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 | 3.33% | 4.35% | 2025-10-27 | -3.71% |
| buy & hold | participation factor overlay | 6 months | complete | 11.76% | 11.76% | 2026-01-28 | -6.39% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.91% | 4.86% | 2025-10-27 | -3.74% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 12.42% | 12.42% | 2026-01-28 | -6.16% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.75% | 5.96% | 2025-10-27 | -3.89% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.24% | 10.14% | 2026-01-06 | -5.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.06% | 5.47% | 2025-10-27 | -3.67% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.50% | 8.52% | 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 |
|---|---|---|---|---|---|
| AIG | 2025-07-28 | 77.58 | 0.2450 | 0.4458 | no |
| AMD | 2025-07-28 | 169.08 | 0.4967 | 0.5510 | no |
| APTV | 2025-07-28 | 70.72 | 0.3297 | 0.4235 | no |
| AVGO | 2025-07-28 | 290.33 | 0.2963 | 0.5548 | no |
| BRO | 2025-07-28 | 102.94 | 0.2518 | 0.4591 | no |
| CAG | 2025-07-28 | 17.35 | 0.5122 | 0.4280 | no |
| CB | 2025-07-28 | 266.34 | 0.2252 | 0.4663 | no |
| CCL | 2025-07-28 | 29.36 | 0.4834 | 0.4146 | no |
| CSGP | 2025-07-28 | 92.85 | 0.2647 | 0.4285 | no |
| CSX | 2025-07-28 | 35.17 | 0.2426 | 0.4341 | no |
| DOV | 2025-07-28 | 184.58 | 0.1895 | 0.5012 | no |
| DVN | 2025-07-28 | 32.29 | 0.3506 | 0.4796 | no |
| EIX | 2025-07-28 | 50.02 | 0.1807 | 0.4418 | no |
| ENPH | 2025-07-28 | 35.79 | 0.6030 | 0.4720 | no |
| ES | 2025-07-28 | 63.57 | 0.3488 | 0.4469 | no |
| FTNT | 2025-07-28 | 104.98 | 0.2007 | 0.5161 | no |
| FTV | 2025-07-28 | 51.27 | 0.2954 | 0.5048 | no |
| GRMN | 2025-07-28 | 232.11 | 0.2987 | 0.5039 | no |
| JCI | 2025-07-28 | 111.35 | 0.1804 | 0.5069 | no |
| LDOS | 2025-07-28 | 161.00 | 0.2061 | 0.5393 | no |
| MCHP | 2025-07-28 | 67.46 | 0.2898 | 0.5556 | no |
| MDT | 2025-07-28 | 89.80 | 0.2554 | 0.4046 | no |
| MNST | 2025-07-28 | 30.05 | 0.2136 | 0.4097 | no |
| MTB | 2025-07-28 | 186.93 | 0.2182 | 0.4264 | no |
| MTCH | 2025-07-28 | 33.72 | 0.2374 | 0.4195 | no |
| MU | 2025-07-28 | 111.54 | 0.4816 | 0.5700 | no |
| NVDA | 2025-07-28 | 173.59 | 0.2159 | 0.6037 | no |
| ORCL | 2025-07-28 | 243.23 | 0.3436 | 0.5403 | no |
| PANW | 2025-07-28 | 203.77 | 0.1944 | 0.5494 | no |
| PAYC | 2025-07-28 | 236.38 | 0.3734 | 0.4442 | no |
| PCAR | 2025-07-28 | 98.72 | 0.3074 | 0.4626 | no |
| PGR | 2025-07-28 | 234.03 | 0.3706 | — | no |
| PNC | 2025-07-28 | 189.78 | 0.2102 | 0.4332 | no |
| PNR | 2025-07-28 | 101.80 | 0.1868 | 0.4884 | no |
| RL | 2025-07-28 | 297.71 | 0.1702 | 0.4234 | no |
| ROK | 2025-07-28 | 353.86 | 0.3590 | 0.5121 | no |
| ROP | 2025-07-28 | 556.72 | 0.1963 | 0.4814 | no |
| SBAC | 2025-07-28 | 225.31 | 0.2161 | 0.4031 | no |
| SNPS | 2025-07-28 | 605.28 | 0.4324 | 0.5024 | no |
| STX | 2025-07-28 | 150.24 | 0.3585 | 0.5647 | no |
| TDG | 2025-07-28 | 1513.39 | 0.1785 | 0.5331 | no |
| TDY | 2025-07-28 | 556.00 | 0.2787 | 0.4544 | no |
| TRMB | 2025-07-28 | 85.31 | 0.2062 | 0.4432 | no |
| TROW | 2025-07-28 | 100.50 | 0.2477 | 0.5126 | no |
| TRV | 2025-07-28 | 255.06 | 0.2309 | 0.4564 | no |
| TT | 2025-07-28 | 469.40 | 0.2021 | 0.5010 | no |
| ULTA | 2025-07-28 | 514.96 | 0.2841 | 0.4047 | no |
| VST | 2025-07-28 | 192.10 | 0.2466 | 0.4779 | no |
| WBD | 2025-07-28 | 13.54 | 0.2674 | 0.4362 | no |
| ZBRA | 2025-07-28 | 337.80 | 0.3251 | 0.4673 | no |