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 | 5.27% | 6.30% | 2025-10-27 | -3.86% |
| buy & hold | participation factor overlay | 6 months | complete | 18.09% | 18.09% | 2026-01-28 | -5.48% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.51% | 4.52% | 2025-10-27 | -3.50% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 11.49% | 11.49% | 2026-01-28 | -5.97% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.07% | 5.96% | 2025-10-27 | -4.41% |
| weekly rebalance | participation factor overlay | 6 months | complete | 9.19% | 9.37% | 2026-01-15 | -5.39% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.48% | 5.37% | 2025-10-27 | -4.09% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 6.86% | 7.20% | 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 | 2025-07-28 | 77.58 | 0.2840 | 0.4458 | no |
| AMD | 2025-07-28 | 169.08 | 0.5472 | 0.5510 | no |
| APTV | 2025-07-28 | 70.72 | 0.2825 | 0.4235 | no |
| AVGO | 2025-07-28 | 290.33 | 0.2863 | 0.5548 | no |
| AXP | 2025-07-28 | 308.30 | 0.2154 | 0.4306 | no |
| AZO | 2025-07-28 | 3802.90 | 0.2298 | 0.4868 | no |
| BIIB | 2025-07-28 | 131.35 | 0.2269 | 0.4547 | no |
| BRK.B | 2025-07-28 | 484.35 | 0.2872 | — | no |
| CAG | 2025-07-28 | 17.35 | 0.6735 | 0.4280 | no |
| CCL | 2025-07-28 | 29.36 | 0.4322 | 0.4146 | no |
| CSCO | 2025-07-28 | 66.38 | 0.2483 | 0.5299 | no |
| CSGP | 2025-07-28 | 92.85 | 0.2663 | 0.4285 | no |
| DASH | 2025-07-28 | 250.00 | 0.1876 | 0.4636 | no |
| DE | 2025-07-28 | 510.03 | 0.2068 | 0.4926 | no |
| DVN | 2025-07-28 | 32.29 | 0.4132 | 0.4796 | no |
| ENPH | 2025-07-28 | 35.79 | 0.4752 | 0.4720 | no |
| ES | 2025-07-28 | 63.57 | 0.3471 | 0.4469 | no |
| GOOGL | 2025-07-28 | 192.98 | 0.1862 | 0.5307 | no |
| GRMN | 2025-07-28 | 232.11 | 0.2010 | 0.5039 | no |
| HD | 2025-07-28 | 361.40 | 0.2018 | 0.5084 | no |
| HIG | 2025-07-28 | 120.36 | 0.2604 | 0.4607 | no |
| IEX | 2025-07-28 | 183.28 | 0.2307 | 0.4932 | no |
| INVH | 2025-07-28 | 30.46 | 0.2328 | 0.4074 | no |
| JBL | 2025-07-28 | 221.62 | 0.2326 | 0.5043 | no |
| MDT | 2025-07-28 | 89.80 | 0.1990 | 0.4046 | no |
| MGM | 2025-07-28 | 38.40 | 0.1875 | 0.4219 | no |
| MU | 2025-07-28 | 111.54 | 0.3930 | 0.5700 | no |
| NCLH | 2025-07-28 | 24.01 | 0.2040 | 0.4318 | no |
| ORCL | 2025-07-28 | 243.23 | 0.4215 | 0.5403 | no |
| PAYC | 2025-07-28 | 236.38 | 0.3137 | 0.4442 | no |
| PGR | 2025-07-28 | 234.03 | 0.2456 | — | no |
| ROK | 2025-07-28 | 353.86 | 0.2081 | 0.5121 | no |
| ROP | 2025-07-28 | 556.72 | 0.2235 | 0.4814 | no |
| ROST | 2025-07-28 | 137.27 | 0.3092 | 0.4223 | no |
| SBAC | 2025-07-28 | 225.31 | 0.2657 | 0.4031 | no |
| SBUX | 2025-07-28 | 91.96 | 0.2190 | 0.4213 | no |
| SNPS | 2025-07-28 | 605.28 | 0.1973 | 0.5024 | no |
| STX | 2025-07-28 | 150.24 | 0.2702 | 0.5647 | no |
| TDY | 2025-07-28 | 556.00 | 0.2577 | 0.4544 | no |
| TRMB | 2025-07-28 | 85.31 | 0.2446 | 0.4432 | no |
| TROW | 2025-07-28 | 100.50 | 0.1964 | 0.5126 | no |
| TRV | 2025-07-28 | 255.06 | 0.3350 | 0.4564 | no |
| TSN | 2025-07-28 | 51.35 | 0.1957 | 0.4319 | no |
| TT | 2025-07-28 | 469.40 | 0.2365 | 0.5010 | no |
| ULTA | 2025-07-28 | 514.96 | 0.2659 | 0.4047 | no |
| VMC | 2025-07-28 | 271.52 | 0.1968 | 0.4844 | no |
| VRSK | 2025-07-28 | 293.16 | 0.2270 | 0.4724 | no |
| WBD | 2025-07-28 | 13.54 | 0.4310 | 0.4362 | no |
| WDC | 2025-07-28 | 69.19 | 0.1981 | 0.5461 | no |
| ZBRA | 2025-07-28 | 337.80 | 0.4200 | 0.4673 | no |