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 | 6.36% | 7.36% | 2025-10-06 | -3.17% |
| buy & hold | participation factor overlay | 6 months | complete | 8.64% | 10.58% | 2026-01-06 | -6.98% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 4.84% | 5.93% | 2025-10-06 | -3.88% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 6.95% | 8.49% | 2026-01-06 | -7.82% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.57% | 6.25% | 2025-10-03 | -3.19% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.05% | 11.71% | 2026-01-06 | -5.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.85% | 5.54% | 2025-10-03 | -3.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 8.18% | 9.56% | 2026-01-06 | -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 |
|---|---|---|---|---|---|
| ADBE | 2025-07-07 | 378.90 | 0.2752 | 0.4751 | no |
| ADSK | 2025-07-07 | 317.73 | 0.1674 | 0.4654 | no |
| AIZ | 2025-07-07 | 189.13 | 0.1896 | 0.4310 | no |
| AJG | 2025-07-07 | 312.57 | 0.2020 | 0.4778 | no |
| AMD | 2025-07-07 | 136.56 | 0.2007 | 0.5288 | no |
| AZO | 2025-07-07 | 3763.91 | 0.2505 | 0.4883 | no |
| BALL | 2025-07-07 | 57.63 | 0.1680 | 0.4167 | no |
| BF.B | 2025-07-07 | 26.92 | 0.1722 | — | no |
| BRK.B | 2025-07-07 | 484.42 | 0.2026 | — | no |
| CARR | 2025-07-07 | 74.19 | 0.1958 | 0.4944 | no |
| CAT | 2025-07-07 | 393.07 | 0.1749 | 0.4502 | no |
| CB | 2025-07-07 | 280.05 | 0.1903 | 0.4851 | no |
| CDNS | 2025-07-07 | 326.81 | 0.1628 | 0.5385 | no |
| COF | 2025-07-07 | 216.04 | 0.1868 | 0.4441 | no |
| COIN | 2025-07-07 | 354.20 | 0.3350 | 0.5090 | no |
| CPRT | 2025-07-07 | 49.16 | 0.5505 | 0.4963 | no |
| CZR | 2025-07-07 | 29.45 | 0.2524 | 0.4139 | no |
| DELL | 2025-07-07 | 122.99 | 0.2506 | 0.4978 | no |
| EXC | 2025-07-07 | 41.28 | 0.1690 | 0.4586 | no |
| GS | 2025-07-07 | 704.01 | 0.2699 | 0.4689 | no |
| HCA | 2025-07-07 | 373.86 | 0.1923 | 0.4174 | no |
| IR | 2025-07-07 | 86.53 | 0.2000 | 0.5001 | no |
| IVZ | 2025-07-07 | 15.96 | 0.2464 | 0.4909 | no |
| JBL | 2025-07-07 | 224.66 | 0.1787 | 0.4847 | no |
| LEN | 2025-07-07 | 107.81 | 0.2927 | 0.4335 | no |
| MU | 2025-07-07 | 120.99 | 0.2601 | 0.5442 | no |
| NSC | 2025-07-07 | 255.66 | 0.1586 | 0.4375 | no |
| NTRS | 2025-07-07 | 128.30 | 0.1796 | 0.4462 | no |
| OMC | 2025-07-07 | 71.54 | 0.1569 | 0.4223 | no |
| ON | 2025-07-07 | 55.39 | 0.2104 | 0.5200 | no |
| ORCL | 2025-07-07 | 231.97 | 0.2722 | 0.5247 | no |
| PH | 2025-07-07 | 707.89 | 0.1825 | 0.5001 | no |
| PNR | 2025-07-07 | 104.70 | 0.2964 | 0.4844 | no |
| POOL | 2025-07-07 | 291.53 | 0.3442 | 0.4127 | no |
| PPL | 2025-07-07 | 32.50 | 0.2424 | 0.4611 | no |
| QCOM | 2025-07-07 | 156.93 | 0.2805 | 0.5231 | no |
| RJF | 2025-07-07 | 157.69 | 0.2678 | 0.4898 | no |
| RL | 2025-07-07 | 275.07 | 0.1591 | 0.4259 | no |
| SCHW | 2025-07-07 | 90.09 | 0.1964 | 0.5024 | no |
| SHW | 2025-07-07 | 348.89 | 0.1906 | 0.4110 | no |
| STX | 2025-07-07 | 148.25 | 0.3216 | 0.5523 | no |
| TPL | 2025-07-07 | 351.89 | 0.1779 | 0.4071 | no |
| TXN | 2025-07-07 | 208.09 | 0.1593 | 0.5329 | no |
| UNH | 2025-07-07 | 298.13 | 0.2661 | 0.4251 | no |
| UNP | 2025-07-07 | 229.43 | 0.1792 | 0.4146 | no |
| URI | 2025-07-07 | 780.16 | 0.1897 | 0.4650 | no |
| VICI | 2025-07-07 | 30.76 | 0.2799 | 0.4310 | no |
| WFC | 2025-07-07 | 80.73 | 0.1982 | 0.4450 | no |
| XYL | 2025-07-07 | 129.73 | 0.1912 | 0.4614 | no |
| YUM | 2025-07-07 | 146.75 | 0.3909 | 0.4247 | no |