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 | 3.72% | 4.65% | 2025-09-22 | -3.75% |
| buy & hold | participation factor overlay | 6 months | complete | 2.74% | 4.68% | 2025-12-11 | -8.17% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 2.01% | 2.76% | 2025-07-10 | -4.53% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 0.31% | 2.76% | 2025-07-10 | -8.05% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.92% | 4.92% | 2025-09-30 | -2.91% |
| weekly rebalance | participation factor overlay | 6 months | complete | 4.43% | 6.72% | 2025-12-11 | -7.28% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.28% | 5.28% | 2025-09-30 | -3.05% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 5.49% | 7.59% | 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 |
|---|---|---|---|---|---|
| ALGN | 2025-06-30 | 189.75 | 0.2230 | 0.4192 | no |
| ALLE | 2025-06-30 | 142.41 | 0.2730 | 0.4965 | no |
| APO | 2025-06-30 | 142.12 | 0.3630 | — | no |
| AXP | 2025-06-30 | 314.41 | 0.2494 | 0.4146 | no |
| AZO | 2025-06-30 | 3628.18 | 0.2458 | 0.4853 | no |
| BKNG | 2025-06-30 | 225.71 | 0.5225 | 0.4556 | no |
| BLK | 2025-06-30 | 1023.18 | 0.2459 | 0.4777 | no |
| CAG | 2025-06-30 | 18.54 | 0.6077 | 0.4297 | no |
| CDW | 2025-06-30 | 173.79 | 0.4099 | 0.4824 | no |
| CINF | 2025-06-30 | 142.66 | 0.2748 | 0.4912 | no |
| COP | 2025-06-30 | 86.06 | 0.2790 | 0.5178 | no |
| CPB | 2025-06-30 | 28.58 | 0.3894 | 0.4140 | no |
| CTAS | 2025-06-30 | 218.20 | 0.2244 | 0.4760 | no |
| CVX | 2025-06-30 | 136.10 | 0.2753 | 0.4548 | no |
| DAL | 2025-06-30 | 49.11 | 0.3349 | 0.4752 | no |
| DE | 2025-06-30 | 505.67 | 0.2466 | 0.4856 | no |
| DOW | 2025-06-30 | 25.27 | 0.2715 | 0.4084 | no |
| EFX | 2025-06-30 | 254.20 | 0.3493 | 0.4768 | no |
| EQT | 2025-06-30 | 57.13 | 0.2575 | 0.4751 | no |
| EXE | 2025-06-30 | 113.31 | 0.2942 | 0.4908 | no |
| FANG | 2025-06-30 | 134.92 | 0.2804 | 0.4795 | no |
| FAST | 2025-06-30 | 40.85 | 0.2361 | 0.4844 | no |
| GS | 2025-06-30 | 696.76 | 0.3452 | 0.4648 | no |
| HON | 2025-06-30 | 220.72 | 0.3077 | 0.5021 | no |
| HPE | 2025-06-30 | 20.22 | 0.4462 | 0.4861 | no |
| HUBB | 2025-06-30 | 401.50 | 0.2350 | 0.4913 | no |
| ICE | 2025-06-30 | 179.07 | 0.2986 | 0.5160 | no |
| JBL | 2025-06-30 | 217.67 | 0.2334 | 0.4778 | no |
| JPM | 2025-06-30 | 283.58 | 0.3203 | 0.4520 | no |
| KEYS | 2025-06-30 | 164.64 | 0.2263 | 0.4841 | no |
| KKR | 2025-06-30 | 134.75 | 0.3607 | 0.4921 | no |
| MPWR | 2025-06-30 | 732.36 | 0.2324 | 0.4853 | no |
| MTB | 2025-06-30 | 188.51 | 0.2633 | 0.4260 | no |
| NOW | 2025-06-30 | 205.95 | 0.3110 | 0.4535 | no |
| ON | 2025-06-30 | 53.27 | 0.3585 | 0.5134 | no |
| ORCL | 2025-06-30 | 223.47 | 0.4767 | 0.5238 | no |
| OXY | 2025-06-30 | 41.34 | 0.3836 | 0.4865 | no |
| PH | 2025-06-30 | 694.03 | 0.2452 | 0.4984 | no |
| PM | 2025-06-30 | 174.67 | 0.2459 | 0.4071 | no |
| PNC | 2025-06-30 | 179.33 | 0.2609 | 0.4414 | no |
| PNR | 2025-06-30 | 101.94 | 0.2826 | 0.4818 | no |
| RJF | 2025-06-30 | 151.10 | 0.3754 | 0.4789 | no |
| RMD | 2025-06-30 | 252.76 | 0.2455 | 0.4398 | no |
| SNPS | 2025-06-30 | 505.89 | 0.3463 | 0.5018 | no |
| TEL | 2025-06-30 | 166.10 | 0.2320 | 0.4365 | no |
| TSLA | 2025-06-30 | 319.90 | 0.4605 | 0.4331 | no |
| TXN | 2025-06-30 | 200.41 | 0.4769 | 0.5216 | no |
| UBER | 2025-06-30 | 91.68 | 0.2792 | 0.5219 | no |
| UNH | 2025-06-30 | 299.10 | 0.2758 | 0.4294 | no |
| WDAY | 2025-06-30 | 237.87 | 0.2294 | 0.4603 | no |