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 | 5.20% | 5.20% | 2026-01-06 | -5.63% |
| buy & hold | participation factor overlay | 6 months | complete | 0.27% | 5.78% | 2026-01-15 | -9.36% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 4.39% | 4.39% | 2026-01-06 | -5.62% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | -0.09% | 5.94% | 2026-02-11 | -9.24% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.65% | 4.65% | 2026-01-06 | -5.31% |
| weekly rebalance | participation factor overlay | 6 months | complete | 1.15% | 4.65% | 2026-01-06 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.37% | 3.37% | 2026-01-06 | -5.67% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 1.90% | 3.37% | 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 |
|---|---|---|---|---|---|
| ADBE | 2025-10-06 | 346.93 | 0.2149 | 0.4824 | no |
| ADI | 2025-10-06 | 241.98 | 0.3569 | 0.5533 | no |
| AKAM | 2025-10-06 | 78.00 | 0.2120 | 0.4932 | no |
| APO | 2025-10-06 | 125.07 | 0.5044 | — | no |
| APP | 2025-10-06 | 684.47 | 0.4613 | 0.4453 | no |
| BALL | 2025-10-06 | 49.41 | 0.2464 | 0.4096 | no |
| BAX | 2025-10-06 | 23.85 | 0.2284 | 0.4028 | no |
| BEN | 2025-10-06 | 22.88 | 0.2100 | 0.4756 | no |
| C | 2025-10-06 | 97.14 | 0.2370 | 0.4618 | no |
| COF | 2025-10-06 | 212.19 | 0.1972 | 0.4521 | no |
| ERIE | 2025-10-06 | 312.20 | 0.2606 | — | no |
| GEN | 2025-10-06 | 27.36 | 0.4305 | 0.5270 | no |
| GLW | 2025-10-06 | 83.38 | 0.5735 | 0.5087 | no |
| HCA | 2025-10-06 | 424.29 | 0.3429 | 0.4447 | no |
| HSIC | 2025-10-06 | 66.69 | 0.3998 | 0.4118 | no |
| HUM | 2025-10-06 | 281.34 | 0.2303 | 0.4473 | no |
| IBKR | 2025-10-06 | 70.67 | 0.3822 | 0.5370 | no |
| ICE | 2025-10-06 | 159.94 | 0.3025 | 0.5020 | no |
| ITW | 2025-10-06 | 254.51 | 0.2351 | 0.4894 | no |
| JBHT | 2025-10-06 | 136.31 | 0.3142 | 0.4245 | no |
| KKR | 2025-10-06 | 127.08 | 0.3565 | 0.4858 | no |
| KLAC | 2025-10-06 | 111.57 | 0.3296 | 0.5756 | no |
| LH | 2025-10-06 | 274.48 | 0.2554 | 0.4051 | no |
| LKQ | 2025-10-06 | 29.90 | 0.2758 | 0.5282 | no |
| LLY | 2025-10-06 | 834.69 | 0.3135 | 0.4227 | no |
| LMT | 2025-10-06 | 493.87 | 0.3920 | 0.5316 | no |
| LULU | 2025-10-06 | 174.47 | 0.4161 | 0.4236 | no |
| MGM | 2025-10-06 | 34.09 | 0.4031 | 0.4196 | no |
| MOH | 2025-10-06 | 202.10 | 0.2295 | 0.4407 | no |
| NEM | 2025-10-06 | 87.13 | 0.2050 | 0.5581 | no |
| NSC | 2025-10-06 | 296.22 | 0.2038 | 0.4296 | no |
| NWS | 2025-10-06 | 31.98 | 0.3766 | — | no |
| PANW | 2025-10-06 | 209.37 | 0.2621 | 0.5299 | no |
| PODD | 2025-10-06 | 310.90 | 0.2614 | 0.4037 | no |
| PRU | 2025-10-06 | 98.85 | 0.2776 | 0.4693 | no |
| PWR | 2025-10-06 | 425.25 | 0.2341 | 0.5191 | no |
| RL | 2025-10-06 | 319.93 | 0.1950 | 0.4035 | no |
| ROP | 2025-10-06 | 498.35 | 0.2693 | 0.4735 | no |
| SBUX | 2025-10-06 | 84.14 | 0.3528 | 0.4015 | no |
| SNPS | 2025-10-06 | 471.99 | 0.3371 | 0.5544 | no |
| TYL | 2025-10-06 | 500.46 | 0.3063 | 0.4396 | no |
| UHS | 2025-10-06 | 206.27 | 0.3781 | 0.4422 | no |
| UNH | 2025-10-06 | 351.67 | 0.3640 | 0.4522 | no |
| URI | 2025-10-06 | 971.84 | 0.3001 | 0.4317 | no |
| USB | 2025-10-06 | 46.96 | 0.2368 | 0.4605 | no |
| VLO | 2025-10-06 | 158.46 | 0.2482 | 0.4745 | no |
| VLTO | 2025-10-06 | 106.56 | 0.2864 | 0.4663 | no |
| VTR | 2025-10-06 | 68.21 | 0.2324 | 0.4151 | no |
| WAB | 2025-10-06 | 200.12 | 0.3475 | 0.4868 | no |
| ZBRA | 2025-10-06 | 308.08 | 0.2429 | 0.4626 | no |