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 | 3.36% | 4.54% | 2025-09-11 | -3.34% |
| buy & hold | participation factor overlay | 6 months | complete | 1.72% | 4.54% | 2025-09-11 | -8.23% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 2.17% | 3.61% | 2025-09-11 | -3.90% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -0.17% | 3.61% | 2025-09-11 | -9.40% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.54% | 7.54% | 2025-09-30 | -2.57% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.28% | 10.33% | 2025-12-11 | -5.39% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.42% | 5.42% | 2025-09-30 | -3.34% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 5.94% | 7.97% | 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 |
|---|---|---|---|---|---|
| ABNB | 2025-06-30 | 135.06 | 0.2703 | 0.4444 | no |
| AIZ | 2025-06-30 | 193.46 | 0.3072 | 0.4355 | no |
| ALL | 2025-06-30 | 191.80 | 0.2636 | 0.4855 | no |
| APO | 2025-06-30 | 142.12 | 0.2281 | — | no |
| BKNG | 2025-06-30 | 225.71 | 0.5639 | 0.4556 | no |
| CAG | 2025-06-30 | 18.54 | 0.5194 | 0.4297 | no |
| CDW | 2025-06-30 | 173.79 | 0.2999 | 0.4824 | no |
| CME | 2025-06-30 | 262.71 | 0.2544 | 0.5147 | no |
| CPB | 2025-06-30 | 28.58 | 0.3218 | 0.4140 | no |
| CPT | 2025-06-30 | 108.31 | 0.2502 | 0.4085 | no |
| CVX | 2025-06-30 | 136.10 | 0.3662 | 0.4548 | no |
| DOW | 2025-06-30 | 25.27 | 0.3082 | 0.4084 | no |
| EBAY | 2025-06-30 | 73.08 | 0.2686 | 0.4612 | no |
| EFX | 2025-06-30 | 254.20 | 0.3220 | 0.4768 | no |
| EOG | 2025-06-30 | 115.02 | 0.2424 | 0.4805 | no |
| EQT | 2025-06-30 | 57.13 | 0.2687 | 0.4751 | no |
| EW | 2025-06-30 | 78.06 | 0.2587 | 0.4340 | no |
| EXC | 2025-06-30 | 40.81 | 0.2469 | 0.4729 | no |
| EXE | 2025-06-30 | 113.31 | 0.3384 | 0.4908 | no |
| FAST | 2025-06-30 | 40.85 | 0.2555 | 0.4844 | no |
| FCX | 2025-06-30 | 42.99 | 0.3107 | 0.4791 | no |
| HON | 2025-06-30 | 220.72 | 0.3236 | 0.5021 | no |
| HPE | 2025-06-30 | 20.22 | 0.4113 | 0.4861 | no |
| ICE | 2025-06-30 | 179.07 | 0.2267 | 0.5160 | no |
| JBL | 2025-06-30 | 217.67 | 0.2353 | 0.4778 | no |
| KKR | 2025-06-30 | 134.75 | 0.2825 | 0.4921 | no |
| LDOS | 2025-06-30 | 154.17 | 0.3125 | 0.5269 | no |
| MA | 2025-06-30 | 548.34 | 0.3172 | 0.4080 | no |
| MHK | 2025-06-30 | 105.00 | 0.2572 | 0.4367 | no |
| MPC | 2025-06-30 | 163.07 | 0.2057 | 0.4352 | no |
| MTB | 2025-06-30 | 188.51 | 0.2866 | 0.4260 | no |
| NOW | 2025-06-30 | 205.95 | 0.4523 | 0.4535 | no |
| ON | 2025-06-30 | 53.27 | 0.3596 | 0.5134 | no |
| ORCL | 2025-06-30 | 223.47 | 0.6120 | 0.5238 | no |
| OXY | 2025-06-30 | 41.34 | 0.2861 | 0.4865 | no |
| PANW | 2025-06-30 | 201.24 | 0.3694 | 0.5524 | no |
| PCG | 2025-06-30 | 13.81 | 0.2259 | 0.4866 | no |
| PH | 2025-06-30 | 694.03 | 0.2052 | 0.4984 | no |
| PM | 2025-06-30 | 174.67 | 0.2846 | 0.4071 | no |
| PNC | 2025-06-30 | 179.33 | 0.2424 | 0.4414 | no |
| RJF | 2025-06-30 | 151.10 | 0.2173 | 0.4789 | no |
| SHW | 2025-06-30 | 341.23 | 0.3480 | 0.4107 | no |
| STE | 2025-06-30 | 236.11 | 0.2243 | 0.4178 | no |
| SWK | 2025-06-30 | 64.23 | 0.3492 | 0.5058 | no |
| TSLA | 2025-06-30 | 319.90 | 0.2575 | 0.4331 | no |
| TXN | 2025-06-30 | 200.41 | 0.4385 | 0.5216 | no |
| UBER | 2025-06-30 | 91.68 | 0.3297 | 0.5219 | no |
| URI | 2025-06-30 | 748.73 | 0.4010 | 0.4594 | no |
| USB | 2025-06-30 | 43.66 | 0.2724 | 0.4589 | no |
| ZBRA | 2025-06-30 | 311.57 | 0.2454 | 0.4468 | no |