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 | 14.53% | 15.15% | 2025-09-11 | -3.50% |
| buy & hold | participation factor overlay | 6 months | complete | 20.60% | 23.85% | 2025-12-11 | -7.33% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 12.88% | 13.74% | 2025-09-11 | -3.22% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 18.66% | 21.34% | 2025-12-11 | -7.57% |
| weekly rebalance | participation factor overlay | 3 months | complete | 8.77% | 9.85% | 2025-09-11 | -2.57% |
| weekly rebalance | participation factor overlay | 6 months | complete | 12.37% | 14.31% | 2025-12-11 | -5.39% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.54% | 8.06% | 2025-09-11 | -3.34% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.70% | 11.55% | 2025-12-11 | -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 |
|---|---|---|---|---|---|
| ANET | 2025-06-16 | 92.70 | 0.3304 | 0.4806 | no |
| APA | 2025-06-16 | 19.67 | 0.8884 | 0.4325 | no |
| BAC | 2025-06-16 | 43.47 | 0.3395 | 0.4423 | no |
| BAX | 2025-06-16 | 30.48 | 0.2668 | 0.4477 | no |
| BF.B | 2025-06-16 | 25.65 | 0.2976 | — | no |
| BKNG | 2025-06-16 | 210.70 | 0.4899 | 0.4559 | no |
| C | 2025-06-16 | 75.04 | 0.2832 | 0.4505 | no |
| CB | 2025-06-16 | 284.99 | 0.2952 | 0.5073 | no |
| CDW | 2025-06-16 | 167.86 | 0.2734 | 0.4782 | no |
| COP | 2025-06-16 | 92.42 | 0.3074 | 0.5141 | no |
| CTAS | 2025-06-16 | 220.85 | 0.3876 | 0.4827 | no |
| DAL | 2025-06-16 | 47.05 | 0.4441 | 0.4704 | no |
| DELL | 2025-06-16 | 109.39 | 0.5860 | 0.4769 | no |
| DLR | 2025-06-16 | 169.61 | 0.3088 | 0.4294 | no |
| EFX | 2025-06-16 | 261.75 | 0.5012 | 0.4823 | no |
| EPAM | 2025-06-16 | 174.69 | 0.2658 | 0.4132 | no |
| ETN | 2025-06-16 | 325.50 | 0.5051 | 0.5005 | no |
| GE | 2025-06-16 | 236.05 | 0.4621 | 0.5160 | no |
| GS | 2025-06-16 | 603.83 | 0.3976 | 0.4580 | no |
| HPE | 2025-06-16 | 17.27 | 0.2687 | 0.4833 | no |
| HPQ | 2025-06-16 | 22.66 | 0.5084 | 0.4398 | no |
| HUBB | 2025-06-16 | 383.97 | 0.3193 | 0.4915 | no |
| IBM | 2025-06-16 | 270.40 | 0.6310 | 0.4651 | no |
| INTC | 2025-06-16 | 20.41 | 0.4775 | 0.5204 | no |
| IVZ | 2025-06-16 | 14.11 | 0.5063 | 0.4775 | no |
| JBL | 2025-06-16 | 177.98 | 0.3638 | 0.4752 | no |
| JPM | 2025-06-16 | 260.73 | 0.4396 | 0.4403 | no |
| KKR | 2025-06-16 | 121.37 | 0.4938 | 0.4879 | no |
| LDOS | 2025-06-16 | 146.59 | 0.2927 | 0.5279 | no |
| MHK | 2025-06-16 | 102.82 | 0.4587 | 0.4418 | no |
| MNST | 2025-06-16 | 31.75 | 0.3803 | 0.4286 | no |
| MPC | 2025-06-16 | 161.01 | 0.5833 | 0.4297 | no |
| MS | 2025-06-16 | 126.52 | 0.3713 | 0.4523 | no |
| MU | 2025-06-16 | 117.51 | 0.2870 | 0.5101 | no |
| NVDA | 2025-06-16 | 143.00 | 0.2898 | 0.5414 | no |
| OMC | 2025-06-16 | 67.47 | 0.4283 | 0.4185 | no |
| PANW | 2025-06-16 | 196.85 | 0.4338 | 0.5536 | no |
| PNR | 2025-06-16 | 96.39 | 0.3783 | 0.4800 | no |
| PTC | 2025-06-16 | 170.24 | 0.2778 | 0.5049 | no |
| RF | 2025-06-16 | 20.77 | 0.3061 | 0.4327 | no |
| RL | 2025-06-16 | 261.10 | 0.4912 | 0.4291 | no |
| ROK | 2025-06-16 | 317.10 | 0.3711 | 0.5024 | no |
| SCHW | 2025-06-16 | 86.47 | 0.3259 | 0.4811 | no |
| SNPS | 2025-06-16 | 480.50 | 0.5404 | 0.5019 | no |
| TEL | 2025-06-16 | 162.36 | 0.2812 | 0.4286 | no |
| TER | 2025-06-16 | 84.30 | 0.3164 | 0.4957 | no |
| UAL | 2025-06-16 | 75.46 | 0.3259 | 0.4776 | no |
| URI | 2025-06-16 | 695.65 | 0.4719 | 0.4578 | no |
| VLO | 2025-06-16 | 131.13 | 0.4959 | 0.4135 | no |
| WTW | 2025-06-16 | 293.74 | 0.3186 | 0.4932 | no |