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 | 15.50% | 16.03% | 2025-09-11 | -2.80% |
| buy & hold | participation factor overlay | 6 months | complete | 23.35% | 27.24% | 2025-12-11 | -7.03% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 14.99% | 15.43% | 2025-09-11 | -3.02% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 22.97% | 27.14% | 2025-12-11 | -7.56% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.06% | 8.34% | 2025-09-11 | -2.86% |
| weekly rebalance | participation factor overlay | 6 months | complete | 12.01% | 14.26% | 2025-12-11 | -5.90% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.42% | 7.04% | 2025-08-22 | -4.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.87% | 9.71% | 2025-12-11 | -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 |
|---|---|---|---|---|---|
| ANET | 2025-06-16 | 92.70 | 0.4670 | 0.4806 | no |
| AOS | 2025-06-16 | 62.55 | 0.2621 | 0.4599 | no |
| APA | 2025-06-16 | 19.67 | 0.5329 | 0.4325 | no |
| BAC | 2025-06-16 | 43.47 | 0.4263 | 0.4423 | no |
| BKNG | 2025-06-16 | 210.70 | 0.5930 | 0.4559 | no |
| BX | 2025-06-16 | 131.38 | 0.2921 | 0.4646 | no |
| C | 2025-06-16 | 75.04 | 0.4041 | 0.4505 | no |
| CAG | 2025-06-16 | 19.67 | 0.3558 | 0.4310 | no |
| CAT | 2025-06-16 | 356.47 | 0.2718 | 0.4460 | no |
| CDNS | 2025-06-16 | 300.69 | 0.3437 | 0.5333 | no |
| CDW | 2025-06-16 | 167.86 | 0.2889 | 0.4782 | no |
| CPRT | 2025-06-16 | 48.80 | 0.3065 | 0.5057 | no |
| CTAS | 2025-06-16 | 220.85 | 0.3919 | 0.4827 | no |
| DELL | 2025-06-16 | 109.39 | 0.4471 | 0.4769 | no |
| DLR | 2025-06-16 | 169.61 | 0.4046 | 0.4294 | no |
| EFX | 2025-06-16 | 261.75 | 0.5389 | 0.4823 | no |
| EMR | 2025-06-16 | 124.80 | 0.2915 | 0.4973 | no |
| ETR | 2025-06-16 | 80.46 | 0.2599 | 0.4893 | no |
| FCX | 2025-06-16 | 41.04 | 0.4087 | 0.4845 | no |
| GE | 2025-06-16 | 236.05 | 0.3664 | 0.5160 | no |
| GS | 2025-06-16 | 603.83 | 0.3700 | 0.4580 | no |
| HPQ | 2025-06-16 | 22.66 | 0.3763 | 0.4398 | no |
| HUBB | 2025-06-16 | 383.97 | 0.2654 | 0.4915 | no |
| IBM | 2025-06-16 | 270.40 | 0.7470 | 0.4651 | no |
| INTC | 2025-06-16 | 20.41 | 0.5159 | 0.5204 | no |
| INVH | 2025-06-16 | 31.86 | 0.2657 | 0.4437 | no |
| IVZ | 2025-06-16 | 14.11 | 0.3019 | 0.4775 | no |
| JBL | 2025-06-16 | 177.98 | 0.4218 | 0.4752 | no |
| JPM | 2025-06-16 | 260.73 | 0.3933 | 0.4403 | no |
| KKR | 2025-06-16 | 121.37 | 0.5825 | 0.4879 | no |
| LDOS | 2025-06-16 | 146.59 | 0.3275 | 0.5279 | no |
| MHK | 2025-06-16 | 102.82 | 0.4656 | 0.4418 | no |
| MNST | 2025-06-16 | 31.75 | 0.2555 | 0.4286 | no |
| MPC | 2025-06-16 | 161.01 | 0.3980 | 0.4297 | no |
| MS | 2025-06-16 | 126.52 | 0.4122 | 0.4523 | no |
| MU | 2025-06-16 | 117.51 | 0.2987 | 0.5101 | no |
| NDAQ | 2025-06-16 | 84.37 | 0.2751 | 0.5108 | no |
| NOW | 2025-06-16 | 198.40 | 0.3814 | 0.4537 | no |
| OMC | 2025-06-16 | 67.47 | 0.2714 | 0.4185 | no |
| RL | 2025-06-16 | 261.10 | 0.3545 | 0.4291 | no |
| ROK | 2025-06-16 | 317.10 | 0.3213 | 0.5024 | no |
| SCHW | 2025-06-16 | 86.47 | 0.5950 | 0.4811 | no |
| SNPS | 2025-06-16 | 480.50 | 0.5234 | 0.5019 | no |
| STT | 2025-06-16 | 93.43 | 0.3844 | 0.4352 | no |
| TEL | 2025-06-16 | 162.36 | 0.3272 | 0.4286 | no |
| TER | 2025-06-16 | 84.30 | 0.3785 | 0.4957 | no |
| UAL | 2025-06-16 | 75.46 | 0.2696 | 0.4776 | no |
| URI | 2025-06-16 | 695.65 | 0.4565 | 0.4578 | no |
| VLO | 2025-06-16 | 131.13 | 0.4077 | 0.4135 | no |
| WDC | 2025-06-16 | 56.32 | 0.3563 | 0.5118 | no |