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 | 5.75% | 6.41% | 2025-10-27 | -3.78% |
| buy & hold | participation factor overlay | 6 months | complete | 14.74% | 14.74% | 2026-01-28 | -5.24% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.08% | 5.71% | 2025-10-27 | -3.63% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 11.95% | 11.95% | 2026-01-28 | -6.01% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.83% | 3.14% | 2025-10-03 | -3.87% |
| weekly rebalance | participation factor overlay | 6 months | complete | 5.11% | 5.79% | 2026-01-22 | -7.28% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.91% | 4.57% | 2025-10-27 | -3.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.44% | 8.22% | 2026-01-22 | -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 | 2025-07-28 | 298.35 | 0.2063 | 0.4101 | no |
| AIG | 2025-07-28 | 77.58 | 0.2351 | 0.4458 | no |
| AMD | 2025-07-28 | 169.08 | 0.3287 | 0.5510 | no |
| APTV | 2025-07-28 | 70.72 | 0.3430 | 0.4235 | no |
| AVGO | 2025-07-28 | 290.33 | 0.2165 | 0.5548 | no |
| AZO | 2025-07-28 | 3802.90 | 0.3820 | 0.4868 | no |
| BRO | 2025-07-28 | 102.94 | 0.2295 | 0.4591 | no |
| CAG | 2025-07-28 | 17.35 | 0.6821 | 0.4280 | no |
| CAT | 2025-07-28 | 427.40 | 0.1854 | 0.4546 | no |
| CDNS | 2025-07-28 | 334.48 | 0.2910 | 0.5500 | no |
| COR | 2025-07-28 | 288.20 | 0.2361 | 0.4041 | no |
| CRWD | 2025-07-28 | 117.75 | 0.2277 | 0.5162 | no |
| CSCO | 2025-07-28 | 66.38 | 0.2082 | 0.5299 | no |
| CVS | 2025-07-28 | 58.70 | 0.2014 | 0.4062 | no |
| DE | 2025-07-28 | 510.03 | 0.3074 | 0.4926 | no |
| DVN | 2025-07-28 | 32.29 | 0.2386 | 0.4796 | no |
| EIX | 2025-07-28 | 50.02 | 0.1907 | 0.4418 | no |
| ENPH | 2025-07-28 | 35.79 | 0.8516 | 0.4720 | no |
| ES | 2025-07-28 | 63.57 | 0.2276 | 0.4469 | no |
| FTNT | 2025-07-28 | 104.98 | 0.1869 | 0.5161 | no |
| FTV | 2025-07-28 | 51.27 | 0.3049 | 0.5048 | no |
| GRMN | 2025-07-28 | 232.11 | 0.3165 | 0.5039 | no |
| HIG | 2025-07-28 | 120.36 | 0.2202 | 0.4607 | no |
| JBL | 2025-07-28 | 221.62 | 0.2049 | 0.5043 | no |
| JCI | 2025-07-28 | 111.35 | 0.2268 | 0.5069 | no |
| MCHP | 2025-07-28 | 67.46 | 0.3559 | 0.5556 | no |
| MDT | 2025-07-28 | 89.80 | 0.1919 | 0.4046 | no |
| MU | 2025-07-28 | 111.54 | 0.3762 | 0.5700 | no |
| NWSA | 2025-07-28 | 29.16 | 0.2136 | 0.4522 | no |
| ORCL | 2025-07-28 | 243.23 | 0.3197 | 0.5403 | no |
| PANW | 2025-07-28 | 203.77 | 0.2192 | 0.5494 | no |
| PFG | 2025-07-28 | 77.47 | 0.2592 | 0.4713 | no |
| PGR | 2025-07-28 | 234.03 | 0.2848 | — | no |
| PNC | 2025-07-28 | 189.78 | 0.2894 | 0.4332 | no |
| RL | 2025-07-28 | 297.71 | 0.3117 | 0.4234 | no |
| ROK | 2025-07-28 | 353.86 | 0.1914 | 0.5121 | no |
| ROP | 2025-07-28 | 556.72 | 0.3332 | 0.4814 | no |
| SNPS | 2025-07-28 | 605.28 | 0.3881 | 0.5024 | no |
| TDY | 2025-07-28 | 556.00 | 0.2307 | 0.4544 | no |
| TER | 2025-07-28 | 91.31 | 0.2526 | 0.5362 | no |
| TRGP | 2025-07-28 | 162.77 | 0.1857 | 0.4637 | no |
| TRMB | 2025-07-28 | 85.31 | 0.3457 | 0.4432 | no |
| TRV | 2025-07-28 | 255.06 | 0.3063 | 0.4564 | no |
| TT | 2025-07-28 | 469.40 | 0.2943 | 0.5010 | no |
| ULTA | 2025-07-28 | 514.96 | 0.2637 | 0.4047 | no |
| VMC | 2025-07-28 | 271.52 | 0.2363 | 0.4844 | no |
| WBD | 2025-07-28 | 13.54 | 0.2698 | 0.4362 | no |
| WMT | 2025-07-28 | 96.24 | 0.2020 | 0.5108 | no |
| WSM | 2025-07-28 | 180.34 | 0.2885 | 0.5026 | no |
| ZBRA | 2025-07-28 | 337.80 | 0.4885 | 0.4673 | no |