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 | 4.31% | 5.33% | 2025-12-11 | -5.19% |
| buy & hold | participation factor overlay | 6 months | complete | 3.31% | 11.83% | 2026-02-27 | -7.62% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 4.10% | 4.91% | 2025-12-11 | -5.93% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 2.29% | 11.52% | 2026-02-20 | -8.27% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.24% | 3.02% | 2025-12-11 | -5.39% |
| weekly rebalance | participation factor overlay | 6 months | complete | -2.42% | 4.99% | 2026-01-15 | -7.05% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.04% | 2.94% | 2025-12-11 | -6.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -2.00% | 4.54% | 2026-01-15 | -6.26% |
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 |
|---|---|---|---|---|---|
| BAX | 2025-09-29 | 21.96 | 0.3270 | 0.4080 | no |
| BEN | 2025-09-29 | 22.26 | 0.2110 | 0.4882 | no |
| BF.B | 2025-09-29 | 26.36 | 0.2434 | — | no |
| CSCO | 2025-09-29 | 66.35 | 0.2092 | 0.5451 | no |
| CZR | 2025-09-29 | 27.44 | 0.5074 | 0.4060 | no |
| DLTR | 2025-09-29 | 95.40 | 0.2223 | 0.5232 | no |
| ERIE | 2025-09-29 | 309.43 | 0.1989 | — | no |
| EXC | 2025-09-29 | 42.38 | 0.2088 | 0.4571 | no |
| EXE | 2025-09-29 | 103.12 | 0.2990 | 0.4910 | no |
| FDS | 2025-09-29 | 285.90 | 0.2627 | 0.4845 | no |
| FSLR | 2025-09-29 | 222.11 | 0.2254 | 0.4559 | no |
| GEN | 2025-09-29 | 28.40 | 0.2998 | 0.5303 | no |
| GLW | 2025-09-29 | 79.21 | 0.5148 | 0.4945 | no |
| GRMN | 2025-09-29 | 238.54 | 0.2658 | 0.5047 | no |
| IR | 2025-09-29 | 82.84 | 0.2187 | 0.5056 | no |
| JBHT | 2025-09-29 | 134.91 | 0.3683 | 0.4293 | no |
| JNJ | 2025-09-29 | 175.87 | 0.1885 | 0.4287 | no |
| KLAC | 2025-09-29 | 107.14 | 0.2456 | 0.5657 | no |
| KMX | 2025-09-29 | 45.20 | 0.2092 | 0.4568 | no |
| LDOS | 2025-09-29 | 184.09 | 0.2660 | 0.5284 | no |
| LEN | 2025-09-29 | 124.92 | 0.3518 | 0.4370 | no |
| LII | 2025-09-29 | 517.56 | 0.2042 | 0.4853 | no |
| LKQ | 2025-09-29 | 29.14 | 0.3980 | 0.5259 | no |
| LLY | 2025-09-29 | 721.00 | 0.3057 | 0.4216 | no |
| LMT | 2025-09-29 | 484.48 | 0.4588 | 0.5328 | no |
| LULU | 2025-09-29 | 177.72 | 0.2776 | 0.4232 | no |
| MCHP | 2025-09-29 | 63.22 | 0.2263 | 0.5582 | no |
| MOH | 2025-09-29 | 192.00 | 0.2122 | 0.4211 | no |
| MRNA | 2025-09-29 | 24.82 | 0.3334 | 0.4085 | no |
| MTB | 2025-09-29 | 194.40 | 0.2264 | 0.4289 | no |
| NEM | 2025-09-29 | 86.78 | 0.1999 | 0.5326 | no |
| PANW | 2025-09-29 | 203.00 | 0.4190 | 0.5319 | no |
| PEG | 2025-09-29 | 79.58 | 0.2155 | 0.4619 | no |
| PGR | 2025-09-29 | 229.60 | 0.2006 | 0.4889 | no |
| PLTR | 2025-09-29 | 179.64 | 0.3158 | 0.5646 | no |
| PODD | 2025-09-29 | 319.60 | 0.3435 | 0.4145 | no |
| PRU | 2025-09-29 | 99.34 | 0.2667 | 0.4651 | no |
| PWR | 2025-09-29 | 405.53 | 0.3365 | 0.5142 | no |
| SNPS | 2025-09-29 | 488.00 | 0.3181 | 0.5488 | no |
| SOLV | 2025-09-29 | 71.87 | 0.2014 | 0.4469 | no |
| TGT | 2025-09-29 | 84.92 | 0.2279 | 0.5234 | no |
| TYL | 2025-09-29 | 530.59 | 0.3456 | 0.4443 | no |
| UHS | 2025-09-29 | 199.63 | 0.2888 | 0.4285 | no |
| VLO | 2025-09-29 | 171.37 | 0.3342 | 0.4552 | no |
| VLTO | 2025-09-29 | 104.02 | 0.2199 | 0.4683 | no |
| VRSK | 2025-09-29 | 243.46 | 0.2469 | 0.4763 | no |
| VRSN | 2025-09-29 | 281.00 | 0.1877 | 0.4119 | no |
| VTR | 2025-09-29 | 67.21 | 0.1985 | 0.4144 | no |
| WDC | 2025-09-29 | 111.81 | 0.5208 | 0.5369 | no |
| WSM | 2025-09-29 | 194.23 | 0.2112 | 0.4835 | no |