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 | 4.95% | 8.49% | 2025-11-12 | -3.52% |
| buy & hold | participation factor overlay | 6 months | complete | 25.42% | 25.42% | 2026-02-18 | -5.57% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 0.81% | 4.25% | 2025-10-27 | -3.99% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.00% | 14.00% | 2026-02-18 | -4.63% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.69% | 5.60% | 2025-10-27 | -4.41% |
| weekly rebalance | participation factor overlay | 6 months | complete | 7.13% | 8.99% | 2026-01-15 | -5.49% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.22% | 6.04% | 2025-10-27 | -4.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 6.57% | 7.89% | 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 |
|---|---|---|---|---|---|
| ABBV | 2025-08-18 | 200.38 | 0.1844 | 0.4333 | no |
| ADBE | 2025-08-18 | 355.68 | 0.2565 | 0.4756 | no |
| ADI | 2025-08-18 | 226.76 | 0.2122 | 0.5606 | no |
| AES | 2025-08-18 | 12.72 | 0.2289 | — | no |
| AFL | 2025-08-18 | 102.72 | 0.2248 | 0.4660 | no |
| AJG | 2025-08-18 | 288.00 | 0.1806 | 0.4682 | no |
| AMD | 2025-08-18 | 176.76 | 0.3785 | 0.5774 | no |
| AMGN | 2025-08-18 | 286.59 | 0.2383 | 0.4172 | no |
| AMP | 2025-08-18 | 494.86 | 0.2880 | 0.4642 | no |
| ANET | 2025-08-18 | 136.42 | 0.1973 | 0.5028 | no |
| APA | 2025-08-18 | 19.75 | 0.2764 | 0.4719 | no |
| APTV | 2025-08-18 | 74.10 | 0.2312 | 0.4379 | no |
| BALL | 2025-08-18 | 53.05 | 0.2191 | 0.4165 | no |
| BX | 2025-08-18 | 164.73 | 0.2618 | — | no |
| CAG | 2025-08-18 | 17.78 | 0.1867 | 0.4299 | no |
| CAT | 2025-08-18 | 403.37 | 0.2360 | 0.4658 | no |
| CI | 2025-08-18 | 290.16 | 0.2995 | 0.4189 | no |
| COF | 2025-08-18 | 211.29 | 0.2301 | 0.4500 | no |
| COST | 2025-08-18 | 967.65 | 0.3064 | 0.5261 | no |
| EFX | 2025-08-18 | 244.06 | 0.1828 | 0.4770 | no |
| FTV | 2025-08-18 | 47.86 | 0.2132 | 0.5032 | no |
| GL | 2025-08-18 | 134.04 | 0.3127 | 0.4604 | no |
| GNRC | 2025-08-18 | 199.20 | 0.3926 | 0.4134 | no |
| IEX | 2025-08-18 | 162.08 | 0.3042 | 0.4888 | no |
| INTC | 2025-08-18 | 24.00 | 0.2044 | 0.5800 | no |
| IRM | 2025-08-18 | 87.95 | 0.2067 | 0.4272 | no |
| IT | 2025-08-18 | 239.71 | 0.3700 | 0.4537 | no |
| MCHP | 2025-08-18 | 63.52 | 0.4135 | 0.5613 | no |
| MGM | 2025-08-18 | 35.97 | 0.2293 | 0.4228 | no |
| MKC | 2025-08-18 | 67.52 | 0.2274 | 0.4067 | no |
| MRNA | 2025-08-18 | 28.20 | 0.6200 | 0.4085 | no |
| MU | 2025-08-18 | 121.16 | 0.2080 | 0.5825 | no |
| NSC | 2025-08-18 | 274.65 | 0.2125 | 0.4408 | no |
| O | 2025-08-18 | 55.20 | 0.1822 | 0.4057 | no |
| PAYC | 2025-08-18 | 219.13 | 0.1814 | 0.4317 | no |
| PEG | 2025-08-18 | 81.83 | 0.2309 | 0.4617 | no |
| PNW | 2025-08-18 | 88.01 | 0.1928 | 0.4498 | no |
| PSX | 2025-08-18 | 117.75 | 0.1873 | 0.4438 | no |
| REGN | 2025-08-18 | 579.12 | 0.3399 | 0.4369 | no |
| RF | 2025-08-18 | 24.30 | 0.2317 | 0.4094 | no |
| SYF | 2025-08-18 | 70.09 | 0.2480 | 0.4214 | no |
| TPL | 2025-08-18 | 290.97 | 0.8351 | 0.4424 | no |
| TRV | 2025-08-18 | 259.49 | 0.2516 | 0.4561 | no |
| UPS | 2025-08-18 | 81.64 | 0.2852 | 0.4184 | no |
| URI | 2025-08-18 | 902.64 | 0.2007 | 0.4433 | no |
| VMC | 2025-08-18 | 289.48 | 0.1996 | 0.4515 | no |
| WBD | 2025-08-18 | 11.81 | 0.2186 | 0.4370 | no |
| WDC | 2025-08-18 | 74.56 | 0.1900 | 0.5368 | no |
| WSM | 2025-08-18 | 199.61 | 0.1948 | 0.5089 | no |
| YUM | 2025-08-18 | 144.66 | 0.2915 | 0.4087 | no |