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 | 4.53% | 4.53% | 2026-01-06 | -5.32% |
| buy & hold | participation factor overlay | 6 months | complete | -2.01% | 4.78% | 2026-01-15 | -10.46% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.48% | 5.48% | 2026-01-06 | -5.22% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -1.37% | 6.37% | 2026-01-15 | -11.19% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.96% | 3.96% | 2026-01-06 | -5.90% |
| weekly rebalance | participation factor overlay | 6 months | complete | -1.03% | 4.83% | 2026-01-22 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.63% | 2.63% | 2026-01-06 | -6.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | -0.60% | 4.10% | 2026-01-22 | -7.54% |
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 | 0.3215 | 0.5533 | no |
| AKAM | 2025-10-06 | 78.00 | 0.2044 | 0.4932 | no |
| ALLE | 2025-10-06 | 175.51 | 0.1990 | 0.4934 | no |
| APO | 2025-10-06 | 125.07 | 0.3686 | — | no |
| APP | 2025-10-06 | 684.47 | 0.2732 | 0.4453 | no |
| AVGO | 2025-10-06 | 334.05 | 0.2400 | 0.5546 | no |
| BEN | 2025-10-06 | 22.88 | 0.2079 | 0.4756 | no |
| C | 2025-10-06 | 97.14 | 0.2365 | 0.4618 | no |
| DAL | 2025-10-06 | 57.06 | 0.2203 | 0.4800 | no |
| DE | 2025-10-06 | 460.56 | 0.2743 | 0.4403 | no |
| DLR | 2025-10-06 | 173.33 | 0.2856 | 0.4048 | no |
| ERIE | 2025-10-06 | 312.20 | 0.2881 | — | no |
| FDS | 2025-10-06 | 278.36 | 0.5170 | 0.4744 | no |
| FIS | 2025-10-06 | 64.34 | 0.2107 | 0.4014 | no |
| FTV | 2025-10-06 | 50.37 | 0.2503 | 0.4950 | no |
| GEN | 2025-10-06 | 27.36 | 0.2624 | 0.5270 | no |
| GLW | 2025-10-06 | 83.38 | 0.4343 | 0.5087 | no |
| HCA | 2025-10-06 | 424.29 | 0.3876 | 0.4447 | no |
| HSIC | 2025-10-06 | 66.69 | 0.2146 | 0.4118 | no |
| IBKR | 2025-10-06 | 70.67 | 0.2355 | 0.5370 | no |
| ICE | 2025-10-06 | 159.94 | 0.3279 | 0.5020 | no |
| ITW | 2025-10-06 | 254.51 | 0.2762 | 0.4894 | no |
| JBHT | 2025-10-06 | 136.31 | 0.2600 | 0.4245 | no |
| KKR | 2025-10-06 | 127.08 | 0.4000 | 0.4858 | no |
| LEN | 2025-10-06 | 127.61 | 0.2020 | 0.4317 | no |
| LH | 2025-10-06 | 274.48 | 0.2512 | 0.4051 | no |
| LHX | 2025-10-06 | 292.44 | 0.2055 | 0.5396 | no |
| LKQ | 2025-10-06 | 29.90 | 0.2962 | 0.5282 | no |
| LLY | 2025-10-06 | 834.69 | 0.3097 | 0.4227 | no |
| LMT | 2025-10-06 | 493.87 | 0.2783 | 0.5316 | no |
| LULU | 2025-10-06 | 174.47 | 0.3503 | 0.4236 | no |
| MGM | 2025-10-06 | 34.09 | 0.4615 | 0.4196 | no |
| MOH | 2025-10-06 | 202.10 | 0.4092 | 0.4407 | no |
| NOW | 2025-10-06 | 180.80 | 0.1925 | 0.4989 | no |
| NWS | 2025-10-06 | 31.98 | 0.2326 | — | no |
| PANW | 2025-10-06 | 209.37 | 0.3342 | 0.5299 | no |
| PCAR | 2025-10-06 | 95.80 | 0.2227 | 0.4537 | no |
| PLTR | 2025-10-06 | 179.18 | 0.3006 | 0.5646 | no |
| PODD | 2025-10-06 | 310.90 | 0.2502 | 0.4037 | no |
| PRU | 2025-10-06 | 98.85 | 0.2364 | 0.4693 | no |
| SBUX | 2025-10-06 | 84.14 | 0.4199 | 0.4015 | no |
| SNPS | 2025-10-06 | 471.99 | 0.2482 | 0.5544 | no |
| SYF | 2025-10-06 | 70.67 | 0.2083 | 0.4223 | no |
| TSCO | 2025-10-06 | 54.50 | 0.2459 | 0.4865 | no |
| UHS | 2025-10-06 | 206.27 | 0.3828 | 0.4422 | no |
| UNH | 2025-10-06 | 351.67 | 0.3073 | 0.4522 | no |
| URI | 2025-10-06 | 971.84 | 0.2903 | 0.4317 | no |
| USB | 2025-10-06 | 46.96 | 0.2432 | 0.4605 | no |
| VLTO | 2025-10-06 | 106.56 | 0.3497 | 0.4663 | no |
| ZBH | 2025-10-06 | 100.22 | 0.2129 | 0.4204 | no |