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 | 7.66% | 8.24% | 2025-10-06 | -4.47% |
| buy & hold | participation factor overlay | 6 months | complete | 19.04% | 19.04% | 2026-01-21 | -5.60% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.98% | 6.23% | 2025-10-03 | -3.70% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.35% | 14.35% | 2026-01-21 | -5.30% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.98% | 7.36% | 2025-10-03 | -4.41% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.27% | 10.85% | 2026-01-15 | -5.39% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.17% | 5.38% | 2025-10-03 | -4.09% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.69% | 8.39% | 2026-01-15 | -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 |
|---|---|---|---|---|---|
| AIG | 2025-07-21 | 78.91 | 0.2286 | 0.4458 | no |
| AMD | 2025-07-21 | 157.62 | 0.4316 | 0.5514 | no |
| AVGO | 2025-07-21 | 281.89 | 0.2066 | 0.5552 | no |
| AZO | 2025-07-21 | 3714.36 | 0.2384 | 0.4901 | no |
| BBY | 2025-07-21 | 63.55 | 0.1783 | 0.4579 | no |
| BDX | 2025-07-21 | 136.43 | 0.1886 | 0.4056 | no |
| BF.B | 2025-07-21 | 27.88 | 0.2716 | — | no |
| BRK.B | 2025-07-21 | 473.04 | 0.4987 | — | no |
| CAG | 2025-07-21 | 17.42 | 0.5925 | 0.4280 | no |
| CFG | 2025-07-21 | 46.82 | 0.2041 | 0.4140 | no |
| COP | 2025-07-21 | 88.21 | 0.2916 | 0.5215 | no |
| CSCO | 2025-07-21 | 66.52 | 0.2933 | 0.5302 | no |
| DASH | 2025-07-21 | 240.44 | 0.3666 | 0.4636 | no |
| DE | 2025-07-21 | 498.53 | 0.1839 | 0.4937 | no |
| DLTR | 2025-07-21 | 112.46 | 0.2190 | 0.5343 | no |
| DOW | 2025-07-21 | 26.86 | 0.3048 | 0.4117 | no |
| EIX | 2025-07-21 | 48.69 | 0.3035 | 0.4418 | no |
| ENPH | 2025-07-21 | 39.83 | 0.3169 | 0.4409 | no |
| FICO | 2025-07-21 | 1545.73 | 0.3990 | 0.4578 | no |
| HIG | 2025-07-21 | 119.99 | 0.1958 | 0.4607 | no |
| INVH | 2025-07-21 | 30.89 | 0.2479 | 0.4074 | no |
| JBL | 2025-07-21 | 223.66 | 0.1850 | 0.5045 | no |
| JCI | 2025-07-21 | 108.43 | 0.3507 | 0.5068 | no |
| LEN | 2025-07-21 | 108.64 | 0.3781 | 0.4346 | no |
| MU | 2025-07-21 | 113.41 | 0.4976 | 0.5702 | no |
| NCLH | 2025-07-21 | 23.64 | 0.3278 | 0.4318 | no |
| NI | 2025-07-21 | 39.56 | 0.2626 | 0.4609 | no |
| NUE | 2025-07-21 | 141.19 | 0.2056 | 0.4699 | no |
| NXPI | 2025-07-21 | 222.37 | 0.1883 | 0.5219 | no |
| ON | 2025-07-21 | 61.27 | 0.1925 | 0.5432 | no |
| ORCL | 2025-07-21 | 242.55 | 0.5565 | 0.5404 | no |
| PAYC | 2025-07-21 | 228.11 | 0.3382 | 0.4442 | no |
| PFE | 2025-07-21 | 22.59 | 0.2152 | 0.4570 | no |
| PNC | 2025-07-21 | 190.78 | 0.3210 | 0.4332 | no |
| POOL | 2025-07-21 | 291.14 | 0.3799 | 0.4142 | no |
| PPL | 2025-07-21 | 34.82 | 0.2098 | 0.4501 | no |
| ROST | 2025-07-21 | 129.11 | 0.1871 | 0.4252 | no |
| STX | 2025-07-21 | 148.24 | 0.1897 | 0.5647 | no |
| TEL | 2025-07-21 | 175.98 | 0.1687 | 0.4550 | no |
| TRGP | 2025-07-21 | 165.69 | 0.2085 | 0.4637 | no |
| TRMB | 2025-07-21 | 82.04 | 0.2202 | 0.4445 | no |
| TRV | 2025-07-21 | 260.01 | 0.3546 | 0.4564 | no |
| UNP | 2025-07-21 | 219.93 | 0.1951 | 0.4163 | no |
| URI | 2025-07-21 | 807.71 | 0.2664 | 0.4745 | no |
| VRSK | 2025-07-21 | 298.96 | 0.2088 | 0.4724 | no |
| VTRS | 2025-07-21 | 8.50 | 0.2515 | 0.4617 | no |
| WBD | 2025-07-21 | 12.83 | 0.2086 | 0.4362 | no |
| WDC | 2025-07-21 | 67.98 | 0.3000 | 0.5464 | no |
| XYL | 2025-07-21 | 131.33 | 0.1837 | 0.4648 | no |
| ZBRA | 2025-07-21 | 332.16 | 0.1728 | 0.4676 | no |