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 | 4.29% | 4.29% | 2026-01-06 | -5.54% |
| buy & hold | participation factor overlay | 6 months | complete | -1.31% | 5.50% | 2026-02-10 | -9.85% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 4.88% | 4.88% | 2026-01-06 | -4.78% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -0.70% | 6.19% | 2026-01-15 | -9.61% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.21% | 1.21% | 2026-01-06 | -7.53% |
| weekly rebalance | participation factor overlay | 6 months | complete | -0.43% | 2.79% | 2026-02-18 | -7.53% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.84% | 1.84% | 2026-01-06 | -6.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 0.58% | 3.54% | 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 |
|---|---|---|---|---|---|
| ADI | 2025-10-06 | 241.98 | 0.2117 | 0.5533 | no |
| AIZ | 2025-10-06 | 217.45 | 0.2573 | 0.4036 | no |
| APO | 2025-10-06 | 125.07 | 0.4121 | — | no |
| APP | 2025-10-06 | 684.47 | 0.2133 | 0.4453 | no |
| AVGO | 2025-10-06 | 334.05 | 0.4088 | 0.5546 | no |
| BEN | 2025-10-06 | 22.88 | 0.2702 | 0.4756 | no |
| BMY | 2025-10-06 | 43.87 | 0.2016 | 0.4237 | no |
| C | 2025-10-06 | 97.14 | 0.2772 | 0.4618 | no |
| CBRE | 2025-10-06 | 156.56 | 0.2412 | 0.4111 | no |
| CCL | 2025-10-06 | 28.21 | 0.2196 | 0.4158 | no |
| ERIE | 2025-10-06 | 312.20 | 0.2867 | — | no |
| FAST | 2025-10-06 | 46.80 | 0.3227 | 0.4759 | no |
| GLW | 2025-10-06 | 83.38 | 0.4299 | 0.5087 | no |
| GPC | 2025-10-06 | 134.50 | 0.2076 | 0.4372 | no |
| HCA | 2025-10-06 | 424.29 | 0.3127 | 0.4447 | no |
| HSIC | 2025-10-06 | 66.69 | 0.2924 | 0.4118 | no |
| HUM | 2025-10-06 | 281.34 | 0.2760 | 0.4473 | no |
| IBKR | 2025-10-06 | 70.67 | 0.2359 | 0.5370 | no |
| ICE | 2025-10-06 | 159.94 | 0.3731 | 0.5020 | no |
| ITW | 2025-10-06 | 254.51 | 0.2412 | 0.4894 | no |
| JBHT | 2025-10-06 | 136.31 | 0.3125 | 0.4245 | no |
| KKR | 2025-10-06 | 127.08 | 0.3349 | 0.4858 | no |
| LEN | 2025-10-06 | 127.61 | 0.2692 | 0.4317 | no |
| LH | 2025-10-06 | 274.48 | 0.2341 | 0.4051 | no |
| LKQ | 2025-10-06 | 29.90 | 0.4011 | 0.5282 | no |
| LLY | 2025-10-06 | 834.69 | 0.3238 | 0.4227 | no |
| LMT | 2025-10-06 | 493.87 | 0.3658 | 0.5316 | no |
| LULU | 2025-10-06 | 174.47 | 0.3054 | 0.4236 | no |
| MGM | 2025-10-06 | 34.09 | 0.3729 | 0.4196 | no |
| MOH | 2025-10-06 | 202.10 | 0.2557 | 0.4407 | no |
| MTB | 2025-10-06 | 191.73 | 0.2439 | 0.4286 | no |
| NOW | 2025-10-06 | 180.80 | 0.2791 | 0.4989 | no |
| NUE | 2025-10-06 | 136.72 | 0.2251 | 0.4820 | no |
| NWS | 2025-10-06 | 31.98 | 0.2967 | — | no |
| PANW | 2025-10-06 | 209.37 | 0.2182 | 0.5299 | no |
| PODD | 2025-10-06 | 310.90 | 0.2707 | 0.4037 | no |
| PPG | 2025-10-06 | 102.45 | 0.2140 | 0.4033 | no |
| PRU | 2025-10-06 | 98.85 | 0.2325 | 0.4693 | no |
| ROP | 2025-10-06 | 498.35 | 0.2540 | 0.4735 | no |
| SBUX | 2025-10-06 | 84.14 | 0.2507 | 0.4015 | no |
| SNPS | 2025-10-06 | 471.99 | 0.2365 | 0.5544 | no |
| TRV | 2025-10-06 | 280.72 | 0.2419 | 0.4507 | no |
| TYL | 2025-10-06 | 500.46 | 0.4860 | 0.4396 | no |
| UHS | 2025-10-06 | 206.27 | 0.3810 | 0.4422 | no |
| URI | 2025-10-06 | 971.84 | 0.3392 | 0.4317 | no |
| VLO | 2025-10-06 | 158.46 | 0.2073 | 0.4745 | no |
| VLTO | 2025-10-06 | 106.56 | 0.3067 | 0.4663 | no |
| VTRS | 2025-10-06 | 9.83 | 0.2640 | 0.5132 | no |
| WAB | 2025-10-06 | 200.12 | 0.2842 | 0.4868 | no |
| ZBH | 2025-10-06 | 100.22 | 0.2168 | 0.4204 | no |