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 | 5.50% | 6.92% | 2025-10-06 | -4.32% |
| buy & hold | participation factor overlay | 6 months | complete | 10.73% | 10.73% | 2026-01-21 | -7.24% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.38% | 3.93% | 2025-10-08 | -3.90% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 7.53% | 7.53% | 2026-01-21 | -8.81% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.31% | 6.31% | 2025-10-21 | -3.89% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.34% | 11.40% | 2026-01-06 | -5.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.10% | 6.10% | 2025-10-21 | -3.67% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.28% | 10.10% | 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 |
|---|---|---|---|---|---|
| ADP | 2025-07-21 | 291.67 | 0.1702 | 0.4101 | no |
| AFL | 2025-07-21 | 99.32 | 0.1709 | 0.4543 | no |
| AMD | 2025-07-21 | 157.62 | 0.5073 | 0.5514 | no |
| AVGO | 2025-07-21 | 281.89 | 0.3084 | 0.5552 | no |
| BAC | 2025-07-21 | 46.29 | 0.1842 | 0.4261 | no |
| BDX | 2025-07-21 | 136.43 | 0.2595 | 0.4056 | no |
| BF.B | 2025-07-21 | 27.88 | 0.2209 | — | no |
| BRK.B | 2025-07-21 | 473.04 | 0.2902 | — | no |
| BX | 2025-07-21 | 161.97 | 0.1919 | 0.4832 | no |
| CAG | 2025-07-21 | 17.42 | 0.5898 | 0.4280 | no |
| CEG | 2025-07-21 | 322.23 | 0.2748 | 0.4567 | no |
| CFG | 2025-07-21 | 46.82 | 0.2501 | 0.4140 | no |
| COP | 2025-07-21 | 88.21 | 0.1948 | 0.5215 | no |
| COST | 2025-07-21 | 944.68 | 0.3269 | 0.5241 | no |
| CRM | 2025-07-21 | 260.95 | 0.2230 | 0.4949 | no |
| DASH | 2025-07-21 | 240.44 | 0.3131 | 0.4636 | no |
| DOW | 2025-07-21 | 26.86 | 0.2660 | 0.4117 | no |
| EBAY | 2025-07-21 | 77.39 | 0.1666 | 0.4740 | no |
| EIX | 2025-07-21 | 48.69 | 0.3086 | 0.4418 | no |
| ENPH | 2025-07-21 | 39.83 | 0.2164 | 0.4409 | no |
| EXPD | 2025-07-21 | 110.82 | 0.1671 | — | no |
| FICO | 2025-07-21 | 1545.73 | 0.5259 | 0.4578 | no |
| FTV | 2025-07-21 | 50.44 | 0.2677 | 0.5048 | no |
| GRMN | 2025-07-21 | 223.14 | 0.1680 | 0.5039 | no |
| JCI | 2025-07-21 | 108.43 | 0.4449 | 0.5068 | no |
| LDOS | 2025-07-21 | 160.29 | 0.2032 | 0.5393 | no |
| LEN | 2025-07-21 | 108.64 | 0.1981 | 0.4346 | no |
| MET | 2025-07-21 | 74.78 | 0.1820 | 0.4422 | no |
| MSFT | 2025-07-21 | 501.75 | 0.2305 | 0.4734 | no |
| MU | 2025-07-21 | 113.41 | 0.4333 | 0.5702 | no |
| NCLH | 2025-07-21 | 23.64 | 0.2447 | 0.4318 | no |
| NXPI | 2025-07-21 | 222.37 | 0.2397 | 0.5219 | no |
| ON | 2025-07-21 | 61.27 | 0.2654 | 0.5432 | no |
| ORCL | 2025-07-21 | 242.55 | 0.7032 | 0.5404 | no |
| PFE | 2025-07-21 | 22.59 | 0.1773 | 0.4570 | no |
| PGR | 2025-07-21 | 230.26 | 0.2176 | — | no |
| PNC | 2025-07-21 | 190.78 | 0.2986 | 0.4332 | no |
| POOL | 2025-07-21 | 291.14 | 0.3049 | 0.4142 | no |
| QCOM | 2025-07-21 | 150.90 | 0.2328 | 0.5506 | no |
| ROK | 2025-07-21 | 350.45 | 0.1899 | 0.5121 | no |
| STLD | 2025-07-21 | 131.98 | 0.1828 | 0.4998 | no |
| STX | 2025-07-21 | 148.24 | 0.1729 | 0.5647 | no |
| TRGP | 2025-07-21 | 165.69 | 0.2448 | 0.4637 | no |
| TRMB | 2025-07-21 | 82.04 | 0.2120 | 0.4445 | no |
| TRV | 2025-07-21 | 260.01 | 0.4398 | 0.4564 | no |
| ULTA | 2025-07-21 | 495.15 | 0.2143 | 0.4074 | no |
| URI | 2025-07-21 | 807.71 | 0.2322 | 0.4745 | no |
| VRSK | 2025-07-21 | 298.96 | 0.1989 | 0.4724 | no |
| VST | 2025-07-21 | 192.63 | 0.1956 | 0.4779 | no |
| ZBRA | 2025-07-21 | 332.16 | 0.2349 | 0.4676 | no |