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 | 3.05% | 3.79% | 2025-10-27 | -4.61% |
| buy & hold | participation factor overlay | 6 months | complete | 15.88% | 15.88% | 2026-02-25 | -4.61% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.42% | 3.68% | 2025-11-12 | -3.77% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 17.11% | 17.11% | 2026-02-25 | -3.77% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.38% | 3.77% | 2025-10-27 | -5.39% |
| weekly rebalance | participation factor overlay | 6 months | complete | 5.00% | 7.11% | 2026-01-15 | -5.49% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.90% | 3.80% | 2025-10-27 | -6.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 4.22% | 5.61% | 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 |
|---|---|---|---|---|---|
| ADM | 2025-08-25 | 61.14 | 0.1619 | 0.4500 | no |
| ADP | 2025-08-25 | 296.52 | 0.1664 | 0.4304 | no |
| ALL | 2025-08-25 | 200.85 | 0.1647 | 0.4683 | no |
| ALLE | 2025-08-25 | 169.72 | 0.1659 | 0.5033 | no |
| AMGN | 2025-08-25 | 284.71 | 0.1919 | 0.4172 | no |
| AVGO | 2025-08-25 | 290.68 | 0.1565 | 0.5663 | no |
| BAX | 2025-08-25 | 24.29 | 0.2240 | 0.4074 | no |
| BBY | 2025-08-25 | 70.11 | 0.1560 | 0.4620 | no |
| BF.B | 2025-08-25 | 29.55 | 0.1949 | — | no |
| BLDR | 2025-08-25 | 142.18 | 0.1623 | 0.4410 | no |
| C | 2025-08-25 | 93.26 | 0.2588 | 0.4605 | no |
| CAT | 2025-08-25 | 431.12 | 0.2967 | 0.4658 | no |
| CFG | 2025-08-25 | 49.16 | 0.2180 | 0.4140 | no |
| CI | 2025-08-25 | 295.91 | 0.1776 | 0.4189 | no |
| COST | 2025-08-25 | 949.42 | 0.1589 | 0.5249 | no |
| CVS | 2025-08-25 | 69.15 | 0.1820 | 0.4057 | no |
| EFX | 2025-08-25 | 249.96 | 0.3382 | 0.4744 | no |
| FOX | 2025-08-25 | 53.58 | 0.3008 | — | no |
| FTV | 2025-08-25 | 48.85 | 0.4323 | 0.5032 | no |
| GD | 2025-08-25 | 314.30 | 0.1717 | 0.5723 | no |
| GEV | 2025-08-25 | 607.45 | 0.1855 | 0.4938 | no |
| GL | 2025-08-25 | 139.84 | 0.2531 | 0.4604 | no |
| GLW | 2025-08-25 | 64.92 | 0.2038 | 0.4929 | no |
| GNRC | 2025-08-25 | 194.45 | 0.4488 | 0.4134 | no |
| HCA | 2025-08-25 | 401.45 | 0.2957 | 0.4076 | no |
| HRL | 2025-08-25 | 27.72 | 0.2218 | 0.4336 | no |
| HWM | 2025-08-25 | 170.99 | 0.2761 | 0.5267 | no |
| INTC | 2025-08-25 | 25.50 | 0.5999 | 0.5800 | no |
| LII | 2025-08-25 | 581.34 | 0.1869 | 0.4872 | no |
| LVS | 2025-08-25 | 54.32 | 0.1823 | 0.4323 | no |
| MAR | 2025-08-25 | 270.54 | 0.2534 | 0.4196 | no |
| MGM | 2025-08-25 | 38.07 | 0.1542 | 0.4228 | no |
| MNST | 2025-08-25 | 31.32 | 0.1971 | 0.4229 | no |
| MRNA | 2025-08-25 | 27.12 | 0.6828 | 0.4085 | no |
| MTB | 2025-08-25 | 191.93 | 0.2791 | 0.4264 | no |
| PCG | 2025-08-25 | 14.96 | 0.3159 | 0.4520 | no |
| PNW | 2025-08-25 | 87.61 | 0.2503 | 0.4498 | no |
| PPG | 2025-08-25 | 110.76 | 0.2461 | 0.4056 | no |
| RCL | 2025-08-25 | 336.87 | 0.2460 | 0.4601 | no |
| RF | 2025-08-25 | 25.46 | 0.2950 | 0.4094 | no |
| SHW | 2025-08-25 | 366.75 | 0.2535 | 0.4075 | no |
| STLD | 2025-08-25 | 131.01 | 0.2837 | 0.5059 | no |
| TPL | 2025-08-25 | 302.38 | 0.4367 | 0.4424 | no |
| TTWO | 2025-08-25 | 228.67 | 0.3389 | 0.4245 | no |
| TYL | 2025-08-25 | 563.61 | 0.1734 | 0.4455 | no |
| ULTA | 2025-08-25 | 527.02 | 0.2429 | 0.4051 | no |
| WBD | 2025-08-25 | 12.00 | 0.3304 | 0.4370 | no |
| WDAY | 2025-08-25 | 222.48 | 0.2102 | 0.4783 | no |
| WM | 2025-08-25 | 222.82 | 0.1622 | 0.4408 | no |
| XYL | 2025-08-25 | 141.29 | 0.2801 | 0.4745 | no |