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 | 9.06% | 11.66% | 2025-10-27 | -3.89% |
| buy & hold | participation factor overlay | 6 months | complete | 24.65% | 25.27% | 2026-02-03 | -5.70% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.72% | 8.95% | 2025-10-27 | -3.61% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 22.89% | 22.89% | 2026-02-04 | -4.93% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.63% | 8.26% | 2025-10-27 | -4.41% |
| weekly rebalance | participation factor overlay | 6 months | complete | 7.56% | 11.74% | 2026-01-15 | -5.39% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.79% | 8.18% | 2025-10-27 | -4.09% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 6.30% | 10.06% | 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 |
|---|---|---|---|---|---|
| AJG | 2025-08-04 | 280.57 | 0.1776 | 0.4687 | no |
| AMAT | 2025-08-04 | 180.48 | 0.1901 | 0.5624 | no |
| AMD | 2025-08-04 | 174.61 | 0.4209 | 0.5571 | no |
| APA | 2025-08-04 | 17.76 | 0.2630 | 0.4391 | no |
| BBY | 2025-08-04 | 60.61 | 0.1904 | 0.4575 | no |
| BF.B | 2025-08-04 | 27.59 | 0.3233 | — | no |
| C | 2025-08-04 | 89.85 | 0.2415 | 0.4605 | no |
| CAG | 2025-08-04 | 17.12 | 0.3190 | 0.4274 | no |
| CAT | 2025-08-04 | 427.02 | 0.2472 | 0.4546 | no |
| COF | 2025-08-04 | 205.29 | 0.3190 | 0.4500 | no |
| COST | 2025-08-04 | 947.07 | 0.2572 | 0.5198 | no |
| CSX | 2025-08-04 | 34.52 | 0.1821 | 0.4341 | no |
| CVS | 2025-08-04 | 60.11 | 0.2339 | 0.4062 | no |
| DASH | 2025-08-04 | 251.47 | 0.1984 | 0.4636 | no |
| DD | 2025-08-04 | 86.46 | 0.2317 | 0.4155 | no |
| DECK | 2025-08-04 | 103.30 | 0.1973 | 0.4174 | no |
| DVN | 2025-08-04 | 30.89 | 0.2400 | 0.4796 | no |
| EG | 2025-08-04 | 326.56 | 0.2342 | 0.4765 | no |
| EQT | 2025-08-04 | 51.70 | 0.2039 | 0.4750 | no |
| FDS | 2025-08-04 | 385.47 | 0.2270 | 0.4740 | no |
| GILD | 2025-08-04 | 109.95 | 0.1971 | 0.4051 | no |
| GL | 2025-08-04 | 136.69 | 0.4353 | 0.4604 | no |
| HPQ | 2025-08-04 | 23.06 | 0.2504 | 0.4750 | no |
| INTC | 2025-08-04 | 19.52 | 0.1842 | 0.5724 | no |
| IT | 2025-08-04 | 331.00 | 0.3089 | 0.4761 | no |
| KMB | 2025-08-04 | 123.74 | 0.3839 | 0.4049 | no |
| LKQ | 2025-08-04 | 28.03 | 0.3601 | 0.5251 | no |
| MCHP | 2025-08-04 | 64.68 | 0.3342 | 0.5631 | no |
| MOS | 2025-08-04 | 33.93 | 0.1877 | 0.4154 | no |
| MRNA | 2025-08-04 | 28.01 | 0.4063 | 0.4085 | no |
| MTCH | 2025-08-04 | 33.04 | 0.2678 | 0.4195 | no |
| MU | 2025-08-04 | 105.85 | 0.8717 | 0.5759 | no |
| NEE | 2025-08-04 | 68.00 | 0.2657 | 0.4559 | no |
| OKE | 2025-08-04 | 74.98 | 0.2303 | 0.4665 | no |
| ORCL | 2025-08-04 | 243.13 | 0.1898 | 0.5407 | no |
| PCG | 2025-08-04 | 14.00 | 0.2575 | 0.4520 | no |
| PSX | 2025-08-04 | 115.68 | 0.2158 | 0.4438 | no |
| RF | 2025-08-04 | 23.82 | 0.2500 | 0.4094 | no |
| SCHW | 2025-08-04 | 94.62 | 0.1853 | 0.5042 | no |
| SRE | 2025-08-04 | 79.25 | 0.1812 | 0.4617 | no |
| TRMB | 2025-08-04 | 83.26 | 0.1957 | 0.4428 | no |
| TRV | 2025-08-04 | 255.40 | 0.4077 | 0.4564 | no |
| TSLA | 2025-08-04 | 309.08 | 0.2501 | 0.4612 | no |
| TXN | 2025-08-04 | 177.13 | 0.2689 | 0.5601 | no |
| UPS | 2025-08-04 | 78.65 | 0.3191 | 0.4184 | no |
| VMC | 2025-08-04 | 275.55 | 0.2617 | 0.4513 | no |
| WBD | 2025-08-04 | 12.90 | 0.4699 | 0.4362 | no |
| WDC | 2025-08-04 | 77.53 | 0.2601 | 0.5326 | no |
| WM | 2025-08-04 | 223.42 | 0.2058 | 0.4415 | no |
| WY | 2025-08-04 | 24.02 | 0.2764 | 0.4475 | no |