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 | 7.58% | 8.65% | 2025-12-11 | -5.53% |
| buy & hold | participation factor overlay | 6 months | complete | 13.40% | 19.61% | 2026-02-27 | -5.53% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.51% | 7.28% | 2025-12-11 | -5.48% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 9.64% | 16.65% | 2026-02-27 | -6.01% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.19% | 4.53% | 2025-12-11 | -5.39% |
| weekly rebalance | participation factor overlay | 6 months | complete | -0.26% | 6.52% | 2026-01-15 | -6.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.76% | 4.04% | 2025-12-11 | -6.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -0.64% | 5.66% | 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 |
|---|---|---|---|---|---|
| ADP | 2025-09-15 | 285.29 | 0.2458 | 0.4304 | no |
| AES | 2025-09-15 | 12.32 | 0.2636 | — | no |
| AMGN | 2025-09-15 | 268.62 | 0.1886 | 0.4172 | no |
| AMT | 2025-09-15 | 188.77 | 0.1690 | 0.4024 | no |
| BALL | 2025-09-15 | 50.56 | 0.1995 | 0.4164 | no |
| C | 2025-09-15 | 97.73 | 0.2822 | 0.4605 | no |
| CARR | 2025-09-15 | 60.96 | 0.3037 | 0.5016 | no |
| CMS | 2025-09-15 | 69.41 | 0.2214 | 0.4922 | no |
| CNC | 2025-09-15 | 33.24 | 0.3166 | 0.4090 | no |
| COP | 2025-09-15 | 89.87 | 0.1702 | 0.4671 | no |
| CSCO | 2025-09-15 | 65.16 | 0.2042 | 0.5437 | no |
| DG | 2025-09-15 | 101.99 | 0.2416 | 0.5342 | no |
| DLTR | 2025-09-15 | 97.45 | 0.2688 | 0.5251 | no |
| DUK | 2025-09-15 | 117.53 | 0.1771 | 0.4514 | no |
| ENPH | 2025-09-15 | 37.86 | 0.2781 | 0.4719 | no |
| EW | 2025-09-15 | 77.64 | 0.2025 | 0.4081 | no |
| FIS | 2025-09-15 | 64.79 | 0.2867 | 0.4054 | no |
| FTNT | 2025-09-15 | 80.25 | 0.2254 | 0.4942 | no |
| GL | 2025-09-15 | 141.01 | 0.3139 | 0.4604 | no |
| GLW | 2025-09-15 | 77.08 | 0.3527 | 0.4929 | no |
| GRMN | 2025-09-15 | 234.93 | 0.2688 | 0.5066 | no |
| INTC | 2025-09-15 | 24.33 | 0.1705 | 0.5780 | no |
| JBHT | 2025-09-15 | 137.32 | 0.2155 | 0.4306 | no |
| KKR | 2025-09-15 | 142.77 | 0.3030 | 0.5039 | no |
| L | 2025-09-15 | 97.42 | 0.1709 | — | no |
| LMT | 2025-09-15 | 459.59 | 0.2948 | 0.5347 | no |
| LNT | 2025-09-15 | 62.90 | 0.2039 | 0.4416 | no |
| LULU | 2025-09-15 | 160.73 | 0.2387 | 0.4237 | no |
| LVS | 2025-09-15 | 52.32 | 0.2368 | 0.4343 | no |
| MCHP | 2025-09-15 | 62.37 | 0.2408 | 0.5590 | no |
| MRNA | 2025-09-15 | 23.70 | 0.6527 | 0.4085 | no |
| NEM | 2025-09-15 | 77.58 | 0.2219 | 0.5283 | no |
| NVDA | 2025-09-15 | 175.25 | 0.1911 | 0.5595 | no |
| PLTR | 2025-09-15 | 169.60 | 0.2213 | 0.5684 | no |
| POOL | 2025-09-15 | 317.84 | 0.1870 | 0.4076 | no |
| PRU | 2025-09-15 | 101.46 | 0.1763 | 0.4662 | no |
| PTC | 2025-09-15 | 205.12 | 0.2248 | 0.5082 | no |
| PWR | 2025-09-15 | 382.57 | 0.1818 | 0.5145 | no |
| SNPS | 2025-09-15 | 431.50 | 0.2475 | 0.5527 | no |
| SO | 2025-09-15 | 89.07 | 0.3238 | 0.4413 | no |
| STT | 2025-09-15 | 109.93 | 0.3848 | 0.4483 | no |
| STX | 2025-09-15 | 198.36 | 0.2794 | 0.5468 | no |
| TYL | 2025-09-15 | 544.99 | 0.2998 | 0.4455 | no |
| UBER | 2025-09-15 | 95.80 | 0.1849 | 0.5195 | no |
| VICI | 2025-09-15 | 30.55 | 0.1979 | 0.4033 | no |
| VRTX | 2025-09-15 | 393.00 | 0.2607 | 0.4277 | no |
| WDC | 2025-09-15 | 100.26 | 0.2035 | 0.5363 | no |
| WM | 2025-09-15 | 215.02 | 0.2685 | 0.4408 | no |
| XYL | 2025-09-15 | 140.04 | 0.2607 | 0.4745 | no |
| ZBH | 2025-09-15 | 102.09 | 0.2423 | 0.4291 | no |