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 | 13.53% | 13.53% | 2025-09-23 | -3.61% |
| buy & hold | participation factor overlay | 6 months | complete | 16.53% | 18.14% | 2025-12-11 | -7.44% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 11.47% | 11.83% | 2025-09-18 | -3.92% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.19% | 14.97% | 2025-12-11 | -8.57% |
| weekly rebalance | participation factor overlay | 3 months | complete | 10.60% | 10.87% | 2025-09-22 | -2.57% |
| weekly rebalance | participation factor overlay | 6 months | complete | 12.55% | 14.15% | 2025-12-11 | -5.39% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 7.90% | 8.08% | 2025-09-22 | -3.34% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.40% | 11.26% | 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 |
|---|---|---|---|---|---|
| AES | 2025-06-23 | 9.80 | 0.3895 | — | no |
| ANET | 2025-06-23 | 86.44 | 0.3684 | 0.4806 | no |
| APA | 2025-06-23 | 19.27 | 0.2748 | 0.4324 | no |
| BAC | 2025-06-23 | 44.21 | 0.2516 | 0.4496 | no |
| BG | 2025-06-23 | 82.01 | 0.2081 | 0.4170 | no |
| BKNG | 2025-06-23 | 211.31 | 0.3985 | 0.4559 | no |
| BSX | 2025-06-23 | 101.45 | 0.2379 | 0.4156 | no |
| CFG | 2025-06-23 | 39.89 | 0.3244 | 0.4131 | no |
| CNC | 2025-06-23 | 54.59 | 0.3036 | 0.4387 | no |
| DELL | 2025-06-23 | 116.88 | 0.4437 | 0.4769 | no |
| DOW | 2025-06-23 | 25.55 | 0.4668 | 0.4111 | no |
| DVN | 2025-06-23 | 33.77 | 0.3989 | 0.4733 | no |
| DXCM | 2025-06-23 | 79.99 | 0.3179 | 0.4354 | no |
| EFX | 2025-06-23 | 247.68 | 0.2281 | 0.4819 | no |
| FANG | 2025-06-23 | 146.40 | 0.3138 | 0.4734 | no |
| FCX | 2025-06-23 | 39.49 | 0.5691 | 0.4898 | no |
| GLW | 2025-06-23 | 49.78 | 0.2845 | 0.4547 | no |
| GS | 2025-06-23 | 623.59 | 0.2897 | 0.4628 | no |
| HCA | 2025-06-23 | 375.71 | 0.2976 | 0.4341 | no |
| HPE | 2025-06-23 | 17.49 | 0.2801 | 0.4833 | no |
| HPQ | 2025-06-23 | 22.59 | 0.2623 | 0.4398 | no |
| IBM | 2025-06-23 | 272.67 | 0.2105 | 0.4651 | no |
| IP | 2025-06-23 | 43.01 | 0.2498 | 0.4399 | no |
| ISRG | 2025-06-23 | 508.00 | 0.3442 | 0.4288 | no |
| IVZ | 2025-06-23 | 14.13 | 0.2904 | 0.4792 | no |
| JBL | 2025-06-23 | 203.77 | 0.2293 | 0.4752 | no |
| KKR | 2025-06-23 | 120.77 | 0.5721 | 0.4906 | no |
| LDOS | 2025-06-23 | 146.97 | 0.2162 | 0.5278 | no |
| MA | 2025-06-23 | 527.42 | 0.2294 | 0.4108 | no |
| MGM | 2025-06-23 | 33.64 | 0.2716 | 0.4112 | no |
| MPC | 2025-06-23 | 166.85 | 0.2343 | 0.4291 | no |
| MS | 2025-06-23 | 128.24 | 0.2090 | 0.4603 | no |
| NCLH | 2025-06-23 | 18.42 | 0.2144 | 0.4178 | no |
| NOW | 2025-06-23 | 194.28 | 0.3330 | 0.4537 | no |
| PANW | 2025-06-23 | 199.56 | 0.2618 | 0.5536 | no |
| PKG | 2025-06-23 | 180.96 | 0.2377 | 0.4429 | no |
| PNR | 2025-06-23 | 95.53 | 0.2326 | 0.4811 | no |
| PPL | 2025-06-23 | 32.63 | 0.2387 | 0.4872 | no |
| RCL | 2025-06-23 | 262.02 | 0.2374 | 0.4428 | no |
| RL | 2025-06-23 | 258.39 | 0.3386 | 0.4291 | no |
| SCHW | 2025-06-23 | 87.67 | 0.3656 | 0.4836 | no |
| SHW | 2025-06-23 | 329.57 | 0.2351 | 0.4130 | no |
| STX | 2025-06-23 | 130.55 | 0.2055 | 0.5350 | no |
| TEL | 2025-06-23 | 160.18 | 0.3009 | 0.4289 | no |
| TRGP | 2025-06-23 | 167.49 | 0.2727 | 0.4663 | no |
| TXN | 2025-06-23 | 192.58 | 0.2178 | 0.5161 | no |
| URI | 2025-06-23 | 694.74 | 0.4764 | 0.4578 | no |
| VLO | 2025-06-23 | 138.15 | 0.4419 | 0.4131 | no |
| VTRS | 2025-06-23 | 8.44 | 0.2053 | 0.4800 | no |
| WTW | 2025-06-23 | 295.41 | 0.3338 | 0.4908 | no |