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 | 7.09% | 7.56% | 2025-12-22 | -4.34% |
| buy & hold | participation factor overlay | 6 months | complete | 7.86% | 17.48% | 2026-02-18 | -8.19% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.63% | 7.38% | 2025-12-11 | -4.34% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 6.46% | 16.90% | 2026-02-20 | -8.93% |
| weekly rebalance | participation factor overlay | 3 months | complete | -0.02% | 2.03% | 2025-12-11 | -7.28% |
| weekly rebalance | participation factor overlay | 6 months | complete | -1.04% | 4.55% | 2026-02-18 | -7.28% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.21% | 3.08% | 2025-12-11 | -6.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 0.49% | 6.08% | 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 |
|---|---|---|---|---|---|
| ACGL | 2025-09-29 | 90.87 | 0.2142 | 0.4468 | no |
| ADBE | 2025-09-29 | 362.04 | 0.1767 | 0.4860 | no |
| AIG | 2025-09-29 | 75.95 | 0.1692 | 0.4598 | no |
| AKAM | 2025-09-29 | 76.46 | 0.1693 | 0.4914 | no |
| BAX | 2025-09-29 | 21.96 | 0.3938 | 0.4080 | no |
| CDNS | 2025-09-29 | 352.88 | 0.1789 | 0.5525 | no |
| CNC | 2025-09-29 | 34.70 | 0.2825 | 0.4224 | no |
| CSCO | 2025-09-29 | 66.35 | 0.2554 | 0.5451 | no |
| DD | 2025-09-29 | 94.91 | 0.2111 | 0.4175 | no |
| DECK | 2025-09-29 | 107.42 | 0.1761 | 0.4150 | no |
| DLTR | 2025-09-29 | 95.40 | 0.4241 | 0.5232 | no |
| DOV | 2025-09-29 | 167.27 | 0.2023 | 0.5003 | no |
| GEN | 2025-09-29 | 28.40 | 0.3272 | 0.5303 | no |
| GILD | 2025-09-29 | 109.84 | 0.2213 | 0.4039 | no |
| GLW | 2025-09-29 | 79.21 | 0.4825 | 0.4945 | no |
| GPC | 2025-09-29 | 132.97 | 0.2538 | 0.4360 | no |
| HSIC | 2025-09-29 | 66.22 | 0.1693 | 0.4050 | no |
| IP | 2025-09-29 | 43.37 | 0.2489 | 0.4077 | no |
| JBHT | 2025-09-29 | 134.91 | 0.2954 | 0.4293 | no |
| KLAC | 2025-09-29 | 107.14 | 0.3786 | 0.5657 | no |
| LEN | 2025-09-29 | 124.92 | 0.2551 | 0.4370 | no |
| LKQ | 2025-09-29 | 29.14 | 0.1720 | 0.5259 | no |
| LLY | 2025-09-29 | 721.00 | 0.3112 | 0.4216 | no |
| LMT | 2025-09-29 | 484.48 | 0.4546 | 0.5328 | no |
| LULU | 2025-09-29 | 177.72 | 0.1721 | 0.4232 | no |
| MOH | 2025-09-29 | 192.00 | 0.5113 | 0.4211 | no |
| MRNA | 2025-09-29 | 24.82 | 0.2362 | 0.4085 | no |
| MTB | 2025-09-29 | 194.40 | 0.2271 | 0.4289 | no |
| NEE | 2025-09-29 | 73.57 | 0.1690 | 0.4560 | no |
| ON | 2025-09-29 | 50.80 | 0.1757 | 0.5460 | no |
| PANW | 2025-09-29 | 203.00 | 0.4391 | 0.5319 | no |
| PAYX | 2025-09-29 | 123.17 | 0.1813 | — | no |
| PCAR | 2025-09-29 | 98.18 | 0.1750 | 0.4629 | no |
| PEG | 2025-09-29 | 79.58 | 0.2022 | 0.4619 | no |
| PFE | 2025-09-29 | 22.23 | 0.2287 | 0.4215 | no |
| PLTR | 2025-09-29 | 179.64 | 0.1964 | 0.5646 | no |
| PNC | 2025-09-29 | 197.42 | 0.1642 | 0.4359 | no |
| PRU | 2025-09-29 | 99.34 | 0.2546 | 0.4651 | no |
| PWR | 2025-09-29 | 405.53 | 0.2088 | 0.5142 | no |
| SBUX | 2025-09-29 | 81.57 | 0.2463 | 0.4104 | no |
| SNPS | 2025-09-29 | 488.00 | 0.3365 | 0.5488 | no |
| SW | 2025-09-29 | 41.09 | 0.2223 | 0.4490 | no |
| TDG | 2025-09-29 | 1299.00 | 0.2277 | 0.5279 | no |
| TRGP | 2025-09-29 | 169.51 | 0.2119 | 0.4596 | no |
| TYL | 2025-09-29 | 530.59 | 0.2216 | 0.4443 | no |
| UHS | 2025-09-29 | 199.63 | 0.3082 | 0.4285 | no |
| VLO | 2025-09-29 | 171.37 | 0.3168 | 0.4552 | no |
| VLTO | 2025-09-29 | 104.02 | 0.2360 | 0.4683 | no |
| VTRS | 2025-09-29 | 9.22 | 0.2248 | 0.4729 | no |
| WDC | 2025-09-29 | 111.81 | 0.3729 | 0.5369 | no |