4415 | no |
| IVZ | 2025-06-16 | 14.11 | 0.3998 | 0.4775 | no |
| JBL | 2025-06-16 | 177.98 | 0.3864 | 0.4752 | no |
| KKR | 2025-06-16 | 121.37 | 0.7318 | 0.4879 | no |
| LII | 2025-06-16 | 538.33 | 0.2832 | 0.4799 | no |
| MDLZ | 2025-06-16 | 64.35 | 0.2630 | 0.4127 | no |
| MNST | 2025-06-16 | 31.75 | 0.2949 | 0.4286 | no |
| MPC | 2025-06-16 | 161.01 | 0.3294 | 0.4297 | no |
| MS | 2025-06-16 | 126.52 | 0.3281 | 0.4523 | no |
| NOW | 2025-06-16 | 198.40 | 0.2764 | 0.4537 | no |
| OMC | 2025-06-16 | 67.47 | 0.4578 | 0.4185 | no |
| PANW | 2025-06-16 | 196.85 | 0.3337 | 0.5536 | no |
| PEG | 2025-06-16 | 77.95 | 0.2519 | 0.5139 | no |
| RL | 2025-06-16 | 261.10 | 0.5559 | 0.4291 | no |
| ROK | 2025-06-16 | 317.10 | 0.3945 | 0.5024 | no |
| SCHW | 2025-06-16 | 86.47 | 0.4199 | 0.4811 | no |
| SNPS | 2025-06-16 | 480.50 | 0.5899 | 0.5019 | no |
| STT | 2025-06-16 | 93.43 | 0.3316 | 0.4352 | no |
| STZ | 2025-06-16 | 160.26 | 0.2663 | 0.4174 | no |
| TER | 2025-06-16 | 84.30 | 0.3362 | 0.4957 | no |
| UAL | 2025-06-16 | 75.46 | 0.3420 | 0.4776 | no |
| URI | 2025-06-16 | 695.65 | 0.3885 | 0.4578 | no |
| VLO | 2025-06-16 | 131.13 | 0.2826 | 0.4135 | no |
| WDC | 2025-06-16 | 56.32 | 0.4391 | 0.5118 | no |