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 | 4.23% | 5.12% | 2025-12-11 | -6.41% |
| buy & hold | participation factor overlay | 6 months | complete | 3.61% | 12.56% | 2026-02-27 | -7.95% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.75% | 4.42% | 2025-12-11 | -6.12% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 3.70% | 13.41% | 2026-02-27 | -8.56% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.44% | 5.23% | 2025-12-11 | -5.90% |
| weekly rebalance | participation factor overlay | 6 months | complete | -1.12% | 7.40% | 2026-01-22 | -7.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.86% | 3.67% | 2025-12-11 | -6.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -1.02% | 6.44% | 2026-01-22 | -7.01% |
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 | 0.1645 | 0.4468 | no |
| ALGN | 2025-09-29 | 127.94 | 0.1923 | 0.4199 | no |
| BAX | 2025-09-29 | 21.96 | 0.3439 | 0.4080 | no |
| BLDR | 2025-09-29 | 118.95 | 0.2654 | 0.4408 | no |
| CZR | 2025-09-29 | 27.44 | 0.2099 | 0.4060 | no |
| DD | 2025-09-29 | 94.91 | 0.1536 | 0.4175 | no |
| DLTR | 2025-09-29 | 95.40 | 0.3647 | 0.5232 | no |
| DOV | 2025-09-29 | 167.27 | 0.2470 | 0.5003 | no |
| DXCM | 2025-09-29 | 67.34 | 0.2725 | 0.4082 | no |
| ERIE | 2025-09-29 | 309.43 | 0.2044 | — | no |
| EXC | 2025-09-29 | 42.38 | 0.2074 | 0.4571 | no |
| FDS | 2025-09-29 | 285.90 | 0.2814 | 0.4845 | no |
| FFIV | 2025-09-29 | 327.47 | 0.1992 | 0.4938 | no |
| FIS | 2025-09-29 | 62.11 | 0.1656 | 0.4050 | no |
| FSLR | 2025-09-29 | 222.11 | 0.3044 | 0.4559 | no |
| FTNT | 2025-09-29 | 84.88 | 0.1722 | 0.4942 | no |
| GEN | 2025-09-29 | 28.40 | 0.1608 | 0.5303 | no |
| GILD | 2025-09-29 | 109.84 | 0.1561 | 0.4039 | no |
| GLW | 2025-09-29 | 79.21 | 0.5496 | 0.4945 | no |
| GRMN | 2025-09-29 | 238.54 | 0.3301 | 0.5047 | no |
| HII | 2025-09-29 | 276.78 | 0.1826 | 0.5139 | no |
| JBHT | 2025-09-29 | 134.91 | 0.3870 | 0.4293 | no |
| KLAC | 2025-09-29 | 107.14 | 0.2802 | 0.5657 | no |
| LEN | 2025-09-29 | 124.92 | 0.4904 | 0.4370 | no |
| LII | 2025-09-29 | 517.56 | 0.3362 | 0.4853 | no |
| LKQ | 2025-09-29 | 29.14 | 0.2059 | 0.5259 | no |
| LLY | 2025-09-29 | 721.00 | 0.2454 | 0.4216 | no |
| LMT | 2025-09-29 | 484.48 | 0.3037 | 0.5328 | no |
| LOW | 2025-09-29 | 251.95 | 0.1961 | 0.4491 | no |
| MCD | 2025-09-29 | 298.21 | 0.2026 | 0.4090 | no |
| MCHP | 2025-09-29 | 63.22 | 0.1681 | 0.5582 | no |
| MOH | 2025-09-29 | 192.00 | 0.2078 | 0.4211 | no |
| MRNA | 2025-09-29 | 24.82 | 0.3807 | 0.4085 | no |
| NDAQ | 2025-09-29 | 86.66 | 0.2415 | 0.5059 | no |
| NI | 2025-09-29 | 41.52 | 0.2139 | 0.4812 | no |
| PANW | 2025-09-29 | 203.00 | 0.4719 | 0.5319 | no |
| PEG | 2025-09-29 | 79.58 | 0.2794 | 0.4619 | no |
| PFE | 2025-09-29 | 22.23 | 0.1559 | 0.4215 | no |
| PLTR | 2025-09-29 | 179.64 | 0.5073 | 0.5646 | no |
| PWR | 2025-09-29 | 405.53 | 0.2823 | 0.5142 | no |
| PYPL | 2025-09-29 | 67.21 | 0.1765 | 0.4128 | no |
| SNPS | 2025-09-29 | 488.00 | 0.3868 | 0.5488 | no |
| TRMB | 2025-09-29 | 82.00 | 0.1854 | 0.4790 | no |
| TT | 2025-09-29 | 415.92 | 0.1767 | 0.5024 | no |
| TYL | 2025-09-29 | 530.59 | 0.4030 | 0.4443 | no |
| UHS | 2025-09-29 | 199.63 | 0.3135 | 0.4285 | no |
| VLO | 2025-09-29 | 171.37 | 0.2416 | 0.4552 | no |
| VLTO | 2025-09-29 | 104.02 | 0.2531 | 0.4683 | no |
| VRSK | 2025-09-29 | 243.46 | 0.4026 | 0.4763 | no |
| WDC | 2025-09-29 | 111.81 | 0.4305 | 0.5369 | no |