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 | 5.00% | 5.90% | 2025-09-22 | -2.97% |
| buy & hold | participation factor overlay | 6 months | complete | 3.83% | 5.90% | 2025-09-22 | -7.75% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.96% | 4.73% | 2025-09-22 | -3.12% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 3.83% | 4.79% | 2025-12-11 | -6.91% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.63% | 6.63% | 2025-09-30 | -3.19% |
| weekly rebalance | participation factor overlay | 6 months | complete | 9.12% | 11.36% | 2025-12-11 | -5.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.87% | 5.87% | 2025-09-30 | -3.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.65% | 9.28% | 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 |
|---|---|---|---|---|---|
| AIZ | 2025-06-30 | 193.46 | 0.3876 | 0.4355 | no |
| APO | 2025-06-30 | 142.12 | 0.3890 | — | no |
| AXP | 2025-06-30 | 314.41 | 0.2660 | 0.4146 | no |
| AZO | 2025-06-30 | 3628.18 | 0.2708 | 0.4853 | no |
| BF.B | 2025-06-30 | 25.41 | 0.3846 | — | no |
| BKNG | 2025-06-30 | 225.71 | 0.4925 | 0.4556 | no |
| BLK | 2025-06-30 | 1023.18 | 0.3639 | 0.4777 | no |
| BRK.B | 2025-06-30 | 485.90 | 0.2189 | — | no |
| CAG | 2025-06-30 | 18.54 | 0.3799 | 0.4297 | no |
| CDNS | 2025-06-30 | 306.12 | 0.2994 | 0.5338 | no |
| CDW | 2025-06-30 | 173.79 | 0.3285 | 0.4824 | no |
| CPB | 2025-06-30 | 28.58 | 0.2654 | 0.4140 | no |
| CTAS | 2025-06-30 | 218.20 | 0.2340 | 0.4760 | no |
| EFX | 2025-06-30 | 254.20 | 0.3542 | 0.4768 | no |
| EXE | 2025-06-30 | 113.31 | 0.3541 | 0.4908 | no |
| FAST | 2025-06-30 | 40.85 | 0.2405 | 0.4844 | no |
| GEHC | 2025-06-30 | 73.83 | 0.2340 | 0.4177 | no |
| GS | 2025-06-30 | 696.76 | 0.2838 | 0.4648 | no |
| HON | 2025-06-30 | 220.72 | 0.2788 | 0.5021 | no |
| HPE | 2025-06-30 | 20.22 | 0.3285 | 0.4861 | no |
| JPM | 2025-06-30 | 283.58 | 0.2634 | 0.4520 | no |
| KEYS | 2025-06-30 | 164.64 | 0.3071 | 0.4841 | no |
| KKR | 2025-06-30 | 134.75 | 0.2929 | 0.4921 | no |
| MA | 2025-06-30 | 548.34 | 0.2642 | 0.4080 | no |
| MLM | 2025-06-30 | 544.80 | 0.2637 | 0.4827 | no |
| MS | 2025-06-30 | 137.42 | 0.2598 | 0.4624 | no |
| NFLX | 2025-06-30 | 133.10 | 0.2256 | — | no |
| NOW | 2025-06-30 | 205.95 | 0.5259 | 0.4535 | no |
| ORCL | 2025-06-30 | 223.47 | 0.4701 | 0.5238 | no |
| PANW | 2025-06-30 | 201.24 | 0.3439 | 0.5524 | no |
| PH | 2025-06-30 | 694.03 | 0.2978 | 0.4984 | no |
| PM | 2025-06-30 | 174.67 | 0.2887 | 0.4071 | no |
| PNC | 2025-06-30 | 179.33 | 0.2275 | 0.4414 | no |
| PNR | 2025-06-30 | 101.94 | 0.2923 | 0.4818 | no |
| PPL | 2025-06-30 | 32.09 | 0.3888 | 0.4705 | no |
| RJF | 2025-06-30 | 151.10 | 0.3619 | 0.4789 | no |
| RL | 2025-06-30 | 274.41 | 0.3910 | 0.4259 | no |
| RMD | 2025-06-30 | 252.76 | 0.2278 | 0.4398 | no |
| SCHW | 2025-06-30 | 88.86 | 0.2812 | 0.4900 | no |
| SHW | 2025-06-30 | 341.23 | 0.4019 | 0.4107 | no |
| SNPS | 2025-06-30 | 505.89 | 0.3420 | 0.5018 | no |
| STT | 2025-06-30 | 103.12 | 0.2238 | 0.4470 | no |
| SYF | 2025-06-30 | 65.34 | 0.2412 | 0.4152 | no |
| TSLA | 2025-06-30 | 319.90 | 0.4981 | 0.4331 | no |
| TXN | 2025-06-30 | 200.41 | 0.4872 | 0.5216 | no |
| UBER | 2025-06-30 | 91.68 | 0.3230 | 0.5219 | no |
| URI | 2025-06-30 | 748.73 | 0.5129 | 0.4594 | no |
| USB | 2025-06-30 | 43.66 | 0.3105 | 0.4589 | no |
| WDAY | 2025-06-30 | 237.87 | 0.3561 | 0.4603 | no |
| XOM | 2025-06-30 | 104.61 | 0.2919 | 0.4696 | no |