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 | 12.75% | 13.00% | 2025-09-11 | -3.64% |
| buy & hold | participation factor overlay | 6 months | complete | 20.18% | 23.86% | 2025-12-11 | -7.39% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 13.94% | 14.42% | 2025-09-11 | -3.55% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 22.25% | 26.31% | 2025-12-11 | -7.89% |
| weekly rebalance | participation factor overlay | 3 months | complete | 8.21% | 9.45% | 2025-09-11 | -3.19% |
| weekly rebalance | participation factor overlay | 6 months | complete | 13.41% | 15.41% | 2025-12-11 | -5.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 7.14% | 8.45% | 2025-09-11 | -3.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.50% | 13.12% | 2025-12-11 | -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 |
|---|---|---|---|---|---|
| APA | 2025-06-16 | 19.67 | 0.6688 | 0.4325 | no |
| BAC | 2025-06-16 | 43.47 | 0.4427 | 0.4423 | no |
| BAX | 2025-06-16 | 30.48 | 0.3039 | 0.4477 | no |
| BBY | 2025-06-16 | 65.22 | 0.4633 | 0.4511 | no |
| BKNG | 2025-06-16 | 210.70 | 0.5107 | 0.4559 | no |
| C | 2025-06-16 | 75.04 | 0.2932 | 0.4505 | no |
| CAG | 2025-06-16 | 19.67 | 0.2896 | 0.4310 | no |
| CCI | 2025-06-16 | 92.39 | 0.2870 | 0.4302 | no |
| CDW | 2025-06-16 | 167.86 | 0.3137 | 0.4782 | no |
| CME | 2025-06-16 | 258.35 | 0.3223 | 0.5108 | no |
| CPRT | 2025-06-16 | 48.80 | 0.3201 | 0.5057 | no |
| CTAS | 2025-06-16 | 220.85 | 0.3648 | 0.4827 | no |
| DELL | 2025-06-16 | 109.39 | 0.7168 | 0.4769 | no |
| EFX | 2025-06-16 | 261.75 | 0.4267 | 0.4823 | no |
| EMR | 2025-06-16 | 124.80 | 0.4088 | 0.4973 | no |
| ETN | 2025-06-16 | 325.50 | 0.3623 | 0.5005 | no |
| FCX | 2025-06-16 | 41.04 | 0.5869 | 0.4845 | no |
| GE | 2025-06-16 | 236.05 | 0.3016 | 0.5160 | no |
| GS | 2025-06-16 | 603.83 | 0.5091 | 0.4580 | no |
| HPQ | 2025-06-16 | 22.66 | 0.3459 | 0.4398 | no |
| IBM | 2025-06-16 | 270.40 | 0.8250 | 0.4651 | no |
| INTC | 2025-06-16 | 20.41 | 0.4433 | 0.5204 | no |
| IP | 2025-06-16 | 43.88 | 0.3236 | 0.4407 | no |
| IVZ | 2025-06-16 | 14.11 | 0.5025 | 0.4775 | no |
| JBL | 2025-06-16 | 177.98 | 0.5513 | 0.4752 | no |
| JPM | 2025-06-16 | 260.73 | 0.4323 | 0.4403 | no |
| KKR | 2025-06-16 | 121.37 | 0.5992 | 0.4879 | no |
| MHK | 2025-06-16 | 102.82 | 0.5652 | 0.4418 | no |
| MPC | 2025-06-16 | 161.01 | 0.3708 | 0.4297 | no |
| MS | 2025-06-16 | 126.52 | 0.3904 | 0.4523 | no |
| MU | 2025-06-16 | 117.51 | 0.3705 | 0.5101 | no |
| NOW | 2025-06-16 | 198.40 | 0.4629 | 0.4537 | no |
| OMC | 2025-06-16 | 67.47 | 0.5044 | 0.4185 | no |
| OXY | 2025-06-16 | 44.95 | 0.3666 | 0.4804 | no |
| PLTR | 2025-06-16 | 140.03 | 0.2962 | 0.5763 | no |
| PNR | 2025-06-16 | 96.39 | 0.3222 | 0.4800 | no |
| RF | 2025-06-16 | 20.77 | 0.3425 | 0.4327 | no |
| RL | 2025-06-16 | 261.10 | 0.7338 | 0.4291 | no |
| ROK | 2025-06-16 | 317.10 | 0.6311 | 0.5024 | no |
| SCHW | 2025-06-16 | 86.47 | 0.5269 | 0.4811 | no |
| SNPS | 2025-06-16 | 480.50 | 0.5717 | 0.5019 | no |
| STT | 2025-06-16 | 93.43 | 0.3198 | 0.4352 | no |
| SYF | 2025-06-16 | 59.42 | 0.3257 | 0.4095 | no |
| TEL | 2025-06-16 | 162.36 | 0.3393 | 0.4286 | no |
| TER | 2025-06-16 | 84.30 | 0.3656 | 0.4957 | no |
| UAL | 2025-06-16 | 75.46 | 0.6588 | 0.4776 | no |
| VLO | 2025-06-16 | 131.13 | 0.4566 | 0.4135 | no |
| WDAY | 2025-06-16 | 245.97 | 0.2885 | 0.4608 | no |
| WDC | 2025-06-16 | 56.32 | 0.5066 | 0.5118 | no |
| ZBRA | 2025-06-16 | 288.07 | 0.3185 | 0.4420 | no |