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 | 10.42% | 10.42% | 2025-09-23 | -3.30% |
| buy & hold | participation factor overlay | 6 months | complete | 15.22% | 16.06% | 2025-12-11 | -5.70% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 10.23% | 10.49% | 2025-09-11 | -3.99% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.38% | 15.51% | 2025-12-11 | -6.00% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.57% | 6.92% | 2025-09-22 | -2.91% |
| weekly rebalance | participation factor overlay | 6 months | complete | 7.20% | 9.10% | 2025-12-11 | -7.28% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.24% | 6.72% | 2025-09-22 | -3.05% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.97% | 9.90% | 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 |
|---|---|---|---|---|---|
| AES | 2025-06-23 | 9.80 | 0.3451 | — | no |
| AMGN | 2025-06-23 | 279.98 | 0.2236 | 0.4444 | no |
| ANET | 2025-06-23 | 86.44 | 0.4778 | 0.4806 | no |
| APA | 2025-06-23 | 19.27 | 0.5021 | 0.4324 | no |
| APO | 2025-06-23 | 131.40 | 0.2283 | — | no |
| BAC | 2025-06-23 | 44.21 | 0.2985 | 0.4496 | no |
| BKNG | 2025-06-23 | 211.31 | 0.5877 | 0.4559 | no |
| BMY | 2025-06-23 | 44.16 | 0.2724 | 0.4662 | no |
| BSX | 2025-06-23 | 101.45 | 0.2230 | 0.4156 | no |
| CB | 2025-06-23 | 281.69 | 0.2285 | 0.5047 | no |
| CNC | 2025-06-23 | 54.59 | 0.2260 | 0.4387 | no |
| CVX | 2025-06-23 | 144.74 | 0.2595 | 0.4494 | no |
| DELL | 2025-06-23 | 116.88 | 0.2930 | 0.4769 | no |
| DLTR | 2025-06-23 | 98.27 | 0.2078 | 0.5363 | no |
| DOW | 2025-06-23 | 25.55 | 0.4923 | 0.4111 | no |
| DVN | 2025-06-23 | 33.77 | 0.3340 | 0.4733 | no |
| DXCM | 2025-06-23 | 79.99 | 0.2670 | 0.4354 | no |
| EFX | 2025-06-23 | 247.68 | 0.3856 | 0.4819 | no |
| EQIX | 2025-06-23 | 861.83 | 0.2167 | 0.4143 | no |
| EQT | 2025-06-23 | 59.91 | 0.2526 | 0.4702 | no |
| EXE | 2025-06-23 | 117.41 | 0.2287 | 0.4843 | no |
| FANG | 2025-06-23 | 146.40 | 0.2322 | 0.4734 | no |
| FCX | 2025-06-23 | 39.49 | 0.3513 | 0.4898 | no |
| GE | 2025-06-23 | 237.68 | 0.3926 | 0.5160 | no |
| GIS | 2025-06-23 | 49.49 | 0.2860 | 0.4199 | no |
| GLW | 2025-06-23 | 49.78 | 0.3224 | 0.4547 | no |
| GS | 2025-06-23 | 623.59 | 0.2708 | 0.4628 | no |
| HCA | 2025-06-23 | 375.71 | 0.2627 | 0.4341 | no |
| HPQ | 2025-06-23 | 22.59 | 0.3115 | 0.4398 | no |
| ISRG | 2025-06-23 | 508.00 | 0.2283 | 0.4288 | no |
| IVZ | 2025-06-23 | 14.13 | 0.3125 | 0.4792 | no |
| KKR | 2025-06-23 | 120.77 | 0.5447 | 0.4906 | no |
| LDOS | 2025-06-23 | 146.97 | 0.2120 | 0.5278 | no |
| MGM | 2025-06-23 | 33.64 | 0.2573 | 0.4112 | no |
| MHK | 2025-06-23 | 98.34 | 0.3778 | 0.4396 | no |
| MMM | 2025-06-23 | 141.12 | 0.2299 | 0.5066 | no |
| MPC | 2025-06-23 | 166.85 | 0.2528 | 0.4291 | no |
| MU | 2025-06-23 | 123.36 | 0.2169 | 0.5101 | no |
| NVDA | 2025-06-23 | 142.15 | 0.2671 | 0.5414 | no |
| PANW | 2025-06-23 | 199.56 | 0.3062 | 0.5536 | no |
| PH | 2025-06-23 | 648.01 | 0.2679 | 0.4971 | no |
| PPL | 2025-06-23 | 32.63 | 0.3071 | 0.4872 | no |
| RCL | 2025-06-23 | 262.02 | 0.3591 | 0.4428 | no |
| RL | 2025-06-23 | 258.39 | 0.2296 | 0.4291 | no |
| SCHW | 2025-06-23 | 87.67 | 0.2285 | 0.4836 | no |
| SNPS | 2025-06-23 | 468.89 | 0.2249 | 0.5019 | no |
| TROW | 2025-06-23 | 87.47 | 0.2222 | 0.4909 | no |
| URI | 2025-06-23 | 694.74 | 0.3316 | 0.4578 | no |
| VLO | 2025-06-23 | 138.15 | 0.2253 | 0.4131 | no |
| WTW | 2025-06-23 | 295.41 | 0.2976 | 0.4908 | no |