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 | 10.41% | 10.83% | 2025-09-18 | -4.93% |
| buy & hold | participation factor overlay | 6 months | complete | 13.17% | 14.54% | 2025-12-11 | -7.33% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 11.30% | 11.78% | 2025-09-18 | -5.16% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 16.86% | 18.01% | 2025-12-11 | -7.43% |
| weekly rebalance | participation factor overlay | 3 months | complete | 9.39% | 9.87% | 2025-09-22 | -3.19% |
| weekly rebalance | participation factor overlay | 6 months | complete | 13.22% | 14.87% | 2025-12-11 | -5.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 8.19% | 8.43% | 2025-09-22 | -3.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.19% | 12.56% | 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 |
|---|---|---|---|---|---|
| ACGL | 2025-06-23 | 90.45 | 0.2617 | 0.4763 | no |
| AES | 2025-06-23 | 9.80 | 0.4082 | — | no |
| ALGN | 2025-06-23 | 180.18 | 0.3293 | 0.4221 | no |
| ANET | 2025-06-23 | 86.44 | 0.4306 | 0.4806 | no |
| AOS | 2025-06-23 | 61.05 | 0.2445 | 0.4600 | no |
| APA | 2025-06-23 | 19.27 | 0.3906 | 0.4324 | no |
| APO | 2025-06-23 | 131.40 | 0.3180 | — | no |
| BAC | 2025-06-23 | 44.21 | 0.2968 | 0.4496 | no |
| BAX | 2025-06-23 | 29.52 | 0.2599 | 0.4373 | no |
| BKNG | 2025-06-23 | 211.31 | 0.5090 | 0.4559 | no |
| BSX | 2025-06-23 | 101.45 | 0.2728 | 0.4156 | no |
| CDNS | 2025-06-23 | 294.33 | 0.2716 | 0.5333 | no |
| CFG | 2025-06-23 | 39.89 | 0.5237 | 0.4131 | no |
| CTAS | 2025-06-23 | 217.39 | 0.2481 | 0.4822 | no |
| DELL | 2025-06-23 | 116.88 | 0.3297 | 0.4769 | no |
| DOW | 2025-06-23 | 25.55 | 0.3451 | 0.4111 | no |
| DVN | 2025-06-23 | 33.77 | 0.5368 | 0.4733 | no |
| DXCM | 2025-06-23 | 79.99 | 0.4473 | 0.4354 | no |
| EFX | 2025-06-23 | 247.68 | 0.3396 | 0.4819 | no |
| EOG | 2025-06-23 | 121.59 | 0.2560 | 0.4775 | no |
| ETN | 2025-06-23 | 326.72 | 0.2767 | 0.5005 | no |
| FCX | 2025-06-23 | 39.49 | 0.5506 | 0.4898 | no |
| GLW | 2025-06-23 | 49.78 | 0.3317 | 0.4547 | no |
| GS | 2025-06-23 | 623.59 | 0.3320 | 0.4628 | no |
| IBM | 2025-06-23 | 272.67 | 0.4382 | 0.4651 | no |
| IP | 2025-06-23 | 43.01 | 0.2804 | 0.4399 | no |
| ISRG | 2025-06-23 | 508.00 | 0.3351 | 0.4288 | no |
| IVZ | 2025-06-23 | 14.13 | 0.4817 | 0.4792 | no |
| JPM | 2025-06-23 | 268.60 | 0.2897 | 0.4496 | no |
| KKR | 2025-06-23 | 120.77 | 0.5264 | 0.4906 | no |
| MA | 2025-06-23 | 527.42 | 0.2711 | 0.4108 | no |
| MGM | 2025-06-23 | 33.64 | 0.2755 | 0.4112 | no |
| MHK | 2025-06-23 | 98.34 | 0.3057 | 0.4396 | no |
| MPC | 2025-06-23 | 166.85 | 0.3173 | 0.4291 | no |
| MS | 2025-06-23 | 128.24 | 0.3629 | 0.4603 | no |
| MU | 2025-06-23 | 123.36 | 0.3040 | 0.5101 | no |
| NOW | 2025-06-23 | 194.28 | 0.5111 | 0.4537 | no |
| NVDA | 2025-06-23 | 142.15 | 0.2899 | 0.5414 | no |
| OXY | 2025-06-23 | 45.73 | 0.2821 | 0.4803 | no |
| PANW | 2025-06-23 | 199.56 | 0.3751 | 0.5536 | no |
| PPL | 2025-06-23 | 32.63 | 0.3613 | 0.4872 | no |
| PSX | 2025-06-23 | 120.66 | 0.3919 | 0.4113 | no |
| RL | 2025-06-23 | 258.39 | 0.3852 | 0.4291 | no |
| SCHW | 2025-06-23 | 87.67 | 0.3048 | 0.4836 | no |
| SNPS | 2025-06-23 | 468.89 | 0.3393 | 0.5019 | no |
| STT | 2025-06-23 | 96.32 | 0.2735 | 0.4410 | no |
| TRGP | 2025-06-23 | 167.49 | 0.2540 | 0.4663 | no |
| TXN | 2025-06-23 | 192.58 | 0.2681 | 0.5161 | no |
| URI | 2025-06-23 | 694.74 | 0.2691 | 0.4578 | no |
| VLO | 2025-06-23 | 138.15 | 0.4000 | 0.4131 | no |