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 | 0.45% | 1.57% | 2025-10-03 | -4.58% |
| buy & hold | participation factor overlay | 6 months | complete | 15.32% | 15.90% | 2026-02-11 | -4.58% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 1.27% | 1.71% | 2025-10-21 | -3.99% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.35% | 14.56% | 2026-02-24 | -3.99% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.47% | 3.49% | 2025-10-27 | -5.90% |
| weekly rebalance | participation factor overlay | 6 months | complete | 6.96% | 8.19% | 2026-01-22 | -5.90% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.39% | 2.20% | 2025-10-27 | -6.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 4.27% | 5.48% | 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 |
|---|---|---|---|---|---|
| ADP | 2025-08-25 | 296.52 | 0.1835 | 0.4304 | no |
| ALB | 2025-08-25 | 79.38 | 0.2258 | 0.4140 | no |
| ALLE | 2025-08-25 | 169.72 | 0.2783 | 0.5033 | no |
| AMGN | 2025-08-25 | 284.71 | 0.2733 | 0.4172 | no |
| APA | 2025-08-25 | 20.92 | 0.1389 | 0.4719 | no |
| BAX | 2025-08-25 | 24.29 | 0.2180 | 0.4074 | no |
| BBY | 2025-08-25 | 70.11 | 0.1450 | 0.4620 | no |
| BF.B | 2025-08-25 | 29.55 | 0.1637 | — | no |
| BLDR | 2025-08-25 | 142.18 | 0.1532 | 0.4410 | no |
| C | 2025-08-25 | 93.26 | 0.1409 | 0.4605 | no |
| CAG | 2025-08-25 | 18.22 | 0.2030 | 0.4287 | no |
| CAT | 2025-08-25 | 431.12 | 0.3342 | 0.4658 | no |
| CB | 2025-08-25 | 274.10 | 0.2017 | 0.4651 | no |
| CMG | 2025-08-25 | 43.55 | 0.1574 | 0.4280 | no |
| DOV | 2025-08-25 | 180.88 | 0.1801 | 0.5013 | no |
| EPAM | 2025-08-25 | 173.97 | 0.1598 | 0.4360 | no |
| FOX | 2025-08-25 | 53.58 | 0.2746 | — | no |
| FTV | 2025-08-25 | 48.85 | 0.3720 | 0.5032 | no |
| GL | 2025-08-25 | 139.84 | 0.1877 | 0.4604 | no |
| GNRC | 2025-08-25 | 194.45 | 0.3343 | 0.4134 | no |
| HRL | 2025-08-25 | 27.72 | 0.1769 | 0.4336 | no |
| INTC | 2025-08-25 | 25.50 | 0.4288 | 0.5800 | no |
| LHX | 2025-08-25 | 270.53 | 0.1369 | 0.5423 | no |
| LII | 2025-08-25 | 581.34 | 0.3803 | 0.4872 | no |
| LMT | 2025-08-25 | 432.65 | 0.2742 | 0.5347 | no |
| MCHP | 2025-08-25 | 67.38 | 0.2036 | 0.5603 | no |
| MGM | 2025-08-25 | 38.07 | 0.3909 | 0.4228 | no |
| MRNA | 2025-08-25 | 27.12 | 0.5590 | 0.4085 | no |
| MSFT | 2025-08-25 | 502.50 | 0.2031 | 0.4713 | no |
| NDAQ | 2025-08-25 | 93.12 | 0.1496 | 0.5118 | no |
| NI | 2025-08-25 | 41.52 | 0.1881 | 0.4810 | no |
| NVR | 2025-08-25 | 8193.00 | 0.1448 | — | no |
| ODFL | 2025-08-25 | 157.25 | 0.3040 | 0.4309 | no |
| PCG | 2025-08-25 | 14.96 | 0.2849 | 0.4520 | no |
| PKG | 2025-08-25 | 205.72 | 0.1582 | 0.4477 | no |
| PNW | 2025-08-25 | 87.61 | 0.1600 | 0.4498 | no |
| PPG | 2025-08-25 | 110.76 | 0.1366 | 0.4056 | no |
| PRU | 2025-08-25 | 104.11 | 0.1455 | 0.4662 | no |
| RCL | 2025-08-25 | 336.87 | 0.3116 | 0.4601 | no |
| RF | 2025-08-25 | 25.46 | 0.1762 | 0.4094 | no |
| SHW | 2025-08-25 | 366.75 | 0.2283 | 0.4075 | no |
| STLD | 2025-08-25 | 131.01 | 0.2975 | 0.5059 | no |
| TKO | 2025-08-25 | 182.41 | 0.1930 | 0.4541 | no |
| TPL | 2025-08-25 | 302.38 | 0.3298 | 0.4424 | no |
| TTWO | 2025-08-25 | 228.67 | 0.2084 | 0.4245 | no |
| ULTA | 2025-08-25 | 527.02 | 0.2507 | 0.4051 | no |
| USB | 2025-08-25 | 46.26 | 0.1643 | 0.4591 | no |
| WBD | 2025-08-25 | 12.00 | 0.2954 | 0.4370 | no |
| WM | 2025-08-25 | 222.82 | 0.1577 | 0.4408 | no |
| XYL | 2025-08-25 | 141.29 | 0.3235 | 0.4745 | no |