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 | 6.78% | 7.75% | 2025-10-27 | -3.81% |
| buy & hold | participation factor overlay | 6 months | complete | 23.54% | 23.54% | 2026-01-28 | -5.02% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.21% | 6.12% | 2025-10-27 | -3.69% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 17.70% | 17.70% | 2026-01-28 | -4.55% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.61% | 4.84% | 2025-10-27 | -3.61% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.65% | 9.61% | 2026-01-22 | -5.90% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.15% | 2.66% | 2025-10-27 | -3.84% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 5.45% | 5.96% | 2026-01-22 | -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 |
|---|---|---|---|---|---|
| ADP | 2025-07-28 | 298.35 | 0.2943 | 0.4101 | no |
| AIG | 2025-07-28 | 77.58 | 0.2962 | 0.4458 | no |
| ALB | 2025-07-28 | 77.68 | 0.2372 | 0.4146 | no |
| AMD | 2025-07-28 | 169.08 | 0.3134 | 0.5510 | no |
| APTV | 2025-07-28 | 70.72 | 0.4308 | 0.4235 | no |
| AVGO | 2025-07-28 | 290.33 | 0.2116 | 0.5548 | no |
| AZO | 2025-07-28 | 3802.90 | 0.3064 | 0.4868 | no |
| BIIB | 2025-07-28 | 131.35 | 0.2212 | 0.4547 | no |
| CAG | 2025-07-28 | 17.35 | 0.4553 | 0.4280 | no |
| CB | 2025-07-28 | 266.34 | 0.2181 | 0.4663 | no |
| CCL | 2025-07-28 | 29.36 | 0.3435 | 0.4146 | no |
| CPB | 2025-07-28 | 30.53 | 0.2190 | 0.4108 | no |
| CRWD | 2025-07-28 | 117.75 | 0.2182 | 0.5162 | no |
| CSCO | 2025-07-28 | 66.38 | 0.2518 | 0.5299 | no |
| CSX | 2025-07-28 | 35.17 | 0.2815 | 0.4341 | no |
| DE | 2025-07-28 | 510.03 | 0.2579 | 0.4926 | no |
| DVN | 2025-07-28 | 32.29 | 0.3591 | 0.4796 | no |
| EIX | 2025-07-28 | 50.02 | 0.2487 | 0.4418 | no |
| ENPH | 2025-07-28 | 35.79 | 0.7157 | 0.4720 | no |
| EQT | 2025-07-28 | 51.78 | 0.2283 | 0.4750 | no |
| ES | 2025-07-28 | 63.57 | 0.3442 | 0.4469 | no |
| FTV | 2025-07-28 | 51.27 | 0.1993 | 0.5048 | no |
| GOOGL | 2025-07-28 | 192.98 | 0.2262 | 0.5307 | no |
| GRMN | 2025-07-28 | 232.11 | 0.1930 | 0.5039 | no |
| HIG | 2025-07-28 | 120.36 | 0.2360 | 0.4607 | no |
| INVH | 2025-07-28 | 30.46 | 0.2623 | 0.4074 | no |
| JBL | 2025-07-28 | 221.62 | 0.2251 | 0.5043 | no |
| JCI | 2025-07-28 | 111.35 | 0.2215 | 0.5069 | no |
| MCHP | 2025-07-28 | 67.46 | 0.2299 | 0.5556 | no |
| MDT | 2025-07-28 | 89.80 | 0.1957 | 0.4046 | no |
| MET | 2025-07-28 | 75.66 | 0.2273 | 0.4422 | no |
| MU | 2025-07-28 | 111.54 | 0.5526 | 0.5700 | no |
| NI | 2025-07-28 | 40.72 | 0.1794 | 0.4609 | no |
| ORCL | 2025-07-28 | 243.23 | 0.3797 | 0.5403 | no |
| PAYC | 2025-07-28 | 236.38 | 0.2723 | 0.4442 | no |
| PGR | 2025-07-28 | 234.03 | 0.2440 | — | no |
| PH | 2025-07-28 | 732.51 | 0.2318 | 0.5061 | no |
| PNC | 2025-07-28 | 189.78 | 0.2790 | 0.4332 | no |
| ROK | 2025-07-28 | 353.86 | 0.2303 | 0.5121 | no |
| SNPS | 2025-07-28 | 605.28 | 0.2001 | 0.5024 | no |
| STX | 2025-07-28 | 150.24 | 0.2323 | 0.5647 | no |
| TDG | 2025-07-28 | 1513.39 | 0.2857 | 0.5331 | no |
| TDY | 2025-07-28 | 556.00 | 0.3701 | 0.4544 | no |
| TROW | 2025-07-28 | 100.50 | 0.3699 | 0.5126 | no |
| TRV | 2025-07-28 | 255.06 | 0.2961 | 0.4564 | no |
| ULTA | 2025-07-28 | 514.96 | 0.1796 | 0.4047 | no |
| VRSK | 2025-07-28 | 293.16 | 0.2248 | 0.4724 | no |
| WBD | 2025-07-28 | 13.54 | 0.4110 | 0.4362 | no |
| WDC | 2025-07-28 | 69.19 | 0.1979 | 0.5461 | no |
| ZBRA | 2025-07-28 | 337.80 | 0.5662 | 0.4673 | no |