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 | 5.29% | 6.00% | 2025-12-11 | -6.17% |
| buy & hold | participation factor overlay | 6 months | complete | 4.77% | 13.08% | 2026-02-27 | -7.35% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.23% | 5.63% | 2025-12-11 | -6.24% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 4.14% | 12.16% | 2026-02-27 | -7.15% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.23% | 2.67% | 2025-12-11 | -7.28% |
| weekly rebalance | participation factor overlay | 6 months | complete | 0.02% | 5.22% | 2026-02-18 | -7.28% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.31% | 3.73% | 2025-12-11 | -6.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 1.61% | 6.76% | 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 |
|---|---|---|---|---|---|
| ABNB | 2025-09-22 | 125.65 | 0.2402 | 0.4730 | no |
| AES | 2025-09-22 | 12.46 | 0.3668 | — | no |
| ALGN | 2025-09-22 | 130.99 | 0.3332 | 0.4196 | no |
| AMD | 2025-09-22 | 157.42 | 0.4446 | 0.5760 | no |
| BAX | 2025-09-22 | 22.96 | 0.2041 | 0.4140 | no |
| BEN | 2025-09-22 | 23.00 | 0.2016 | 0.4921 | no |
| C | 2025-09-22 | 99.65 | 0.3028 | 0.4632 | no |
| CARR | 2025-09-22 | 59.09 | 0.1799 | 0.5007 | no |
| CEG | 2025-09-22 | 331.12 | 0.2307 | 0.4531 | no |
| CI | 2025-09-22 | 283.67 | 0.1706 | 0.4206 | no |
| CNC | 2025-09-22 | 31.67 | 0.3180 | 0.4114 | no |
| CSCO | 2025-09-22 | 66.48 | 0.1862 | 0.5437 | no |
| DE | 2025-09-22 | 462.15 | 0.2187 | 0.4534 | no |
| DECK | 2025-09-22 | 113.58 | 0.1926 | 0.4149 | no |
| GL | 2025-09-22 | 143.19 | 0.1550 | 0.4607 | no |
| GLW | 2025-09-22 | 78.71 | 0.4262 | 0.4929 | no |
| GPC | 2025-09-22 | 136.05 | 0.1661 | 0.4364 | no |
| HUM | 2025-09-22 | 247.23 | 0.1873 | 0.4191 | no |
| IBM | 2025-09-22 | 259.86 | 0.2728 | 0.4819 | no |
| ITW | 2025-09-22 | 254.93 | 0.1670 | 0.4967 | no |
| JBHT | 2025-09-22 | 131.44 | 0.2364 | 0.4311 | no |
| JBL | 2025-09-22 | 224.16 | 0.1601 | — | no |
| KLAC | 2025-09-22 | 103.33 | 0.2775 | 0.5673 | no |
| LEN | 2025-09-22 | 122.29 | 0.1643 | 0.4350 | no |
| LII | 2025-09-22 | 532.73 | 0.4621 | 0.4870 | no |
| LLY | 2025-09-22 | 743.87 | 0.2379 | 0.4214 | no |
| LMT | 2025-09-22 | 461.74 | 0.3089 | 0.5347 | no |
| MOH | 2025-09-22 | 174.79 | 0.4778 | 0.4051 | no |
| MRK | 2025-09-22 | 79.43 | 0.1607 | 0.4023 | no |
| NOW | 2025-09-22 | 190.78 | 0.2432 | 0.4998 | no |
| OXY | 2025-09-22 | 44.86 | 0.2117 | 0.4720 | no |
| PANW | 2025-09-22 | 206.89 | 0.3808 | 0.5325 | no |
| PEG | 2025-09-22 | 78.94 | 0.1776 | 0.4617 | no |
| PGR | 2025-09-22 | 227.09 | 0.2033 | 0.4916 | no |
| PLTR | 2025-09-22 | 180.88 | 0.3520 | 0.5684 | no |
| PWR | 2025-09-22 | 384.17 | 0.2343 | 0.5144 | no |
| RF | 2025-09-22 | 25.95 | 0.2253 | 0.4120 | no |
| SOLV | 2025-09-22 | 73.13 | 0.2754 | 0.4479 | no |
| TDY | 2025-09-22 | 562.85 | 0.3165 | 0.4540 | no |
| TGT | 2025-09-22 | 84.59 | 0.2076 | 0.5236 | no |
| TSLA | 2025-09-22 | 431.11 | 0.2168 | 0.4629 | no |
| TYL | 2025-09-22 | 531.80 | 0.3251 | 0.4448 | no |
| UHS | 2025-09-22 | 188.87 | 0.1912 | 0.4054 | no |
| VLTO | 2025-09-22 | 106.06 | 0.1885 | 0.4690 | no |
| VST | 2025-09-22 | 210.12 | 0.4317 | 0.4663 | no |
| WDC | 2025-09-22 | 107.01 | 0.4913 | 0.5363 | no |
| WY | 2025-09-22 | 23.35 | 0.1590 | 0.4478 | no |
| XYL | 2025-09-22 | 140.07 | 0.1832 | 0.4741 | no |
| YUM | 2025-09-22 | 142.85 | 0.1509 | 0.4059 | no |
| ZBH | 2025-09-22 | 98.37 | 0.2114 | 0.4320 | no |