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 | 4.31% | 4.98% | 2025-10-06 | -3.12% |
| buy & hold | participation factor overlay | 6 months | complete | 3.41% | 5.66% | 2025-12-11 | -6.49% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 1.59% | 2.26% | 2025-10-06 | -3.56% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -0.19% | 2.26% | 2025-10-06 | -7.13% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.62% | 4.54% | 2025-10-03 | -2.91% |
| weekly rebalance | participation factor overlay | 6 months | complete | 4.69% | 6.09% | 2026-01-06 | -7.28% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.29% | 4.90% | 2025-10-03 | -3.05% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 5.98% | 7.07% | 2026-01-06 | -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 |
|---|---|---|---|---|---|
| ADBE | 2025-07-07 | 378.90 | 0.2406 | 0.4751 | no |
| AMD | 2025-07-07 | 136.56 | 0.3693 | 0.5288 | no |
| BKNG | 2025-07-07 | 226.55 | 0.2258 | 0.4585 | no |
| BRK.B | 2025-07-07 | 484.42 | 0.1717 | — | no |
| CAT | 2025-07-07 | 393.07 | 0.2021 | 0.4502 | no |
| CB | 2025-07-07 | 280.05 | 0.2326 | 0.4851 | no |
| CBRE | 2025-07-07 | 142.33 | 0.1696 | 0.4110 | no |
| CDW | 2025-07-07 | 176.59 | 0.1901 | 0.4949 | no |
| CEG | 2025-07-07 | 307.91 | 0.1799 | 0.4584 | no |
| COIN | 2025-07-07 | 354.20 | 0.3965 | 0.5090 | no |
| CPRT | 2025-07-07 | 49.16 | 0.2668 | 0.4963 | no |
| CTAS | 2025-07-07 | 216.72 | 0.2374 | 0.4740 | no |
| DUK | 2025-07-07 | 112.26 | 0.2001 | 0.4679 | no |
| EFX | 2025-07-07 | 258.06 | 0.1854 | 0.4767 | no |
| FANG | 2025-07-07 | 136.01 | 0.2817 | 0.4804 | no |
| GEHC | 2025-07-07 | 75.43 | 0.2470 | 0.4104 | no |
| GS | 2025-07-07 | 704.01 | 0.1936 | 0.4689 | no |
| GWW | 2025-07-07 | 1037.49 | 0.2083 | 0.4890 | no |
| HBAN | 2025-07-07 | 16.70 | 0.2195 | 0.4137 | no |
| ICE | 2025-07-07 | 180.47 | 0.2509 | 0.5280 | no |
| IVZ | 2025-07-07 | 15.96 | 0.1948 | 0.4909 | no |
| JCI | 2025-07-07 | 106.20 | 0.2346 | 0.5005 | no |
| KKR | 2025-07-07 | 137.02 | 0.1905 | 0.5017 | no |
| LEN | 2025-07-07 | 107.81 | 0.3110 | 0.4335 | no |
| LNT | 2025-07-07 | 59.63 | 0.1676 | 0.4292 | no |
| MET | 2025-07-07 | 77.58 | 0.2892 | 0.4513 | no |
| NSC | 2025-07-07 | 255.66 | 0.1649 | 0.4375 | no |
| NWSA | 2025-07-07 | 29.40 | 0.3022 | 0.4345 | no |
| ORCL | 2025-07-07 | 231.97 | 0.2840 | 0.5247 | no |
| PFG | 2025-07-07 | 77.35 | 0.1884 | 0.4762 | no |
| PH | 2025-07-07 | 707.89 | 0.1669 | 0.5001 | no |
| PNR | 2025-07-07 | 104.70 | 0.2920 | 0.4844 | no |
| POOL | 2025-07-07 | 291.53 | 0.2279 | 0.4127 | no |
| PWR | 2025-07-07 | 385.70 | 0.1678 | 0.5060 | no |
| QCOM | 2025-07-07 | 156.93 | 0.2029 | 0.5231 | no |
| SBAC | 2025-07-07 | 226.96 | 0.2278 | 0.4053 | no |
| SCHW | 2025-07-07 | 90.09 | 0.2334 | 0.5024 | no |
| STE | 2025-07-07 | 234.92 | 0.2531 | 0.4112 | no |
| STZ | 2025-07-07 | 168.08 | 0.2756 | 0.4079 | no |
| SWKS | 2025-07-07 | 75.02 | 0.2501 | 0.5141 | no |
| TEL | 2025-07-07 | 170.84 | 0.1673 | 0.4479 | no |
| TPL | 2025-07-07 | 351.89 | 0.1946 | 0.4071 | no |
| TRMB | 2025-07-07 | 78.20 | 0.1827 | 0.4455 | no |
| TROW | 2025-07-07 | 93.67 | 0.3638 | 0.5036 | no |
| UNH | 2025-07-07 | 298.13 | 0.1918 | 0.4251 | no |
| URI | 2025-07-07 | 780.16 | 0.1871 | 0.4650 | no |
| WFC | 2025-07-07 | 80.73 | 0.1755 | 0.4450 | no |
| WTW | 2025-07-07 | 302.40 | 0.1959 | 0.4760 | no |
| XYL | 2025-07-07 | 129.73 | 0.1889 | 0.4614 | no |
| YUM | 2025-07-07 | 146.75 | 0.3537 | 0.4247 | no |