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 | 3.99% | 4.63% | 2025-09-11 | -3.28% |
| buy & hold | participation factor overlay | 6 months | complete | 3.36% | 4.63% | 2025-09-11 | -7.70% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 2.16% | 3.42% | 2025-09-11 | -4.66% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 1.74% | 3.42% | 2025-09-11 | -8.69% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.87% | 4.87% | 2025-09-30 | -2.86% |
| weekly rebalance | participation factor overlay | 6 months | complete | 7.79% | 9.76% | 2025-12-11 | -5.90% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.13% | 2.75% | 2025-08-22 | -4.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 3.38% | 5.32% | 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 |
|---|---|---|---|---|---|
| ABNB | 2025-06-30 | 135.06 | 0.3365 | 0.4444 | no |
| AIZ | 2025-06-30 | 193.46 | 0.2216 | 0.4355 | no |
| APO | 2025-06-30 | 142.12 | 0.2553 | — | no |
| BKNG | 2025-06-30 | 225.71 | 0.3213 | 0.4556 | no |
| BLK | 2025-06-30 | 1023.18 | 0.2039 | 0.4777 | no |
| CAG | 2025-06-30 | 18.54 | 0.4562 | 0.4297 | no |
| CDNS | 2025-06-30 | 306.12 | 0.2480 | 0.5338 | no |
| CDW | 2025-06-30 | 173.79 | 0.2293 | 0.4824 | no |
| CFG | 2025-06-30 | 43.02 | 0.1882 | 0.4134 | no |
| CME | 2025-06-30 | 262.71 | 0.1984 | 0.5147 | no |
| COP | 2025-06-30 | 86.06 | 0.2171 | 0.5178 | no |
| CPB | 2025-06-30 | 28.58 | 0.3118 | 0.4140 | no |
| CTAS | 2025-06-30 | 218.20 | 0.2017 | 0.4760 | no |
| CVX | 2025-06-30 | 136.10 | 0.2457 | 0.4548 | no |
| DAL | 2025-06-30 | 49.11 | 0.2195 | 0.4752 | no |
| DOW | 2025-06-30 | 25.27 | 0.2574 | 0.4084 | no |
| EFX | 2025-06-30 | 254.20 | 0.2459 | 0.4768 | no |
| EOG | 2025-06-30 | 115.02 | 0.2536 | 0.4805 | no |
| EQT | 2025-06-30 | 57.13 | 0.2540 | 0.4751 | no |
| EXE | 2025-06-30 | 113.31 | 0.2573 | 0.4908 | no |
| HII | 2025-06-30 | 234.15 | 0.2205 | 0.5218 | no |
| HON | 2025-06-30 | 220.72 | 0.3148 | 0.5021 | no |
| HPE | 2025-06-30 | 20.22 | 0.2929 | 0.4861 | no |
| IBM | 2025-06-30 | 281.65 | 0.1879 | 0.4611 | no |
| KKR | 2025-06-30 | 134.75 | 0.2346 | 0.4921 | no |
| MTCH | 2025-06-30 | 30.13 | 0.1773 | 0.4168 | no |
| NOW | 2025-06-30 | 205.95 | 0.2025 | 0.4535 | no |
| ON | 2025-06-30 | 53.27 | 0.3422 | 0.5134 | no |
| ORCL | 2025-06-30 | 223.47 | 0.3576 | 0.5238 | no |
| ORLY | 2025-06-30 | 89.52 | 0.2545 | 0.4954 | no |
| PANW | 2025-06-30 | 201.24 | 0.2707 | 0.5524 | no |
| PCAR | 2025-06-30 | 92.41 | 0.1866 | 0.4735 | no |
| PKG | 2025-06-30 | 183.52 | 0.1784 | 0.4413 | no |
| PM | 2025-06-30 | 174.67 | 0.3157 | 0.4071 | no |
| PNC | 2025-06-30 | 179.33 | 0.2965 | 0.4414 | no |
| PNR | 2025-06-30 | 101.94 | 0.2024 | 0.4818 | no |
| RJF | 2025-06-30 | 151.10 | 0.3145 | 0.4789 | no |
| RL | 2025-06-30 | 274.41 | 0.2607 | 0.4259 | no |
| RMD | 2025-06-30 | 252.76 | 0.2546 | 0.4398 | no |
| SCHW | 2025-06-30 | 88.86 | 0.2374 | 0.4900 | no |
| SNPS | 2025-06-30 | 505.89 | 0.2694 | 0.5018 | no |
| STT | 2025-06-30 | 103.12 | 0.2146 | 0.4470 | no |
| SWK | 2025-06-30 | 64.23 | 0.3452 | 0.5058 | no |
| TXN | 2025-06-30 | 200.41 | 0.2390 | 0.5216 | no |
| UNH | 2025-06-30 | 299.10 | 0.4222 | 0.4294 | no |
| URI | 2025-06-30 | 748.73 | 0.4102 | 0.4594 | no |
| VMC | 2025-06-30 | 258.59 | 0.2076 | 0.4847 | no |
| WDAY | 2025-06-30 | 237.87 | 0.2500 | 0.4603 | no |
| XOM | 2025-06-30 | 104.61 | 0.2124 | 0.4696 | no |
| YUM | 2025-06-30 | 144.34 | 0.1886 | 0.4253 | no |