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 | 6.66% | 7.19% | 2025-12-11 | -6.87% |
| buy & hold | participation factor overlay | 6 months | complete | 7.87% | 16.46% | 2026-02-20 | -7.38% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.71% | 5.96% | 2025-12-11 | -6.00% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 2.94% | 11.72% | 2026-02-20 | -7.86% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.48% | 5.60% | 2025-12-11 | -5.90% |
| weekly rebalance | participation factor overlay | 6 months | complete | -0.18% | 7.78% | 2026-01-22 | -7.38% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.44% | 3.70% | 2025-12-11 | -6.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -0.49% | 6.48% | 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 |
|---|---|---|---|---|---|
| ABNB | 2025-09-22 | 125.65 | 0.2327 | 0.4730 | no |
| AES | 2025-09-22 | 12.46 | 0.4004 | — | no |
| AIZ | 2025-09-22 | 206.25 | 0.2063 | 0.4103 | no |
| ALGN | 2025-09-22 | 130.99 | 0.1595 | 0.4196 | no |
| AMD | 2025-09-22 | 157.42 | 0.3170 | 0.5760 | no |
| APH | 2025-09-22 | 61.17 | 0.2085 | 0.4606 | no |
| BAX | 2025-09-22 | 22.96 | 0.2531 | 0.4140 | no |
| BEN | 2025-09-22 | 23.00 | 0.1885 | 0.4921 | no |
| C | 2025-09-22 | 99.65 | 0.2895 | 0.4632 | no |
| CAT | 2025-09-22 | 463.14 | 0.1854 | 0.4658 | no |
| CI | 2025-09-22 | 283.67 | 0.3718 | 0.4206 | no |
| CSCO | 2025-09-22 | 66.48 | 0.1798 | 0.5437 | no |
| DASH | 2025-09-22 | 264.52 | 0.3272 | 0.4617 | no |
| DECK | 2025-09-22 | 113.58 | 0.2196 | 0.4149 | no |
| DOV | 2025-09-22 | 168.62 | 0.2100 | 0.5007 | no |
| DUK | 2025-09-22 | 117.10 | 0.1741 | 0.4514 | no |
| ED | 2025-09-22 | 93.29 | 0.1731 | — | no |
| FDS | 2025-09-22 | 289.32 | 0.3654 | 0.4895 | no |
| FSLR | 2025-09-22 | 213.23 | 0.2855 | 0.4543 | no |
| GLW | 2025-09-22 | 78.71 | 0.4111 | 0.4929 | no |
| GPC | 2025-09-22 | 136.05 | 0.2861 | 0.4364 | no |
| GRMN | 2025-09-22 | 230.87 | 0.1605 | 0.5066 | no |
| IBM | 2025-09-22 | 259.86 | 0.2912 | 0.4819 | no |
| ITW | 2025-09-22 | 254.93 | 0.2536 | 0.4967 | no |
| JBHT | 2025-09-22 | 131.44 | 0.2565 | 0.4311 | no |
| JBL | 2025-09-22 | 224.16 | 0.2968 | — | no |
| KLAC | 2025-09-22 | 103.33 | 0.4324 | 0.5673 | no |
| LEN | 2025-09-22 | 122.29 | 0.2502 | 0.4350 | no |
| LII | 2025-09-22 | 532.73 | 0.2482 | 0.4870 | no |
| LLY | 2025-09-22 | 743.87 | 0.3004 | 0.4214 | no |
| LMT | 2025-09-22 | 461.74 | 0.2383 | 0.5347 | no |
| LRCX | 2025-09-22 | 129.09 | 0.1742 | 0.5559 | no |
| MCHP | 2025-09-22 | 63.83 | 0.1676 | 0.5589 | no |
| ON | 2025-09-22 | 51.23 | 0.2364 | 0.5465 | no |
| PANW | 2025-09-22 | 206.89 | 0.4709 | 0.5325 | no |
| PEG | 2025-09-22 | 78.94 | 0.2605 | 0.4617 | no |
| PHM | 2025-09-22 | 130.16 | 0.2498 | 0.4652 | no |
| PLTR | 2025-09-22 | 180.88 | 0.3240 | 0.5684 | no |
| PWR | 2025-09-22 | 384.17 | 0.3391 | 0.5144 | no |
| RF | 2025-09-22 | 25.95 | 0.2212 | 0.4120 | no |
| RTX | 2025-09-22 | 155.76 | 0.1599 | 0.5326 | no |
| SBUX | 2025-09-22 | 82.13 | 0.2198 | 0.4150 | no |
| TGT | 2025-09-22 | 84.59 | 0.1621 | 0.5236 | no |
| TYL | 2025-09-22 | 531.80 | 0.2459 | 0.4448 | no |
| VRSN | 2025-09-22 | 277.24 | 0.1961 | 0.4119 | no |
| VST | 2025-09-22 | 210.12 | 0.5780 | 0.4663 | no |
| WDC | 2025-09-22 | 107.01 | 0.4446 | 0.5363 | no |
| WSM | 2025-09-22 | 194.84 | 0.1633 | 0.4845 | no |
| XYL | 2025-09-22 | 140.07 | 0.2144 | 0.4741 | no |
| ZBH | 2025-09-22 | 98.37 | 0.2537 | 0.4320 | no |