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 | 10.49% | 10.76% | 2026-01-12 | -6.37% |
| buy & hold | participation factor overlay | 6 months | complete | 8.46% | 11.85% | 2026-02-20 | -11.56% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.51% | 8.75% | 2026-01-12 | -5.47% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 2.42% | 9.73% | 2026-02-11 | -12.29% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.12% | 5.12% | 2026-01-13 | -6.68% |
| weekly rebalance | participation factor overlay | 6 months | complete | 7.66% | 7.66% | 2026-04-13 | -6.68% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.98% | 5.98% | 2026-01-13 | -6.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 8.49% | 8.49% | 2026-04-13 | -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 |
|---|---|---|---|---|---|
| ADBE | 2025-10-13 | 339.25 | 0.2822 | 0.4789 | no |
| AWK | 2025-10-13 | 137.26 | 0.2126 | 0.4411 | no |
| BAX | 2025-10-13 | 22.00 | 0.2423 | 0.4089 | no |
| BEN | 2025-10-13 | 22.08 | 0.2786 | 0.4714 | no |
| BLDR | 2025-10-13 | 122.83 | 0.6205 | 0.4238 | no |
| BMY | 2025-10-13 | 42.25 | 0.1701 | 0.4600 | no |
| C | 2025-10-13 | 93.59 | 0.1889 | 0.4616 | no |
| CCL | 2025-10-13 | 27.76 | 0.2864 | 0.4123 | no |
| DE | 2025-10-13 | 445.36 | 0.2439 | 0.4439 | no |
| DG | 2025-10-13 | 97.39 | 0.3232 | 0.5231 | no |
| DHI | 2025-10-13 | 149.68 | 0.5864 | 0.4215 | no |
| DHR | 2025-10-13 | 202.43 | 0.4751 | 0.4028 | no |
| DXCM | 2025-10-13 | 65.99 | 0.4079 | 0.4087 | no |
| ELV | 2025-10-13 | 344.30 | 0.5235 | 0.4565 | no |
| EVRG | 2025-10-13 | 74.91 | 0.1864 | 0.4164 | no |
| FDS | 2025-10-13 | 279.33 | 0.2833 | 0.4678 | no |
| GLW | 2025-10-13 | 84.37 | 0.1832 | 0.5083 | no |
| HCA | 2025-10-13 | 413.42 | 0.2149 | 0.4695 | no |
| HSIC | 2025-10-13 | 63.82 | 0.2551 | 0.4106 | no |
| HUM | 2025-10-13 | 277.22 | 0.2059 | 0.4579 | no |
| ICE | 2025-10-13 | 155.39 | 0.2193 | 0.4913 | no |
| KKR | 2025-10-13 | 118.61 | 0.2942 | 0.4803 | no |
| LEN | 2025-10-13 | 116.14 | 0.3372 | 0.4276 | no |
| LII | 2025-10-13 | 524.94 | 0.3645 | 0.4791 | no |
| LKQ | 2025-10-13 | 27.59 | 0.2824 | 0.5226 | no |
| LLY | 2025-10-13 | 827.46 | 0.2092 | 0.4425 | no |
| LMT | 2025-10-13 | 489.65 | 0.2102 | 0.5353 | no |
| LULU | 2025-10-13 | 169.19 | 0.2123 | 0.4230 | no |
| MGM | 2025-10-13 | 31.68 | 0.4404 | 0.4133 | no |
| MOH | 2025-10-13 | 193.66 | 0.2799 | 0.4517 | no |
| MU | 2025-10-13 | 190.60 | 0.2243 | 0.5951 | no |
| NDAQ | 2025-10-13 | 88.20 | 0.1711 | 0.4844 | no |
| NUE | 2025-10-13 | 135.25 | 0.2246 | 0.4897 | no |
| PCAR | 2025-10-13 | 91.45 | 0.1859 | 0.4576 | no |
| PGR | 2025-10-13 | 223.51 | 0.2203 | 0.4802 | no |
| PHM | 2025-10-13 | 119.02 | 0.2945 | 0.4559 | no |
| PNW | 2025-10-13 | 88.57 | 0.2874 | 0.4497 | no |
| PODD | 2025-10-13 | 314.43 | 0.2717 | 0.4065 | no |
| PTC | 2025-10-13 | 200.37 | 0.1754 | 0.5007 | no |
| SNPS | 2025-10-13 | 449.48 | 0.1849 | 0.5630 | no |
| STZ | 2025-10-13 | 136.81 | 0.1911 | 0.4181 | no |
| TECH | 2025-10-13 | 59.02 | 0.2080 | 0.4132 | no |
| TYL | 2025-10-13 | 502.09 | 0.3727 | 0.4391 | no |
| UAL | 2025-10-13 | 98.31 | 0.2052 | 0.5056 | no |
| UNH | 2025-10-13 | 345.54 | 0.3626 | 0.4638 | no |
| VMC | 2025-10-13 | 300.50 | 0.2021 | 0.4371 | no |
| VTRS | 2025-10-13 | 9.45 | 0.2456 | 0.5389 | no |
| WDC | 2025-10-13 | 122.02 | 0.1853 | 0.5639 | no |
| WM | 2025-10-13 | 213.90 | 0.1876 | 0.4270 | no |
| ZBRA | 2025-10-13 | 280.39 | 0.3421 | 0.4646 | no |