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 | 4.89% | 6.09% | 2025-10-27 | -4.97% |
| buy & hold | participation factor overlay | 6 months | complete | 24.81% | 24.81% | 2026-02-25 | -4.97% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 1.95% | 3.01% | 2025-10-27 | -4.84% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 16.08% | 16.08% | 2026-02-25 | -4.84% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.79% | 4.46% | 2025-11-12 | -5.31% |
| weekly rebalance | participation factor overlay | 6 months | complete | 6.39% | 8.56% | 2026-01-06 | -5.60% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.64% | 4.47% | 2025-10-27 | -5.67% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.03% | 7.48% | 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 |
|---|---|---|---|---|---|
| ALB | 2025-08-25 | 79.38 | 0.1759 | 0.4140 | no |
| AMAT | 2025-08-25 | 161.42 | 0.1647 | 0.5547 | no |
| AMD | 2025-08-25 | 165.55 | 0.3096 | 0.5774 | no |
| AMGN | 2025-08-25 | 284.71 | 0.3106 | 0.4172 | no |
| AMP | 2025-08-25 | 509.72 | 0.1705 | 0.4642 | no |
| AMT | 2025-08-25 | 203.15 | 0.1930 | 0.4024 | no |
| APA | 2025-08-25 | 20.92 | 0.2006 | 0.4719 | no |
| BAX | 2025-08-25 | 24.29 | 0.1883 | 0.4074 | no |
| BBY | 2025-08-25 | 70.11 | 0.3666 | 0.4620 | no |
| C | 2025-08-25 | 93.26 | 0.2345 | 0.4605 | no |
| CAG | 2025-08-25 | 18.22 | 0.2052 | 0.4287 | no |
| CAT | 2025-08-25 | 431.12 | 0.3150 | 0.4658 | no |
| CFG | 2025-08-25 | 49.16 | 0.2315 | 0.4140 | no |
| CMG | 2025-08-25 | 43.55 | 0.2265 | 0.4280 | no |
| CMI | 2025-08-25 | 395.42 | 0.1911 | 0.4882 | no |
| CNC | 2025-08-25 | 29.40 | 0.1996 | 0.4090 | no |
| CVS | 2025-08-25 | 69.15 | 0.2012 | 0.4057 | no |
| EFX | 2025-08-25 | 249.96 | 0.2639 | 0.4744 | no |
| EVRG | 2025-08-25 | 69.74 | 0.1841 | 0.4202 | no |
| FOX | 2025-08-25 | 53.58 | 0.2318 | — | no |
| FTV | 2025-08-25 | 48.85 | 0.2131 | 0.5032 | no |
| GD | 2025-08-25 | 314.30 | 0.1610 | 0.5723 | no |
| GEN | 2025-08-25 | 30.95 | 0.2842 | 0.5303 | no |
| GEV | 2025-08-25 | 607.45 | 0.1821 | 0.4938 | no |
| GL | 2025-08-25 | 139.84 | 0.1788 | 0.4604 | no |
| GLW | 2025-08-25 | 64.92 | 0.2342 | 0.4929 | no |
| GNRC | 2025-08-25 | 194.45 | 0.3316 | 0.4134 | no |
| HWM | 2025-08-25 | 170.99 | 0.2698 | 0.5267 | no |
| INTC | 2025-08-25 | 25.50 | 0.6469 | 0.5800 | no |
| JBL | 2025-08-25 | 209.99 | 0.1937 | 0.5046 | no |
| LII | 2025-08-25 | 581.34 | 0.4458 | 0.4872 | no |
| MCHP | 2025-08-25 | 67.38 | 0.2392 | 0.5603 | no |
| MGM | 2025-08-25 | 38.07 | 0.2288 | 0.4228 | no |
| MNST | 2025-08-25 | 31.32 | 0.2495 | 0.4229 | no |
| MOH | 2025-08-25 | 175.00 | 0.1691 | 0.4024 | no |
| MRNA | 2025-08-25 | 27.12 | 0.7666 | 0.4085 | no |
| MSFT | 2025-08-25 | 502.50 | 0.1674 | 0.4713 | no |
| O | 2025-08-25 | 55.39 | 0.1912 | 0.4057 | no |
| PCG | 2025-08-25 | 14.96 | 0.2479 | 0.4520 | no |
| PNW | 2025-08-25 | 87.61 | 0.1981 | 0.4498 | no |
| PPG | 2025-08-25 | 110.76 | 0.2101 | 0.4056 | no |
| RF | 2025-08-25 | 25.46 | 0.2344 | 0.4094 | no |
| TKO | 2025-08-25 | 182.41 | 0.3484 | 0.4541 | no |
| TPL | 2025-08-25 | 302.38 | 0.5692 | 0.4424 | no |
| TTWO | 2025-08-25 | 228.67 | 0.2350 | 0.4245 | no |
| TYL | 2025-08-25 | 563.61 | 0.1871 | 0.4455 | no |
| ULTA | 2025-08-25 | 527.02 | 0.2162 | 0.4051 | no |
| USB | 2025-08-25 | 46.26 | 0.3099 | 0.4591 | no |
| VRTX | 2025-08-25 | 395.52 | 0.1873 | 0.4277 | no |
| WBD | 2025-08-25 | 12.00 | 0.1690 | 0.4370 | no |