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 | 7.62% | 8.46% | 2025-12-11 | -4.77% |
| buy & hold | participation factor overlay | 6 months | complete | 11.83% | 18.65% | 2026-02-27 | -5.75% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.18% | 5.44% | 2025-12-11 | -4.74% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 7.97% | 14.74% | 2026-02-27 | -5.90% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.75% | 6.21% | 2025-12-11 | -5.90% |
| weekly rebalance | participation factor overlay | 6 months | complete | 0.82% | 8.40% | 2026-01-22 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.39% | 3.62% | 2025-12-11 | -6.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -0.68% | 6.39% | 2026-01-22 | -6.65% |
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 | 0.2800 | 0.4873 | no |
| AES | 2025-09-15 | 12.32 | 0.1986 | — | no |
| ALL | 2025-09-15 | 196.67 | 0.2027 | 0.4683 | no |
| AMD | 2025-09-15 | 160.01 | 0.1899 | 0.5760 | no |
| C | 2025-09-15 | 97.73 | 0.2333 | 0.4605 | no |
| CARR | 2025-09-15 | 60.96 | 0.2931 | 0.5016 | no |
| CME | 2025-09-15 | 252.43 | 0.1959 | 0.5241 | no |
| CMS | 2025-09-15 | 69.41 | 0.1840 | 0.4922 | no |
| CNC | 2025-09-15 | 33.24 | 0.2838 | 0.4090 | no |
| DASH | 2025-09-15 | 257.77 | 0.2151 | 0.4617 | no |
| DE | 2025-09-15 | 466.42 | 0.1730 | 0.4534 | no |
| DGX | 2025-09-15 | 179.22 | 0.2278 | 0.4026 | no |
| DLTR | 2025-09-15 | 97.45 | 0.4542 | 0.5251 | no |
| ENPH | 2025-09-15 | 37.86 | 0.4197 | 0.4719 | no |
| EPAM | 2025-09-15 | 157.35 | 0.2223 | 0.4360 | no |
| FAST | 2025-09-15 | 46.44 | 0.2187 | 0.4876 | no |
| FTNT | 2025-09-15 | 80.25 | 0.2411 | 0.4942 | no |
| GL | 2025-09-15 | 141.01 | 0.3331 | 0.4604 | no |
| GLW | 2025-09-15 | 77.08 | 0.5145 | 0.4929 | no |
| ICE | 2025-09-15 | 171.39 | 0.2221 | 0.5280 | no |
| INTU | 2025-09-15 | 640.17 | 0.2926 | 0.4693 | no |
| IVZ | 2025-09-15 | 21.82 | 0.1759 | 0.4970 | no |
| JBHT | 2025-09-15 | 137.32 | 0.3329 | 0.4306 | no |
| JBL | 2025-09-15 | 214.13 | 0.1722 | 0.5044 | no |
| LDOS | 2025-09-15 | 180.17 | 0.2620 | 0.5332 | no |
| LII | 2025-09-15 | 541.81 | 0.2505 | 0.4874 | no |
| LMT | 2025-09-15 | 459.59 | 0.3844 | 0.5347 | no |
| LNT | 2025-09-15 | 62.90 | 0.1726 | 0.4416 | no |
| LRCX | 2025-09-15 | 117.15 | 0.1748 | 0.5560 | no |
| LULU | 2025-09-15 | 160.73 | 0.4739 | 0.4237 | no |
| MET | 2025-09-15 | 78.65 | 0.1730 | 0.4512 | no |
| MKTX | 2025-09-15 | 182.66 | 0.2974 | 0.5507 | no |
| MNST | 2025-09-15 | 32.47 | 0.1985 | 0.4205 | no |
| MRNA | 2025-09-15 | 23.70 | 0.3470 | 0.4085 | no |
| ODFL | 2025-09-15 | 144.43 | 0.2764 | 0.4310 | no |
| PRU | 2025-09-15 | 101.46 | 0.1997 | 0.4662 | no |
| PWR | 2025-09-15 | 382.57 | 0.1693 | 0.5145 | no |
| REGN | 2025-09-15 | 555.69 | 0.1699 | 0.4369 | no |
| SBUX | 2025-09-15 | 80.04 | 0.1923 | 0.4150 | no |
| SNPS | 2025-09-15 | 431.50 | 0.1733 | 0.5527 | no |
| SO | 2025-09-15 | 89.07 | 0.2008 | 0.4413 | no |
| SOLV | 2025-09-15 | 73.33 | 0.2049 | 0.4465 | no |
| STT | 2025-09-15 | 109.93 | 0.2001 | 0.4483 | no |
| TDY | 2025-09-15 | 555.02 | 0.1772 | 0.4544 | no |
| TYL | 2025-09-15 | 544.99 | 0.3905 | 0.4455 | no |
| VICI | 2025-09-15 | 30.55 | 0.2335 | 0.4033 | no |
| WDC | 2025-09-15 | 100.26 | 0.2768 | 0.5363 | no |
| WM | 2025-09-15 | 215.02 | 0.2067 | 0.4408 | no |
| XYL | 2025-09-15 | 140.04 | 0.2588 | 0.4745 | no |
| ZBH | 2025-09-15 | 102.09 | 0.1909 | 0.4291 | no |