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 | 6.87% | 7.61% | 2025-10-06 | -2.06% |
| buy & hold | participation factor overlay | 6 months | complete | 9.36% | 11.32% | 2026-01-06 | -6.65% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 4.75% | 5.31% | 2025-10-06 | -2.41% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 6.18% | 7.79% | 2026-01-06 | -7.01% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.07% | 7.32% | 2025-10-03 | -2.57% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.34% | 9.93% | 2026-01-06 | -5.39% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.72% | 4.89% | 2025-10-03 | -3.34% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 5.37% | 6.85% | 2026-01-06 | -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 |
|---|---|---|---|---|---|
| ADBE | 2025-07-07 | 378.90 | 0.3102 | 0.4751 | no |
| AEP | 2025-07-07 | 99.91 | 0.1953 | 0.4633 | no |
| AJG | 2025-07-07 | 312.57 | 0.1677 | 0.4778 | no |
| AMD | 2025-07-07 | 136.56 | 0.1883 | 0.5288 | no |
| AOS | 2025-07-07 | 66.20 | 0.3110 | 0.4667 | no |
| AXP | 2025-07-07 | 324.05 | 0.2673 | 0.4188 | no |
| AZO | 2025-07-07 | 3763.91 | 0.1905 | 0.4883 | no |
| BRK.B | 2025-07-07 | 484.42 | 0.1999 | — | no |
| CAT | 2025-07-07 | 393.07 | 0.2196 | 0.4502 | no |
| CBRE | 2025-07-07 | 142.33 | 0.1758 | 0.4110 | no |
| CDNS | 2025-07-07 | 326.81 | 0.1746 | 0.5385 | no |
| CEG | 2025-07-07 | 307.91 | 0.1979 | 0.4584 | no |
| COF | 2025-07-07 | 216.04 | 0.2912 | 0.4441 | no |
| COIN | 2025-07-07 | 354.20 | 0.4474 | 0.5090 | no |
| CTAS | 2025-07-07 | 216.72 | 0.2490 | 0.4740 | no |
| CZR | 2025-07-07 | 29.45 | 0.2473 | 0.4139 | no |
| DASH | 2025-07-07 | 239.34 | 0.2221 | 0.4642 | no |
| EXC | 2025-07-07 | 41.28 | 0.2927 | 0.4586 | no |
| FANG | 2025-07-07 | 136.01 | 0.1729 | 0.4804 | no |
| GS | 2025-07-07 | 704.01 | 0.3182 | 0.4689 | no |
| HCA | 2025-07-07 | 373.86 | 0.1939 | 0.4174 | no |
| ICE | 2025-07-07 | 180.47 | 0.2052 | 0.5280 | no |
| JBL | 2025-07-07 | 224.66 | 0.2702 | 0.4847 | no |
| LNT | 2025-07-07 | 59.63 | 0.2300 | 0.4292 | no |
| MCHP | 2025-07-07 | 70.61 | 0.2011 | 0.5308 | no |
| MET | 2025-07-07 | 77.58 | 0.4407 | 0.4513 | no |
| MU | 2025-07-07 | 120.99 | 0.2705 | 0.5442 | no |
| NSC | 2025-07-07 | 255.66 | 0.2252 | 0.4375 | no |
| NTRS | 2025-07-07 | 128.30 | 0.1765 | 0.4462 | no |
| OMC | 2025-07-07 | 71.54 | 0.2150 | 0.4223 | no |
| ORCL | 2025-07-07 | 231.97 | 0.3996 | 0.5247 | no |
| PCG | 2025-07-07 | 13.68 | 0.2010 | 0.4630 | no |
| PFG | 2025-07-07 | 77.35 | 0.2038 | 0.4762 | no |
| PGR | 2025-07-07 | 243.01 | 0.1762 | — | no |
| PH | 2025-07-07 | 707.89 | 0.2069 | 0.5001 | no |
| POOL | 2025-07-07 | 291.53 | 0.2636 | 0.4127 | no |
| RJF | 2025-07-07 | 157.69 | 0.2975 | 0.4898 | no |
| RMD | 2025-07-07 | 254.77 | 0.2321 | 0.4329 | no |
| SBAC | 2025-07-07 | 226.96 | 0.2103 | 0.4053 | no |
| SHW | 2025-07-07 | 348.89 | 0.1820 | 0.4110 | no |
| STX | 2025-07-07 | 148.25 | 0.1744 | 0.5523 | no |
| SYF | 2025-07-07 | 68.45 | 0.2272 | 0.4201 | no |
| TEL | 2025-07-07 | 170.84 | 0.2360 | 0.4479 | no |
| TRMB | 2025-07-07 | 78.20 | 0.1780 | 0.4455 | no |
| UNH | 2025-07-07 | 298.13 | 0.1781 | 0.4251 | no |
| WFC | 2025-07-07 | 80.73 | 0.2735 | 0.4450 | no |
| WMT | 2025-07-07 | 97.18 | 0.2006 | 0.5189 | no |
| XYL | 2025-07-07 | 129.73 | 0.1908 | 0.4614 | no |
| YUM | 2025-07-07 | 146.75 | 0.3373 | 0.4247 | no |
| ZBRA | 2025-07-07 | 320.53 | 0.1915 | 0.4528 | no |