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 | 15.85% | 15.85% | 2025-09-23 | -3.30% |
| buy & hold | participation factor overlay | 6 months | complete | 22.26% | 23.40% | 2025-12-11 | -6.96% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 14.92% | 14.98% | 2025-09-18 | -3.90% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 23.51% | 24.27% | 2025-12-11 | -6.79% |
| weekly rebalance | participation factor overlay | 3 months | complete | 8.14% | 8.30% | 2025-09-22 | -2.86% |
| weekly rebalance | participation factor overlay | 6 months | complete | 12.07% | 13.89% | 2025-12-11 | -5.90% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.45% | 6.51% | 2025-08-22 | -4.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.21% | 9.18% | 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 |
|---|---|---|---|---|---|
| AES | 2025-06-23 | 9.80 | 0.4758 | — | no |
| ALLE | 2025-06-23 | 136.15 | 0.2210 | 0.4965 | no |
| ANET | 2025-06-23 | 86.44 | 0.5609 | 0.4806 | no |
| AOS | 2025-06-23 | 61.05 | 0.2162 | 0.4600 | no |
| APA | 2025-06-23 | 19.27 | 0.2247 | 0.4324 | no |
| APO | 2025-06-23 | 131.40 | 0.4886 | — | no |
| ATO | 2025-06-23 | 150.23 | 0.2306 | 0.4437 | no |
| AXP | 2025-06-23 | 292.94 | 0.2253 | 0.4108 | no |
| BA | 2025-06-23 | 197.83 | 0.2273 | 0.5132 | no |
| BAC | 2025-06-23 | 44.21 | 0.2206 | 0.4496 | no |
| BAX | 2025-06-23 | 29.52 | 0.3466 | 0.4373 | no |
| BKNG | 2025-06-23 | 211.31 | 0.4152 | 0.4559 | no |
| CAG | 2025-06-23 | 19.56 | 0.2117 | 0.4292 | no |
| CDNS | 2025-06-23 | 294.33 | 0.4373 | 0.5333 | no |
| CFG | 2025-06-23 | 39.89 | 0.2146 | 0.4131 | no |
| CNC | 2025-06-23 | 54.59 | 0.2103 | 0.4387 | no |
| DOW | 2025-06-23 | 25.55 | 0.3727 | 0.4111 | no |
| DVN | 2025-06-23 | 33.77 | 0.3328 | 0.4733 | no |
| FCX | 2025-06-23 | 39.49 | 0.5602 | 0.4898 | no |
| GE | 2025-06-23 | 237.68 | 0.3035 | 0.5160 | no |
| GLW | 2025-06-23 | 49.78 | 0.3002 | 0.4547 | no |
| GS | 2025-06-23 | 623.59 | 0.2783 | 0.4628 | no |
| HCA | 2025-06-23 | 375.71 | 0.2306 | 0.4341 | no |
| HPQ | 2025-06-23 | 22.59 | 0.2059 | 0.4398 | no |
| HUBB | 2025-06-23 | 388.47 | 0.2062 | 0.4915 | no |
| IBM | 2025-06-23 | 272.67 | 0.2934 | 0.4651 | no |
| INTC | 2025-06-23 | 21.07 | 0.3243 | 0.5204 | no |
| ISRG | 2025-06-23 | 508.00 | 0.2226 | 0.4288 | no |
| IVZ | 2025-06-23 | 14.13 | 0.3624 | 0.4792 | no |
| KKR | 2025-06-23 | 120.77 | 0.5005 | 0.4906 | no |
| LDOS | 2025-06-23 | 146.97 | 0.2765 | 0.5278 | no |
| MGM | 2025-06-23 | 33.64 | 0.3404 | 0.4112 | no |
| MHK | 2025-06-23 | 98.34 | 0.2714 | 0.4396 | no |
| MS | 2025-06-23 | 128.24 | 0.2801 | 0.4603 | no |
| MU | 2025-06-23 | 123.36 | 0.2558 | 0.5101 | no |
| NOW | 2025-06-23 | 194.28 | 0.2869 | 0.4537 | no |
| PANW | 2025-06-23 | 199.56 | 0.4184 | 0.5536 | no |
| PPL | 2025-06-23 | 32.63 | 0.2608 | 0.4872 | no |
| RCL | 2025-06-23 | 262.02 | 0.2855 | 0.4428 | no |
| RL | 2025-06-23 | 258.39 | 0.3404 | 0.4291 | no |
| SCHW | 2025-06-23 | 87.67 | 0.2908 | 0.4836 | no |
| SNPS | 2025-06-23 | 468.89 | 0.2577 | 0.5019 | no |
| STT | 2025-06-23 | 96.32 | 0.2444 | 0.4410 | no |
| SW | 2025-06-23 | 40.16 | 0.3091 | 0.4467 | no |
| URI | 2025-06-23 | 694.74 | 0.2433 | 0.4578 | no |
| VLO | 2025-06-23 | 138.15 | 0.2105 | 0.4131 | no |
| VTR | 2025-06-23 | 61.06 | 0.3475 | 0.4163 | no |
| WDC | 2025-06-23 | 58.82 | 0.2704 | 0.5118 | no |
| WSM | 2025-06-23 | 154.27 | 0.2275 | 0.4995 | no |
| WTW | 2025-06-23 | 295.41 | 0.2381 | 0.4908 | no |