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 | 6.34% | 8.57% | 2025-10-27 | -3.46% |
| buy & hold | participation factor overlay | 6 months | complete | 19.77% | 21.33% | 2026-02-02 | -5.31% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.11% | 8.45% | 2025-10-27 | -3.38% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 18.46% | 19.98% | 2026-02-02 | -5.45% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.55% | 9.06% | 2025-10-27 | -3.89% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.77% | 13.36% | 2026-01-06 | -5.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.00% | 8.43% | 2025-10-27 | -3.67% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.85% | 11.56% | 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 |
|---|---|---|---|---|---|
| AMAT | 2025-08-04 | 180.48 | 0.2679 | 0.5624 | no |
| AMD | 2025-08-04 | 174.61 | 0.5363 | 0.5571 | no |
| AXON | 2025-08-04 | 751.04 | 0.2781 | 0.4749 | no |
| C | 2025-08-04 | 89.85 | 0.3836 | 0.4605 | no |
| CAG | 2025-08-04 | 17.12 | 0.4356 | 0.4274 | no |
| CAT | 2025-08-04 | 427.02 | 0.3656 | 0.4546 | no |
| CMI | 2025-08-04 | 351.06 | 0.2204 | 0.4841 | no |
| COR | 2025-08-04 | 285.08 | 0.3222 | 0.4034 | no |
| COST | 2025-08-04 | 947.07 | 0.2263 | 0.5198 | no |
| DD | 2025-08-04 | 86.46 | 0.3202 | 0.4155 | no |
| DECK | 2025-08-04 | 103.30 | 0.2184 | 0.4174 | no |
| EG | 2025-08-04 | 326.56 | 0.2700 | 0.4765 | no |
| EXPE | 2025-08-04 | 178.07 | 0.2234 | 0.4455 | no |
| GE | 2025-08-04 | 269.14 | 0.2134 | 0.5234 | no |
| GILD | 2025-08-04 | 109.95 | 0.2014 | 0.4051 | no |
| GL | 2025-08-04 | 136.69 | 0.3082 | 0.4604 | no |
| GS | 2025-08-04 | 697.67 | 0.1973 | 0.4669 | no |
| HD | 2025-08-04 | 362.46 | 0.2135 | 0.5014 | no |
| HPQ | 2025-08-04 | 23.06 | 0.3075 | 0.4750 | no |
| KMB | 2025-08-04 | 123.74 | 0.1944 | 0.4049 | no |
| LEN | 2025-08-04 | 113.63 | 0.2031 | 0.4357 | no |
| LKQ | 2025-08-04 | 28.03 | 0.4008 | 0.5251 | no |
| MCHP | 2025-08-04 | 64.68 | 0.5053 | 0.5631 | no |
| MDT | 2025-08-04 | 86.63 | 0.2758 | 0.4045 | no |
| MRNA | 2025-08-04 | 28.01 | 0.3334 | 0.4085 | no |
| MTCH | 2025-08-04 | 33.04 | 0.3650 | 0.4195 | no |
| MU | 2025-08-04 | 105.85 | 0.5828 | 0.5759 | no |
| NUE | 2025-08-04 | 136.88 | 0.2035 | 0.4747 | no |
| NVDA | 2025-08-04 | 174.73 | 0.3013 | 0.6082 | no |
| OKE | 2025-08-04 | 74.98 | 0.2883 | 0.4665 | no |
| ORCL | 2025-08-04 | 243.13 | 0.2064 | 0.5407 | no |
| PAYC | 2025-08-04 | 224.95 | 0.2943 | 0.4437 | no |
| PCAR | 2025-08-04 | 94.07 | 0.1874 | 0.4626 | no |
| PEG | 2025-08-04 | 85.76 | 0.1942 | 0.4652 | no |
| PH | 2025-08-04 | 708.74 | 0.2173 | 0.5061 | no |
| RF | 2025-08-04 | 23.82 | 0.2861 | 0.4094 | no |
| ROK | 2025-08-04 | 341.13 | 0.2713 | 0.5121 | no |
| ROP | 2025-08-04 | 538.31 | 0.2262 | 0.4823 | no |
| SRE | 2025-08-04 | 79.25 | 0.2058 | 0.4617 | no |
| TRGP | 2025-08-04 | 160.08 | 0.1846 | 0.4637 | no |
| TRMB | 2025-08-04 | 83.26 | 0.2949 | 0.4428 | no |
| TRV | 2025-08-04 | 255.40 | 0.2896 | 0.4564 | no |
| TSLA | 2025-08-04 | 309.08 | 0.2288 | 0.4612 | no |
| TXN | 2025-08-04 | 177.13 | 0.2497 | 0.5601 | no |
| ULTA | 2025-08-04 | 512.69 | 0.2800 | 0.4046 | no |
| UPS | 2025-08-04 | 78.65 | 0.2185 | 0.4184 | no |
| WBD | 2025-08-04 | 12.90 | 0.4350 | 0.4362 | no |
| WM | 2025-08-04 | 223.42 | 0.1745 | 0.4415 | no |
| WY | 2025-08-04 | 24.02 | 0.2371 | 0.4475 | no |
| XYL | 2025-08-04 | 140.37 | 0.2060 | 0.4745 | no |