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 | 7.47% | 8.57% | 2025-12-11 | -5.99% |
| buy & hold | participation factor overlay | 6 months | complete | 10.42% | 17.23% | 2026-02-25 | -5.99% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.14% | 7.82% | 2025-12-11 | -5.20% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 6.97% | 14.17% | 2026-02-10 | -6.31% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.93% | 6.34% | 2025-12-11 | -5.31% |
| weekly rebalance | participation factor overlay | 6 months | complete | 1.26% | 8.42% | 2026-01-06 | -6.60% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.02% | 5.16% | 2025-12-11 | -5.67% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 2.85% | 7.43% | 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 |
|---|---|---|---|---|---|
| ADP | 2025-09-15 | 285.29 | 0.2233 | 0.4304 | no |
| AKAM | 2025-09-15 | 76.87 | 0.1934 | 0.4923 | no |
| AMD | 2025-09-15 | 160.01 | 0.2886 | 0.5760 | no |
| AMP | 2025-09-15 | 492.06 | 0.1797 | 0.4642 | no |
| BMY | 2025-09-15 | 44.20 | 0.2251 | 0.4310 | no |
| C | 2025-09-15 | 97.73 | 0.3476 | 0.4605 | no |
| CARR | 2025-09-15 | 60.96 | 0.2518 | 0.5016 | no |
| CAT | 2025-09-15 | 429.96 | 0.1976 | 0.4658 | no |
| CNC | 2025-09-15 | 33.24 | 0.1654 | 0.4090 | no |
| CSCO | 2025-09-15 | 65.16 | 0.3512 | 0.5437 | no |
| DGX | 2025-09-15 | 179.22 | 0.2393 | 0.4026 | no |
| DLTR | 2025-09-15 | 97.45 | 0.2559 | 0.5251 | no |
| ENPH | 2025-09-15 | 37.86 | 0.4126 | 0.4719 | no |
| EPAM | 2025-09-15 | 157.35 | 0.2162 | 0.4360 | no |
| EXC | 2025-09-15 | 41.83 | 0.1950 | 0.4566 | no |
| FAST | 2025-09-15 | 46.44 | 0.1757 | 0.4876 | no |
| GL | 2025-09-15 | 141.01 | 0.2608 | 0.4604 | no |
| GLW | 2025-09-15 | 77.08 | 0.4723 | 0.4929 | no |
| HRL | 2025-09-15 | 23.87 | 0.2374 | 0.4489 | no |
| IVZ | 2025-09-15 | 21.82 | 0.1673 | 0.4970 | no |
| LDOS | 2025-09-15 | 180.17 | 0.1948 | 0.5332 | no |
| LII | 2025-09-15 | 541.81 | 0.3532 | 0.4874 | no |
| LMT | 2025-09-15 | 459.59 | 0.3464 | 0.5347 | no |
| LULU | 2025-09-15 | 160.73 | 0.1996 | 0.4237 | no |
| LVS | 2025-09-15 | 52.32 | 0.3016 | 0.4343 | no |
| MCHP | 2025-09-15 | 62.37 | 0.3228 | 0.5590 | no |
| MET | 2025-09-15 | 78.65 | 0.2434 | 0.4512 | no |
| MKTX | 2025-09-15 | 182.66 | 0.2281 | 0.5507 | no |
| MRNA | 2025-09-15 | 23.70 | 0.5852 | 0.4085 | no |
| MTCH | 2025-09-15 | 36.93 | 0.1680 | 0.4119 | no |
| NEM | 2025-09-15 | 77.58 | 0.2065 | 0.5283 | no |
| NVDA | 2025-09-15 | 175.25 | 0.2328 | 0.5595 | no |
| NVR | 2025-09-15 | 8422.00 | 0.1969 | — | no |
| PLTR | 2025-09-15 | 169.60 | 0.2478 | 0.5684 | no |
| POOL | 2025-09-15 | 317.84 | 0.1707 | 0.4076 | no |
| PRU | 2025-09-15 | 101.46 | 0.2443 | 0.4662 | no |
| PTC | 2025-09-15 | 205.12 | 0.1955 | 0.5082 | no |
| RF | 2025-09-15 | 26.14 | 0.3140 | 0.4094 | no |
| SNPS | 2025-09-15 | 431.50 | 0.2282 | 0.5527 | no |
| SO | 2025-09-15 | 89.07 | 0.2025 | 0.4413 | no |
| STLD | 2025-09-15 | 129.20 | 0.1794 | 0.5056 | no |
| STT | 2025-09-15 | 109.93 | 0.3524 | 0.4483 | no |
| STX | 2025-09-15 | 198.36 | 0.3619 | 0.5468 | no |
| TDY | 2025-09-15 | 555.02 | 0.3214 | 0.4544 | no |
| TYL | 2025-09-15 | 544.99 | 0.3154 | 0.4455 | no |
| UBER | 2025-09-15 | 95.80 | 0.1888 | 0.5195 | no |
| UNP | 2025-09-15 | 211.55 | 0.2257 | 0.4379 | no |
| VRSN | 2025-09-15 | 283.03 | 0.1645 | 0.4119 | no |
| VRTX | 2025-09-15 | 393.00 | 0.2870 | 0.4277 | no |
| WDC | 2025-09-15 | 100.26 | 0.1922 | 0.5363 | no |