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 | 6.49% | 6.49% | 2026-01-06 | -4.77% |
| buy & hold | participation factor overlay | 6 months | complete | 4.06% | 10.42% | 2026-02-25 | -9.94% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.07% | 5.07% | 2026-01-06 | -5.56% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 0.48% | 7.46% | 2026-02-20 | -10.30% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.04% | 2.04% | 2026-01-06 | -5.72% |
| weekly rebalance | participation factor overlay | 6 months | complete | -1.77% | 2.85% | 2026-01-15 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.50% | 1.50% | 2026-01-06 | -6.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -2.01% | 2.48% | 2026-01-15 | -6.81% |
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 |
|---|---|---|---|---|---|
| ADBE | 2025-10-06 | 346.93 | 0.2148 | 0.4824 | no |
| ADI | 2025-10-06 | 241.98 | 0.3965 | 0.5533 | no |
| AIZ | 2025-10-06 | 217.45 | 0.1904 | 0.4036 | no |
| AKAM | 2025-10-06 | 78.00 | 0.2138 | 0.4932 | no |
| AMAT | 2025-10-06 | 221.12 | 0.1842 | 0.5752 | no |
| AMGN | 2025-10-06 | 289.59 | 0.2723 | 0.4297 | no |
| APO | 2025-10-06 | 125.07 | 0.5265 | — | no |
| APP | 2025-10-06 | 684.47 | 0.2875 | 0.4453 | no |
| BAX | 2025-10-06 | 23.85 | 0.2163 | 0.4028 | no |
| BEN | 2025-10-06 | 22.88 | 0.3232 | 0.4756 | no |
| C | 2025-10-06 | 97.14 | 0.2727 | 0.4618 | no |
| DASH | 2025-10-06 | 274.53 | 0.2873 | 0.4597 | no |
| DE | 2025-10-06 | 460.56 | 0.2825 | 0.4403 | no |
| GEN | 2025-10-06 | 27.36 | 0.2330 | 0.5270 | no |
| GLW | 2025-10-06 | 83.38 | 0.3553 | 0.5087 | no |
| HCA | 2025-10-06 | 424.29 | 0.2122 | 0.4447 | no |
| HSIC | 2025-10-06 | 66.69 | 0.3742 | 0.4118 | no |
| ITW | 2025-10-06 | 254.51 | 0.3218 | 0.4894 | no |
| JBHT | 2025-10-06 | 136.31 | 0.3319 | 0.4245 | no |
| JNJ | 2025-10-06 | 183.86 | 0.2741 | 0.4236 | no |
| KHC | 2025-10-06 | 24.25 | 0.2331 | — | no |
| KKR | 2025-10-06 | 127.08 | 0.4162 | 0.4858 | no |
| LEN | 2025-10-06 | 127.61 | 0.2166 | 0.4317 | no |
| LH | 2025-10-06 | 274.48 | 0.2523 | 0.4051 | no |
| LKQ | 2025-10-06 | 29.90 | 0.3417 | 0.5282 | no |
| LLY | 2025-10-06 | 834.69 | 0.4360 | 0.4227 | no |
| LMT | 2025-10-06 | 493.87 | 0.2963 | 0.5316 | no |
| LRCX | 2025-10-06 | 149.37 | 0.1804 | 0.5761 | no |
| LULU | 2025-10-06 | 174.47 | 0.4259 | 0.4236 | no |
| MGM | 2025-10-06 | 34.09 | 0.2585 | 0.4196 | no |
| MOH | 2025-10-06 | 202.10 | 0.2452 | 0.4407 | no |
| MOS | 2025-10-06 | 33.23 | 0.2018 | 0.4109 | no |
| MTB | 2025-10-06 | 191.73 | 0.1806 | 0.4286 | no |
| NUE | 2025-10-06 | 136.72 | 0.1935 | 0.4820 | no |
| NWS | 2025-10-06 | 31.98 | 0.3024 | — | no |
| PANW | 2025-10-06 | 209.37 | 0.2170 | 0.5299 | no |
| PODD | 2025-10-06 | 310.90 | 0.1998 | 0.4037 | no |
| PRU | 2025-10-06 | 98.85 | 0.2407 | 0.4693 | no |
| PWR | 2025-10-06 | 425.25 | 0.2216 | 0.5191 | no |
| SBUX | 2025-10-06 | 84.14 | 0.3675 | 0.4015 | no |
| SNPS | 2025-10-06 | 471.99 | 0.3502 | 0.5544 | no |
| SYF | 2025-10-06 | 70.67 | 0.2278 | 0.4223 | no |
| TER | 2025-10-06 | 147.61 | 0.4799 | 0.5465 | no |
| TYL | 2025-10-06 | 500.46 | 0.3911 | 0.4396 | no |
| UHS | 2025-10-06 | 206.27 | 0.3486 | 0.4422 | no |
| UNH | 2025-10-06 | 351.67 | 0.3706 | 0.4522 | no |
| VLTO | 2025-10-06 | 106.56 | 0.2637 | 0.4663 | no |
| VTR | 2025-10-06 | 68.21 | 0.2001 | 0.4151 | no |
| WAB | 2025-10-06 | 200.12 | 0.2221 | 0.4868 | no |
| ZBH | 2025-10-06 | 100.22 | 0.1873 | 0.4204 | no |