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 | 6.88% | 7.99% | 2025-10-06 | -3.78% |
| buy & hold | participation factor overlay | 6 months | complete | 18.17% | 18.17% | 2026-01-21 | -5.85% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.99% | 4.79% | 2025-10-06 | -3.62% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 10.23% | 10.23% | 2026-01-21 | -7.89% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.41% | 4.13% | 2025-10-03 | -3.87% |
| weekly rebalance | participation factor overlay | 6 months | complete | 6.40% | 6.40% | 2026-01-21 | -7.28% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.39% | 5.61% | 2025-10-03 | -3.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.24% | 9.24% | 2026-01-21 | -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 |
|---|---|---|---|---|---|
| ADP | 2025-07-21 | 291.67 | 0.2068 | 0.4101 | no |
| ALB | 2025-07-21 | 78.52 | 0.1730 | 0.4138 | no |
| AMD | 2025-07-21 | 157.62 | 0.4584 | 0.5514 | no |
| BF.B | 2025-07-21 | 27.88 | 0.1695 | — | no |
| BRK.B | 2025-07-21 | 473.04 | 0.2490 | — | no |
| BX | 2025-07-21 | 161.97 | 0.2641 | 0.4832 | no |
| CAG | 2025-07-21 | 17.42 | 0.7279 | 0.4280 | no |
| CAT | 2025-07-21 | 413.50 | 0.2304 | 0.4555 | no |
| CEG | 2025-07-21 | 322.23 | 0.2085 | 0.4567 | no |
| COP | 2025-07-21 | 88.21 | 0.2985 | 0.5215 | no |
| COR | 2025-07-21 | 288.91 | 0.1657 | 0.4041 | no |
| CRM | 2025-07-21 | 260.95 | 0.2880 | 0.4949 | no |
| DASH | 2025-07-21 | 240.44 | 0.2496 | 0.4636 | no |
| DOW | 2025-07-21 | 26.86 | 0.2458 | 0.4117 | no |
| EIX | 2025-07-21 | 48.69 | 0.5600 | 0.4418 | no |
| EMR | 2025-07-21 | 142.14 | 0.2844 | 0.5005 | no |
| ENPH | 2025-07-21 | 39.83 | 0.5972 | 0.4409 | no |
| FICO | 2025-07-21 | 1545.73 | 0.3744 | 0.4578 | no |
| GS | 2025-07-21 | 691.76 | 0.2025 | 0.4669 | no |
| HIG | 2025-07-21 | 119.99 | 0.1865 | 0.4607 | no |
| HRL | 2025-07-21 | 27.71 | 0.2117 | 0.4349 | no |
| INVH | 2025-07-21 | 30.89 | 0.2675 | 0.4074 | no |
| JBL | 2025-07-21 | 223.66 | 0.3225 | 0.5045 | no |
| JCI | 2025-07-21 | 108.43 | 0.3198 | 0.5068 | no |
| LDOS | 2025-07-21 | 160.29 | 0.1807 | 0.5393 | no |
| LEN | 2025-07-21 | 108.64 | 0.3325 | 0.4346 | no |
| MET | 2025-07-21 | 74.78 | 0.2139 | 0.4422 | no |
| MPWR | 2025-07-21 | 723.53 | 0.2258 | 0.5380 | no |
| MSFT | 2025-07-21 | 501.75 | 0.2692 | 0.4734 | no |
| MU | 2025-07-21 | 113.41 | 0.2706 | 0.5702 | no |
| NVDA | 2025-07-21 | 172.33 | 0.1772 | 0.6039 | no |
| NXPI | 2025-07-21 | 222.37 | 0.1807 | 0.5219 | no |
| ORCL | 2025-07-21 | 242.55 | 0.4609 | 0.5404 | no |
| PGR | 2025-07-21 | 230.26 | 0.2452 | — | no |
| PNC | 2025-07-21 | 190.78 | 0.3081 | 0.4332 | no |
| POOL | 2025-07-21 | 291.14 | 0.3702 | 0.4142 | no |
| PPL | 2025-07-21 | 34.82 | 0.1701 | 0.4501 | no |
| RL | 2025-07-21 | 288.31 | 0.1817 | 0.4242 | no |
| STLD | 2025-07-21 | 131.98 | 0.1672 | 0.4998 | no |
| STX | 2025-07-21 | 148.24 | 0.2037 | 0.5647 | no |
| TRMB | 2025-07-21 | 82.04 | 0.2228 | 0.4445 | no |
| TRV | 2025-07-21 | 260.01 | 0.3393 | 0.4564 | no |
| ULTA | 2025-07-21 | 495.15 | 0.2179 | 0.4074 | no |
| URI | 2025-07-21 | 807.71 | 0.3114 | 0.4745 | no |
| VRSK | 2025-07-21 | 298.96 | 0.2272 | 0.4724 | no |
| VRSN | 2025-07-21 | 279.35 | 0.1811 | 0.4131 | no |
| VST | 2025-07-21 | 192.63 | 0.1737 | 0.4779 | no |
| WAB | 2025-07-21 | 211.33 | 0.1866 | 0.4688 | no |
| WDC | 2025-07-21 | 67.98 | 0.1724 | 0.5464 | no |
| ZBRA | 2025-07-21 | 332.16 | 0.1930 | 0.4676 | no |