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 | 5.24% | 8.68% | 2025-10-27 | -3.86% |
| buy & hold | participation factor overlay | 6 months | complete | 18.05% | 19.04% | 2026-02-02 | -6.16% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 4.25% | 7.87% | 2025-10-27 | -3.62% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 15.97% | 17.22% | 2026-02-02 | -6.29% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.12% | 7.33% | 2025-10-27 | -3.61% |
| weekly rebalance | participation factor overlay | 6 months | complete | 7.80% | 12.21% | 2026-01-22 | -5.90% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.21% | 5.83% | 2025-10-27 | -3.84% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 5.44% | 9.24% | 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 |
|---|---|---|---|---|---|
| ADI | 2025-08-04 | 217.82 | 0.2847 | 0.5537 | no |
| AJG | 2025-08-04 | 280.57 | 0.2548 | 0.4687 | no |
| ALGN | 2025-08-04 | 140.68 | 0.2077 | 0.4228 | no |
| AMAT | 2025-08-04 | 180.48 | 0.3241 | 0.5624 | no |
| AMD | 2025-08-04 | 174.61 | 0.5423 | 0.5571 | no |
| AVGO | 2025-08-04 | 290.07 | 0.2026 | 0.5611 | no |
| BBY | 2025-08-04 | 60.61 | 0.2883 | 0.4575 | no |
| BF.B | 2025-08-04 | 27.59 | 0.1733 | — | no |
| BX | 2025-08-04 | 163.56 | 0.2425 | — | no |
| C | 2025-08-04 | 89.85 | 0.3721 | 0.4605 | no |
| CAG | 2025-08-04 | 17.12 | 0.3821 | 0.4274 | no |
| CAT | 2025-08-04 | 427.02 | 0.3394 | 0.4546 | no |
| CCL | 2025-08-04 | 28.99 | 0.2249 | 0.4143 | no |
| CMI | 2025-08-04 | 351.06 | 0.1726 | 0.4841 | no |
| COF | 2025-08-04 | 205.29 | 0.2577 | 0.4500 | no |
| COR | 2025-08-04 | 285.08 | 0.2980 | 0.4034 | no |
| CPB | 2025-08-04 | 30.29 | 0.1877 | 0.4099 | no |
| DASH | 2025-08-04 | 251.47 | 0.2417 | 0.4636 | no |
| DD | 2025-08-04 | 86.46 | 0.2314 | 0.4155 | no |
| EG | 2025-08-04 | 326.56 | 0.2189 | 0.4765 | no |
| ERIE | 2025-08-04 | 345.29 | 0.3148 | — | no |
| GL | 2025-08-04 | 136.69 | 0.2991 | 0.4604 | no |
| HPQ | 2025-08-04 | 23.06 | 0.2916 | 0.4750 | no |
| IT | 2025-08-04 | 331.00 | 0.3462 | 0.4761 | no |
| KMB | 2025-08-04 | 123.74 | 0.2270 | 0.4049 | no |
| LKQ | 2025-08-04 | 28.03 | 0.2648 | 0.5251 | no |
| LOW | 2025-08-04 | 221.85 | 0.2148 | 0.4836 | no |
| MCHP | 2025-08-04 | 64.68 | 0.4204 | 0.5631 | no |
| MDT | 2025-08-04 | 86.63 | 0.2676 | 0.4045 | no |
| MRNA | 2025-08-04 | 28.01 | 0.3577 | 0.4085 | no |
| MTCH | 2025-08-04 | 33.04 | 0.3443 | 0.4195 | no |
| MU | 2025-08-04 | 105.85 | 0.4995 | 0.5759 | no |
| NEE | 2025-08-04 | 68.00 | 0.2353 | 0.4559 | no |
| NUE | 2025-08-04 | 136.88 | 0.2899 | 0.4747 | no |
| NXPI | 2025-08-04 | 206.03 | 0.1759 | 0.5376 | no |
| ON | 2025-08-04 | 54.00 | 0.2490 | 0.5487 | no |
| ORCL | 2025-08-04 | 243.13 | 0.3482 | 0.5407 | no |
| PAYC | 2025-08-04 | 224.95 | 0.2497 | 0.4437 | no |
| PCG | 2025-08-04 | 14.00 | 0.3399 | 0.4520 | no |
| RF | 2025-08-04 | 23.82 | 0.2190 | 0.4094 | no |
| ROST | 2025-08-04 | 136.08 | 0.2079 | 0.4229 | no |
| SYF | 2025-08-04 | 66.55 | 0.2071 | 0.4214 | no |
| TRMB | 2025-08-04 | 83.26 | 0.3875 | 0.4428 | no |
| TRV | 2025-08-04 | 255.40 | 0.3428 | 0.4564 | no |
| TXN | 2025-08-04 | 177.13 | 0.2908 | 0.5601 | no |
| ULTA | 2025-08-04 | 512.69 | 0.1873 | 0.4046 | no |
| UPS | 2025-08-04 | 78.65 | 0.3039 | 0.4184 | no |
| WBD | 2025-08-04 | 12.90 | 0.3539 | 0.4362 | no |
| WTW | 2025-08-04 | 313.09 | 0.1908 | 0.4639 | no |
| WY | 2025-08-04 | 24.02 | 0.2888 | 0.4475 | no |