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 | 5.98% | 7.56% | 2025-10-06 | -4.12% |
| buy & hold | participation factor overlay | 6 months | complete | 13.62% | 13.62% | 2026-01-21 | -5.47% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.74% | 6.95% | 2025-10-06 | -4.06% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.10% | 14.10% | 2026-01-21 | -5.53% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.88% | 4.96% | 2025-10-03 | -3.61% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.29% | 10.45% | 2026-01-15 | -5.90% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.72% | 2.72% | 2025-10-21 | -3.91% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 6.66% | 6.74% | 2026-01-15 | -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 |
|---|---|---|---|---|---|
| AJG | 2025-07-21 | 308.37 | 0.1780 | 0.4757 | no |
| AMD | 2025-07-21 | 157.62 | 0.4652 | 0.5514 | no |
| AVGO | 2025-07-21 | 281.89 | 0.2669 | 0.5552 | no |
| AZO | 2025-07-21 | 3714.36 | 0.2375 | 0.4901 | no |
| BDX | 2025-07-21 | 136.43 | 0.1748 | 0.4056 | no |
| BRK.B | 2025-07-21 | 473.04 | 0.1901 | — | no |
| CAG | 2025-07-21 | 17.42 | 0.6701 | 0.4280 | no |
| CARR | 2025-07-21 | 75.64 | 0.2149 | 0.4989 | no |
| CAT | 2025-07-21 | 413.50 | 0.2027 | 0.4555 | no |
| CEG | 2025-07-21 | 322.23 | 0.1857 | 0.4567 | no |
| CINF | 2025-07-21 | 147.09 | 0.1946 | 0.4749 | no |
| CNP | 2025-07-21 | 36.22 | 0.1779 | 0.4600 | no |
| COP | 2025-07-21 | 88.21 | 0.3240 | 0.5215 | no |
| CSCO | 2025-07-21 | 66.52 | 0.2361 | 0.5302 | no |
| DASH | 2025-07-21 | 240.44 | 0.3620 | 0.4636 | no |
| DLTR | 2025-07-21 | 112.46 | 0.2630 | 0.5343 | no |
| DOW | 2025-07-21 | 26.86 | 0.2130 | 0.4117 | no |
| DVN | 2025-07-21 | 31.86 | 0.2368 | 0.4796 | no |
| ENPH | 2025-07-21 | 39.83 | 0.3063 | 0.4409 | no |
| FICO | 2025-07-21 | 1545.73 | 0.4541 | 0.4578 | no |
| FTV | 2025-07-21 | 50.44 | 0.2140 | 0.5048 | no |
| GE | 2025-07-21 | 262.36 | 0.3586 | 0.5234 | no |
| HIG | 2025-07-21 | 119.99 | 0.2475 | 0.4607 | no |
| INTU | 2025-07-21 | 745.61 | 0.2336 | 0.4475 | no |
| INVH | 2025-07-21 | 30.89 | 0.3316 | 0.4074 | no |
| JBL | 2025-07-21 | 223.66 | 0.3033 | 0.5045 | no |
| JCI | 2025-07-21 | 108.43 | 0.2938 | 0.5068 | no |
| LDOS | 2025-07-21 | 160.29 | 0.3569 | 0.5393 | no |
| LEN | 2025-07-21 | 108.64 | 0.3171 | 0.4346 | no |
| MU | 2025-07-21 | 113.41 | 0.3754 | 0.5702 | no |
| NCLH | 2025-07-21 | 23.64 | 0.1717 | 0.4318 | no |
| NUE | 2025-07-21 | 141.19 | 0.2304 | 0.4699 | no |
| NXPI | 2025-07-21 | 222.37 | 0.2027 | 0.5219 | no |
| ORCL | 2025-07-21 | 242.55 | 0.4287 | 0.5404 | no |
| PGR | 2025-07-21 | 230.26 | 0.2313 | — | no |
| PH | 2025-07-21 | 716.51 | 0.2035 | 0.5062 | no |
| PNC | 2025-07-21 | 190.78 | 0.3940 | 0.4332 | no |
| POOL | 2025-07-21 | 291.14 | 0.3075 | 0.4142 | no |
| PPL | 2025-07-21 | 34.82 | 0.1929 | 0.4501 | no |
| STX | 2025-07-21 | 148.24 | 0.1841 | 0.5647 | no |
| TDY | 2025-07-21 | 561.65 | 0.1812 | 0.4549 | no |
| TRMB | 2025-07-21 | 82.04 | 0.3191 | 0.4445 | no |
| TRV | 2025-07-21 | 260.01 | 0.3105 | 0.4564 | no |
| TSLA | 2025-07-21 | 334.40 | 0.1888 | 0.4689 | no |
| ULTA | 2025-07-21 | 495.15 | 0.4130 | 0.4074 | no |
| VST | 2025-07-21 | 192.63 | 0.1796 | 0.4779 | no |
| WBD | 2025-07-21 | 12.83 | 0.3010 | 0.4362 | no |
| XYL | 2025-07-21 | 131.33 | 0.1729 | 0.4648 | no |
| YUM | 2025-07-21 | 146.45 | 0.2226 | 0.4169 | no |
| ZBRA | 2025-07-21 | 332.16 | 0.2287 | 0.4676 | no |