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 | 5.20% | 5.56% | 2025-12-11 | -7.53% |
| buy & hold | participation factor overlay | 6 months | complete | 4.51% | 13.03% | 2026-02-27 | -7.54% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 4.23% | 4.66% | 2025-10-27 | -6.89% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 3.91% | 11.77% | 2026-02-27 | -7.03% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.71% | 3.72% | 2025-12-11 | -5.39% |
| weekly rebalance | participation factor overlay | 6 months | complete | -0.20% | 5.69% | 2026-01-15 | -6.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.58% | 3.72% | 2025-12-11 | -6.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -0.39% | 5.34% | 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 |
|---|---|---|---|---|---|
| ABNB | 2025-09-22 | 125.65 | 0.3360 | 0.4730 | no |
| AES | 2025-09-22 | 12.46 | 0.3141 | — | no |
| ALGN | 2025-09-22 | 130.99 | 0.2660 | 0.4196 | no |
| AMD | 2025-09-22 | 157.42 | 0.3593 | 0.5760 | no |
| ANET | 2025-09-22 | 148.78 | 0.1931 | 0.5028 | no |
| APH | 2025-09-22 | 61.17 | 0.1772 | 0.4606 | no |
| BAX | 2025-09-22 | 22.96 | 0.3939 | 0.4140 | no |
| BEN | 2025-09-22 | 23.00 | 0.2935 | 0.4921 | no |
| BLK | 2025-09-22 | 1113.40 | 0.2649 | 0.4991 | no |
| C | 2025-09-22 | 99.65 | 0.2112 | 0.4632 | no |
| CEG | 2025-09-22 | 331.12 | 0.1900 | 0.4531 | no |
| CI | 2025-09-22 | 283.67 | 0.2666 | 0.4206 | no |
| CNC | 2025-09-22 | 31.67 | 0.5317 | 0.4114 | no |
| DASH | 2025-09-22 | 264.52 | 0.2091 | 0.4617 | no |
| DUK | 2025-09-22 | 117.10 | 0.1910 | 0.4514 | no |
| ED | 2025-09-22 | 93.29 | 0.2077 | — | no |
| FDS | 2025-09-22 | 289.32 | 0.1803 | 0.4895 | no |
| FDX | 2025-09-22 | 182.25 | 0.1737 | 0.4292 | no |
| FICO | 2025-09-22 | 1475.00 | 0.2026 | 0.4811 | no |
| FIS | 2025-09-22 | 62.51 | 0.1927 | 0.4059 | no |
| GLW | 2025-09-22 | 78.71 | 0.2599 | 0.4929 | no |
| HUM | 2025-09-22 | 247.23 | 0.2065 | 0.4191 | no |
| ITW | 2025-09-22 | 254.93 | 0.2159 | 0.4967 | no |
| JBHT | 2025-09-22 | 131.44 | 0.4033 | 0.4311 | no |
| JBL | 2025-09-22 | 224.16 | 0.2581 | — | no |
| KLAC | 2025-09-22 | 103.33 | 0.2036 | 0.5673 | no |
| LEN | 2025-09-22 | 122.29 | 0.2028 | 0.4350 | no |
| LII | 2025-09-22 | 532.73 | 0.1822 | 0.4870 | no |
| LLY | 2025-09-22 | 743.87 | 0.3383 | 0.4214 | no |
| LMT | 2025-09-22 | 461.74 | 0.3868 | 0.5347 | no |
| LNT | 2025-09-22 | 62.22 | 0.1932 | 0.4416 | no |
| MCHP | 2025-09-22 | 63.83 | 0.1817 | 0.5589 | no |
| MOH | 2025-09-22 | 174.79 | 0.4144 | 0.4051 | no |
| MRNA | 2025-09-22 | 25.11 | 0.1932 | 0.4085 | no |
| NOW | 2025-09-22 | 190.78 | 0.2904 | 0.4998 | no |
| NSC | 2025-09-22 | 279.76 | 0.2023 | 0.4390 | no |
| OTIS | 2025-09-22 | 87.52 | 0.1969 | 0.5218 | no |
| OXY | 2025-09-22 | 44.86 | 0.1924 | 0.4720 | no |
| PANW | 2025-09-22 | 206.89 | 0.3867 | 0.5325 | no |
| PEG | 2025-09-22 | 78.94 | 0.2506 | 0.4617 | no |
| PLTR | 2025-09-22 | 180.88 | 0.2873 | 0.5684 | no |
| SBUX | 2025-09-22 | 82.13 | 0.2295 | 0.4150 | no |
| SO | 2025-09-22 | 88.94 | 0.1993 | 0.4413 | no |
| SOLV | 2025-09-22 | 73.13 | 0.1844 | 0.4479 | no |
| TYL | 2025-09-22 | 531.80 | 0.1981 | 0.4448 | no |
| VLTO | 2025-09-22 | 106.06 | 0.2031 | 0.4690 | no |
| VST | 2025-09-22 | 210.12 | 0.4510 | 0.4663 | no |
| WDC | 2025-09-22 | 107.01 | 0.4470 | 0.5363 | no |
| WY | 2025-09-22 | 23.35 | 0.1746 | 0.4478 | no |
| ZBH | 2025-09-22 | 98.37 | 0.2782 | 0.4320 | no |