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 | 6.26% | 7.37% | 2025-12-11 | -6.06% |
| buy & hold | participation factor overlay | 6 months | complete | 9.51% | 16.32% | 2026-02-25 | -6.06% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.55% | 7.81% | 2025-12-11 | -5.77% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 9.27% | 16.19% | 2026-02-25 | -5.96% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.20% | 2.83% | 2025-12-11 | -7.28% |
| weekly rebalance | participation factor overlay | 6 months | complete | -0.03% | 5.37% | 2026-02-18 | -7.28% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.44% | 3.79% | 2025-12-11 | -6.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 1.61% | 6.82% | 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 |
|---|---|---|---|---|---|
| ADBE | 2025-09-15 | 350.50 | 0.2296 | 0.4873 | no |
| ADP | 2025-09-15 | 285.29 | 0.1652 | 0.4304 | no |
| AES | 2025-09-15 | 12.32 | 0.2441 | — | no |
| AMD | 2025-09-15 | 160.01 | 0.1849 | 0.5760 | no |
| AMT | 2025-09-15 | 188.77 | 0.2257 | 0.4024 | no |
| BA | 2025-09-15 | 216.25 | 0.2284 | 0.5225 | no |
| BALL | 2025-09-15 | 50.56 | 0.2870 | 0.4164 | no |
| C | 2025-09-15 | 97.73 | 0.2829 | 0.4605 | no |
| CNC | 2025-09-15 | 33.24 | 0.1692 | 0.4090 | no |
| DG | 2025-09-15 | 101.99 | 0.2326 | 0.5342 | no |
| DLTR | 2025-09-15 | 97.45 | 0.3634 | 0.5251 | no |
| DOW | 2025-09-15 | 24.03 | 0.3765 | 0.4110 | no |
| ENPH | 2025-09-15 | 37.86 | 0.3953 | 0.4719 | no |
| EXC | 2025-09-15 | 41.83 | 0.1709 | 0.4566 | no |
| FAST | 2025-09-15 | 46.44 | 0.1653 | 0.4876 | no |
| FIS | 2025-09-15 | 64.79 | 0.1740 | 0.4054 | no |
| GL | 2025-09-15 | 141.01 | 0.1902 | 0.4604 | no |
| GLW | 2025-09-15 | 77.08 | 0.5073 | 0.4929 | no |
| ICE | 2025-09-15 | 171.39 | 0.1929 | 0.5280 | no |
| JBHT | 2025-09-15 | 137.32 | 0.3339 | 0.4306 | no |
| JBL | 2025-09-15 | 214.13 | 0.2030 | 0.5044 | no |
| KEYS | 2025-09-15 | 170.97 | 0.2409 | 0.5046 | no |
| KKR | 2025-09-15 | 142.77 | 0.2291 | 0.5039 | no |
| LMT | 2025-09-15 | 459.59 | 0.4422 | 0.5347 | no |
| LULU | 2025-09-15 | 160.73 | 0.5210 | 0.4237 | no |
| LVS | 2025-09-15 | 52.32 | 0.2657 | 0.4343 | no |
| MCHP | 2025-09-15 | 62.37 | 0.2177 | 0.5590 | no |
| META | 2025-09-15 | 755.00 | 0.1685 | 0.5190 | no |
| MKTX | 2025-09-15 | 182.66 | 0.2828 | 0.5507 | no |
| MRNA | 2025-09-15 | 23.70 | 0.6031 | 0.4085 | no |
| NEM | 2025-09-15 | 77.58 | 0.1984 | 0.5283 | no |
| NOW | 2025-09-15 | 186.09 | 0.2549 | 0.4998 | no |
| NVDA | 2025-09-15 | 175.25 | 0.2341 | 0.5595 | no |
| NVR | 2025-09-15 | 8422.00 | 0.1886 | — | no |
| PLTR | 2025-09-15 | 169.60 | 0.4314 | 0.5684 | no |
| PRU | 2025-09-15 | 101.46 | 0.2548 | 0.4662 | no |
| RF | 2025-09-15 | 26.14 | 0.2170 | 0.4094 | no |
| SO | 2025-09-15 | 89.07 | 0.1683 | 0.4413 | no |
| SOLV | 2025-09-15 | 73.33 | 0.2450 | 0.4465 | no |
| STT | 2025-09-15 | 109.93 | 0.3870 | 0.4483 | no |
| STX | 2025-09-15 | 198.36 | 0.2235 | 0.5468 | no |
| TSCO | 2025-09-15 | 59.11 | 0.1737 | 0.4898 | no |
| TYL | 2025-09-15 | 544.99 | 0.2530 | 0.4455 | no |
| UHS | 2025-09-15 | 190.71 | 0.2470 | 0.4033 | no |
| VICI | 2025-09-15 | 30.55 | 0.2008 | 0.4033 | no |
| VRSN | 2025-09-15 | 283.03 | 0.2904 | 0.4119 | no |
| WDC | 2025-09-15 | 100.26 | 0.2596 | 0.5363 | no |
| WM | 2025-09-15 | 215.02 | 0.2334 | 0.4408 | no |
| WY | 2025-09-15 | 24.12 | 0.1745 | 0.4478 | no |
| XYL | 2025-09-15 | 140.04 | 0.2696 | 0.4745 | no |