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 | 4.19% | 4.85% | 2025-10-06 | -3.51% |
| buy & hold | participation factor overlay | 6 months | complete | 6.27% | 8.07% | 2026-01-06 | -5.82% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 2.41% | 3.23% | 2025-10-06 | -4.56% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 4.27% | 5.91% | 2026-01-06 | -6.31% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.66% | 4.33% | 2025-10-03 | -2.70% |
| weekly rebalance | participation factor overlay | 6 months | complete | 7.69% | 8.99% | 2026-01-06 | -5.90% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 0.93% | 1.52% | 2025-10-03 | -4.11% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 3.45% | 4.59% | 2026-01-06 | -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 |
|---|---|---|---|---|---|
| ADBE | 2025-07-07 | 378.90 | 0.2066 | 0.4751 | no |
| AEP | 2025-07-07 | 99.91 | 0.1628 | 0.4633 | no |
| AIZ | 2025-07-07 | 189.13 | 0.1690 | 0.4310 | no |
| AJG | 2025-07-07 | 312.57 | 0.1759 | 0.4778 | no |
| AMD | 2025-07-07 | 136.56 | 0.2712 | 0.5288 | no |
| AMP | 2025-07-07 | 535.16 | 0.1725 | 0.4666 | no |
| AZO | 2025-07-07 | 3763.91 | 0.2451 | 0.4883 | no |
| BALL | 2025-07-07 | 57.63 | 0.1801 | 0.4167 | no |
| BRO | 2025-07-07 | 107.18 | 0.2088 | 0.4665 | no |
| CAG | 2025-07-07 | 19.10 | 0.2355 | 0.4264 | no |
| CB | 2025-07-07 | 280.05 | 0.1932 | 0.4851 | no |
| CEG | 2025-07-07 | 307.91 | 0.2597 | 0.4584 | no |
| COIN | 2025-07-07 | 354.20 | 0.2169 | 0.5090 | no |
| CTAS | 2025-07-07 | 216.72 | 0.2052 | 0.4740 | no |
| DOW | 2025-07-07 | 26.31 | 0.3485 | 0.4087 | no |
| DUK | 2025-07-07 | 112.26 | 0.2077 | 0.4679 | no |
| EFX | 2025-07-07 | 258.06 | 0.1848 | 0.4767 | no |
| FTV | 2025-07-07 | 52.49 | 0.2287 | 0.4990 | no |
| GWW | 2025-07-07 | 1037.49 | 0.3225 | 0.4890 | no |
| IEX | 2025-07-07 | 176.80 | 0.2141 | 0.4895 | no |
| JBL | 2025-07-07 | 224.66 | 0.1577 | 0.4847 | no |
| LEN | 2025-07-07 | 107.81 | 0.1956 | 0.4335 | no |
| MCHP | 2025-07-07 | 70.61 | 0.2005 | 0.5308 | no |
| MET | 2025-07-07 | 77.58 | 0.1656 | 0.4513 | no |
| MU | 2025-07-07 | 120.99 | 0.3016 | 0.5442 | no |
| NI | 2025-07-07 | 38.28 | 0.1668 | 0.4675 | no |
| NSC | 2025-07-07 | 255.66 | 0.2888 | 0.4375 | no |
| NWSA | 2025-07-07 | 29.40 | 0.3475 | 0.4345 | no |
| OMC | 2025-07-07 | 71.54 | 0.2828 | 0.4223 | no |
| PCG | 2025-07-07 | 13.68 | 0.2173 | 0.4630 | no |
| PFG | 2025-07-07 | 77.35 | 0.1950 | 0.4762 | no |
| PNR | 2025-07-07 | 104.70 | 0.3170 | 0.4844 | no |
| POOL | 2025-07-07 | 291.53 | 0.2645 | 0.4127 | no |
| PPL | 2025-07-07 | 32.50 | 0.1680 | 0.4611 | no |
| PRU | 2025-07-07 | 101.77 | 0.1655 | 0.4702 | no |
| QCOM | 2025-07-07 | 156.93 | 0.1799 | 0.5231 | no |
| RJF | 2025-07-07 | 157.69 | 0.2298 | 0.4898 | no |
| RMD | 2025-07-07 | 254.77 | 0.2611 | 0.4329 | no |
| SCHW | 2025-07-07 | 90.09 | 0.1584 | 0.5024 | no |
| SHW | 2025-07-07 | 348.89 | 0.1941 | 0.4110 | no |
| STE | 2025-07-07 | 234.92 | 0.2386 | 0.4112 | no |
| STX | 2025-07-07 | 148.25 | 0.3553 | 0.5523 | no |
| STZ | 2025-07-07 | 168.08 | 0.2649 | 0.4079 | no |
| TEL | 2025-07-07 | 170.84 | 0.2281 | 0.4479 | no |
| UNH | 2025-07-07 | 298.13 | 0.3162 | 0.4251 | no |
| UNP | 2025-07-07 | 229.43 | 0.1812 | 0.4146 | no |
| VICI | 2025-07-07 | 30.76 | 0.2023 | 0.4310 | no |
| VTRS | 2025-07-07 | 8.87 | 0.1588 | 0.4557 | no |
| WMT | 2025-07-07 | 97.18 | 0.1729 | 0.5189 | no |
| YUM | 2025-07-07 | 146.75 | 0.4429 | 0.4247 | no |