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 | 7.00% | 9.08% | 2025-10-27 | -3.86% |
| buy & hold | participation factor overlay | 6 months | complete | 20.29% | 21.18% | 2026-01-22 | -5.14% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 4.86% | 7.48% | 2025-10-27 | -3.47% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 19.13% | 19.53% | 2026-01-29 | -4.76% |
| weekly rebalance | participation factor overlay | 3 months | complete | 0.99% | 5.42% | 2025-10-03 | -4.20% |
| weekly rebalance | participation factor overlay | 6 months | complete | 4.12% | 8.13% | 2026-01-22 | -7.28% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.83% | 7.00% | 2025-10-27 | -3.89% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 6.11% | 10.73% | 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 |
|---|---|---|---|---|---|
| AJG | 2025-08-04 | 280.57 | 0.2398 | 0.4687 | no |
| AMAT | 2025-08-04 | 180.48 | 0.2244 | 0.5624 | no |
| AMD | 2025-08-04 | 174.61 | 0.5598 | 0.5571 | no |
| AXON | 2025-08-04 | 751.04 | 0.2613 | 0.4749 | no |
| BBY | 2025-08-04 | 60.61 | 0.2319 | 0.4575 | no |
| BF.B | 2025-08-04 | 27.59 | 0.2219 | — | no |
| C | 2025-08-04 | 89.85 | 0.3297 | 0.4605 | no |
| CAG | 2025-08-04 | 17.12 | 0.3689 | 0.4274 | no |
| CAT | 2025-08-04 | 427.02 | 0.2897 | 0.4546 | no |
| CMG | 2025-08-04 | 42.70 | 0.1871 | 0.4310 | no |
| CNP | 2025-08-04 | 37.82 | 0.2879 | 0.4600 | no |
| COF | 2025-08-04 | 205.29 | 0.2871 | 0.4500 | no |
| COST | 2025-08-04 | 947.07 | 0.2460 | 0.5198 | no |
| CPB | 2025-08-04 | 30.29 | 0.1949 | 0.4099 | no |
| DD | 2025-08-04 | 86.46 | 0.1767 | 0.4155 | no |
| EG | 2025-08-04 | 326.56 | 0.2539 | 0.4765 | no |
| ELV | 2025-08-04 | 267.59 | 0.2613 | 0.4114 | no |
| EQT | 2025-08-04 | 51.70 | 0.2148 | 0.4750 | no |
| ERIE | 2025-08-04 | 345.29 | 0.2574 | — | no |
| GL | 2025-08-04 | 136.69 | 0.3106 | 0.4604 | no |
| HIG | 2025-08-04 | 120.85 | 0.1829 | 0.4571 | no |
| HPQ | 2025-08-04 | 23.06 | 0.4011 | 0.4750 | no |
| IT | 2025-08-04 | 331.00 | 0.2248 | 0.4761 | no |
| KMB | 2025-08-04 | 123.74 | 0.2394 | 0.4049 | no |
| LKQ | 2025-08-04 | 28.03 | 0.4639 | 0.5251 | no |
| LLY | 2025-08-04 | 753.55 | 0.1772 | 0.4171 | no |
| MCHP | 2025-08-04 | 64.68 | 0.4100 | 0.5631 | no |
| MDT | 2025-08-04 | 86.63 | 0.2034 | 0.4045 | no |
| MRNA | 2025-08-04 | 28.01 | 0.4605 | 0.4085 | no |
| MTCH | 2025-08-04 | 33.04 | 0.3023 | 0.4195 | no |
| MU | 2025-08-04 | 105.85 | 0.3837 | 0.5759 | no |
| NOW | 2025-08-04 | 183.70 | 0.1813 | 0.5026 | no |
| OKE | 2025-08-04 | 74.98 | 0.2445 | 0.4665 | no |
| ON | 2025-08-04 | 54.00 | 0.1797 | 0.5487 | no |
| PH | 2025-08-04 | 708.74 | 0.2091 | 0.5061 | no |
| RF | 2025-08-04 | 23.82 | 0.2931 | 0.4094 | no |
| ROP | 2025-08-04 | 538.31 | 0.2493 | 0.4823 | no |
| ROST | 2025-08-04 | 136.08 | 0.2424 | 0.4229 | no |
| SRE | 2025-08-04 | 79.25 | 0.2610 | 0.4617 | no |
| TPL | 2025-08-04 | 309.48 | 0.2992 | 0.4424 | no |
| TRGP | 2025-08-04 | 160.08 | 0.2532 | 0.4637 | no |
| TRMB | 2025-08-04 | 83.26 | 0.1775 | 0.4428 | no |
| TRV | 2025-08-04 | 255.40 | 0.3858 | 0.4564 | no |
| TSLA | 2025-08-04 | 309.08 | 0.1898 | 0.4612 | no |
| UPS | 2025-08-04 | 78.65 | 0.3852 | 0.4184 | no |
| WBD | 2025-08-04 | 12.90 | 0.4733 | 0.4362 | no |
| WDC | 2025-08-04 | 77.53 | 0.2852 | 0.5326 | no |
| WRB | 2025-08-04 | 67.57 | 0.2118 | 0.4483 | no |
| WY | 2025-08-04 | 24.02 | 0.2898 | 0.4475 | no |
| XYL | 2025-08-04 | 140.37 | 0.1697 | 0.4745 | no |