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 | 4.09% | 4.66% | 2025-12-11 | -6.17% |
| buy & hold | participation factor overlay | 6 months | complete | -1.04% | 9.14% | 2026-01-22 | -9.33% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.12% | 5.50% | 2025-12-11 | -5.05% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 2.74% | 13.42% | 2026-02-27 | -9.42% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.77% | 4.74% | 2025-12-11 | -5.31% |
| weekly rebalance | participation factor overlay | 6 months | complete | 0.70% | 6.79% | 2026-01-06 | -6.60% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.24% | 3.77% | 2025-12-11 | -5.67% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 2.16% | 6.00% | 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 |
|---|---|---|---|---|---|
| AIZ | 2025-09-29 | 212.58 | 0.2544 | 0.4070 | no |
| AJG | 2025-09-29 | 299.62 | 0.1856 | 0.4645 | no |
| BAX | 2025-09-29 | 21.96 | 0.1894 | 0.4080 | no |
| BEN | 2025-09-29 | 22.26 | 0.2081 | 0.4882 | no |
| BLDR | 2025-09-29 | 118.95 | 0.3283 | 0.4408 | no |
| CDNS | 2025-09-29 | 352.88 | 0.1915 | 0.5525 | no |
| CSCO | 2025-09-29 | 66.35 | 0.1978 | 0.5451 | no |
| DASH | 2025-09-29 | 267.67 | 0.1983 | 0.4623 | no |
| DD | 2025-09-29 | 94.91 | 0.2304 | 0.4175 | no |
| DECK | 2025-09-29 | 107.42 | 0.2575 | 0.4150 | no |
| DLTR | 2025-09-29 | 95.40 | 0.3834 | 0.5232 | no |
| DXCM | 2025-09-29 | 67.34 | 0.2614 | 0.4082 | no |
| EXE | 2025-09-29 | 103.12 | 0.2995 | 0.4910 | no |
| FSLR | 2025-09-29 | 222.11 | 0.1858 | 0.4559 | no |
| GD | 2025-09-29 | 329.19 | 0.2211 | 0.5711 | no |
| GEN | 2025-09-29 | 28.40 | 0.4083 | 0.5303 | no |
| GILD | 2025-09-29 | 109.84 | 0.2928 | 0.4039 | no |
| GLW | 2025-09-29 | 79.21 | 0.7867 | 0.4945 | no |
| GOOG | 2025-09-29 | 247.63 | 0.2185 | — | no |
| GRMN | 2025-09-29 | 238.54 | 0.3620 | 0.5047 | no |
| IT | 2025-09-29 | 265.62 | 0.2853 | 0.4466 | no |
| JBHT | 2025-09-29 | 134.91 | 0.2735 | 0.4293 | no |
| KKR | 2025-09-29 | 135.09 | 0.1960 | 0.4999 | no |
| KLAC | 2025-09-29 | 107.14 | 0.6162 | 0.5657 | no |
| KMX | 2025-09-29 | 45.20 | 0.2322 | 0.4568 | no |
| LDOS | 2025-09-29 | 184.09 | 0.2264 | 0.5284 | no |
| LEN | 2025-09-29 | 124.92 | 0.4137 | 0.4370 | no |
| LII | 2025-09-29 | 517.56 | 0.3290 | 0.4853 | no |
| LKQ | 2025-09-29 | 29.14 | 0.2502 | 0.5259 | no |
| LLY | 2025-09-29 | 721.00 | 0.3006 | 0.4216 | no |
| LMT | 2025-09-29 | 484.48 | 0.5851 | 0.5328 | no |
| LULU | 2025-09-29 | 177.72 | 0.2734 | 0.4232 | no |
| META | 2025-09-29 | 746.78 | 0.2564 | 0.5268 | no |
| MOH | 2025-09-29 | 192.00 | 0.2135 | 0.4211 | no |
| MRNA | 2025-09-29 | 24.82 | 0.2197 | 0.4085 | no |
| PANW | 2025-09-29 | 203.00 | 0.4880 | 0.5319 | no |
| PLTR | 2025-09-29 | 179.64 | 0.2932 | 0.5646 | no |
| PODD | 2025-09-29 | 319.60 | 0.2991 | 0.4145 | no |
| PRU | 2025-09-29 | 99.34 | 0.2021 | 0.4651 | no |
| PWR | 2025-09-29 | 405.53 | 0.3193 | 0.5142 | no |
| ROP | 2025-09-29 | 495.86 | 0.2232 | 0.4782 | no |
| SBUX | 2025-09-29 | 81.57 | 0.3060 | 0.4104 | no |
| SNPS | 2025-09-29 | 488.00 | 0.2930 | 0.5488 | no |
| SOLV | 2025-09-29 | 71.87 | 0.2194 | 0.4469 | no |
| TYL | 2025-09-29 | 530.59 | 0.3413 | 0.4443 | no |
| UHS | 2025-09-29 | 199.63 | 0.4378 | 0.4285 | no |
| VLO | 2025-09-29 | 171.37 | 0.2675 | 0.4552 | no |
| VLTO | 2025-09-29 | 104.02 | 0.1991 | 0.4683 | no |
| VRSK | 2025-09-29 | 243.46 | 0.3318 | 0.4763 | no |
| WDC | 2025-09-29 | 111.81 | 0.5060 | 0.5369 | no |