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 | 7.32% | 7.37% | 2025-12-11 | -6.84% |
| buy & hold | participation factor overlay | 6 months | complete | 7.42% | 15.69% | 2026-02-25 | -7.15% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.30% | 6.30% | 2025-12-22 | -6.10% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 7.33% | 16.33% | 2026-02-27 | -7.74% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.40% | 5.48% | 2025-12-11 | -5.31% |
| weekly rebalance | participation factor overlay | 6 months | complete | 1.44% | 7.54% | 2026-01-06 | -6.60% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.72% | 4.48% | 2025-12-11 | -5.67% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 2.65% | 6.72% | 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 |
|---|---|---|---|---|---|
| AES | 2025-09-22 | 12.46 | 0.2354 | — | no |
| AIZ | 2025-09-22 | 206.25 | 0.2064 | 0.4103 | no |
| ALGN | 2025-09-22 | 130.99 | 0.2066 | 0.4196 | no |
| AMD | 2025-09-22 | 157.42 | 0.1569 | 0.5760 | no |
| AMZN | 2025-09-22 | 230.56 | 0.2661 | 0.5138 | no |
| BEN | 2025-09-22 | 23.00 | 0.2466 | 0.4921 | no |
| BX | 2025-09-22 | 178.62 | 0.2024 | — | no |
| C | 2025-09-22 | 99.65 | 0.2392 | 0.4632 | no |
| CARR | 2025-09-22 | 59.09 | 0.2157 | 0.5007 | no |
| CCL | 2025-09-22 | 30.09 | 0.2354 | 0.4144 | no |
| CEG | 2025-09-22 | 331.12 | 0.3021 | 0.4531 | no |
| CI | 2025-09-22 | 283.67 | 0.2240 | 0.4206 | no |
| CNC | 2025-09-22 | 31.67 | 0.3771 | 0.4114 | no |
| DASH | 2025-09-22 | 264.52 | 0.2209 | 0.4617 | no |
| DECK | 2025-09-22 | 113.58 | 0.4205 | 0.4149 | no |
| DG | 2025-09-22 | 100.07 | 0.1703 | 0.5330 | no |
| DOV | 2025-09-22 | 168.62 | 0.2097 | 0.5007 | no |
| DUK | 2025-09-22 | 117.10 | 0.2210 | 0.4514 | no |
| ENPH | 2025-09-22 | 38.75 | 0.1559 | 0.4719 | no |
| FANG | 2025-09-22 | 134.97 | 0.1787 | 0.4654 | no |
| FIS | 2025-09-22 | 62.51 | 0.2365 | 0.4059 | no |
| FTV | 2025-09-22 | 47.72 | 0.1679 | 0.5019 | no |
| GLW | 2025-09-22 | 78.71 | 0.4041 | 0.4929 | no |
| IBM | 2025-09-22 | 259.86 | 0.2971 | 0.4819 | no |
| ITW | 2025-09-22 | 254.93 | 0.2146 | 0.4967 | no |
| JBHT | 2025-09-22 | 131.44 | 0.3600 | 0.4311 | no |
| JBL | 2025-09-22 | 224.16 | 0.3349 | — | no |
| KLAC | 2025-09-22 | 103.33 | 0.4971 | 0.5673 | no |
| LII | 2025-09-22 | 532.73 | 0.4173 | 0.4870 | no |
| LLY | 2025-09-22 | 743.87 | 0.2908 | 0.4214 | no |
| LMT | 2025-09-22 | 461.74 | 0.3677 | 0.5347 | no |
| LRCX | 2025-09-22 | 129.09 | 0.2110 | 0.5559 | no |
| LULU | 2025-09-22 | 169.30 | 0.1696 | 0.4235 | no |
| MCHP | 2025-09-22 | 63.83 | 0.1783 | 0.5589 | no |
| MOH | 2025-09-22 | 174.79 | 0.5454 | 0.4051 | no |
| PANW | 2025-09-22 | 206.89 | 0.1668 | 0.5325 | no |
| PLTR | 2025-09-22 | 180.88 | 0.1780 | 0.5684 | no |
| PNW | 2025-09-22 | 83.30 | 0.1882 | 0.4498 | no |
| PWR | 2025-09-22 | 384.17 | 0.2571 | 0.5144 | no |
| RF | 2025-09-22 | 25.95 | 0.2151 | 0.4120 | no |
| SBUX | 2025-09-22 | 82.13 | 0.3145 | 0.4150 | no |
| SOLV | 2025-09-22 | 73.13 | 0.1793 | 0.4479 | no |
| TDY | 2025-09-22 | 562.85 | 0.3198 | 0.4540 | no |
| TGT | 2025-09-22 | 84.59 | 0.2313 | 0.5236 | no |
| TYL | 2025-09-22 | 531.80 | 0.3529 | 0.4448 | no |
| VST | 2025-09-22 | 210.12 | 0.6163 | 0.4663 | no |
| WDAY | 2025-09-22 | 232.02 | 0.1782 | 0.4780 | no |
| WDC | 2025-09-22 | 107.01 | 0.5263 | 0.5363 | no |
| XYL | 2025-09-22 | 140.07 | 0.1582 | 0.4741 | no |
| ZBH | 2025-09-22 | 98.37 | 0.1631 | 0.4320 | no |