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 | 3.77% | 4.23% | 2025-11-12 | -4.65% |
| buy & hold | participation factor overlay | 6 months | complete | 26.06% | 26.06% | 2026-02-25 | -4.65% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 1.75% | 2.16% | 2025-10-27 | -3.97% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.28% | 14.74% | 2026-02-24 | -3.97% |
| weekly rebalance | participation factor overlay | 3 months | complete | -0.61% | 2.90% | 2025-10-03 | -7.28% |
| weekly rebalance | participation factor overlay | 6 months | complete | 5.67% | 6.06% | 2026-02-18 | -7.28% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.29% | 4.09% | 2025-10-27 | -6.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.35% | 7.72% | 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 |
|---|---|---|---|---|---|
| ADM | 2025-08-25 | 61.14 | 0.2166 | 0.4500 | no |
| ALB | 2025-08-25 | 79.38 | 0.1967 | 0.4140 | no |
| ALL | 2025-08-25 | 200.85 | 0.2050 | 0.4683 | no |
| AMD | 2025-08-25 | 165.55 | 0.2748 | 0.5774 | no |
| APA | 2025-08-25 | 20.92 | 0.2741 | 0.4719 | no |
| BALL | 2025-08-25 | 52.56 | 0.2021 | 0.4165 | no |
| BAX | 2025-08-25 | 24.29 | 0.2763 | 0.4074 | no |
| C | 2025-08-25 | 93.26 | 0.1800 | 0.4605 | no |
| CAG | 2025-08-25 | 18.22 | 0.2503 | 0.4287 | no |
| CAT | 2025-08-25 | 431.12 | 0.1732 | 0.4658 | no |
| CB | 2025-08-25 | 274.10 | 0.2717 | 0.4651 | no |
| CFG | 2025-08-25 | 49.16 | 0.1964 | 0.4140 | no |
| CMG | 2025-08-25 | 43.55 | 0.1909 | 0.4280 | no |
| CPB | 2025-08-25 | 31.08 | 0.1860 | 0.4111 | no |
| CZR | 2025-08-25 | 26.61 | 0.2180 | 0.4108 | no |
| DHI | 2025-08-25 | 167.88 | 0.1895 | 0.4341 | no |
| EFX | 2025-08-25 | 249.96 | 0.2804 | 0.4744 | no |
| ELV | 2025-08-25 | 308.46 | 0.1725 | 0.4112 | no |
| EPAM | 2025-08-25 | 173.97 | 0.1929 | 0.4360 | no |
| FOX | 2025-08-25 | 53.58 | 0.2473 | — | no |
| FTV | 2025-08-25 | 48.85 | 0.2795 | 0.5032 | no |
| GEV | 2025-08-25 | 607.45 | 0.1853 | 0.4938 | no |
| GL | 2025-08-25 | 139.84 | 0.1916 | 0.4604 | no |
| GLW | 2025-08-25 | 64.92 | 0.1760 | 0.4929 | no |
| GNRC | 2025-08-25 | 194.45 | 0.4151 | 0.4134 | no |
| HRL | 2025-08-25 | 27.72 | 0.2392 | 0.4336 | no |
| INTC | 2025-08-25 | 25.50 | 0.3153 | 0.5800 | no |
| IRM | 2025-08-25 | 90.06 | 0.2310 | 0.4264 | no |
| JBL | 2025-08-25 | 209.99 | 0.1846 | 0.5046 | no |
| LII | 2025-08-25 | 581.34 | 0.2374 | 0.4872 | no |
| MAR | 2025-08-25 | 270.54 | 0.1847 | 0.4196 | no |
| MGM | 2025-08-25 | 38.07 | 0.2169 | 0.4228 | no |
| MNST | 2025-08-25 | 31.32 | 0.3164 | 0.4229 | no |
| MOH | 2025-08-25 | 175.00 | 0.2819 | 0.4024 | no |
| MRNA | 2025-08-25 | 27.12 | 0.7218 | 0.4085 | no |
| MTB | 2025-08-25 | 191.93 | 0.2906 | 0.4264 | no |
| NDAQ | 2025-08-25 | 93.12 | 0.1756 | 0.5118 | no |
| ODFL | 2025-08-25 | 157.25 | 0.1797 | 0.4309 | no |
| PCG | 2025-08-25 | 14.96 | 0.3009 | 0.4520 | no |
| PKG | 2025-08-25 | 205.72 | 0.1942 | 0.4477 | no |
| RF | 2025-08-25 | 25.46 | 0.1936 | 0.4094 | no |
| SHW | 2025-08-25 | 366.75 | 0.2759 | 0.4075 | no |
| STLD | 2025-08-25 | 131.01 | 0.3074 | 0.5059 | no |
| TKO | 2025-08-25 | 182.41 | 0.1885 | 0.4541 | no |
| TPL | 2025-08-25 | 302.38 | 0.3056 | 0.4424 | no |
| ULTA | 2025-08-25 | 527.02 | 0.2438 | 0.4051 | no |
| WBD | 2025-08-25 | 12.00 | 0.3562 | 0.4370 | no |
| WDC | 2025-08-25 | 76.74 | 0.1735 | 0.5368 | no |
| WM | 2025-08-25 | 222.82 | 0.1692 | 0.4408 | no |
| WY | 2025-08-25 | 25.61 | 0.2178 | 0.4478 | no |