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 | 11.86% | 11.91% | 2026-01-12 | -6.78% |
| buy & hold | participation factor overlay | 6 months | complete | 8.31% | 13.12% | 2026-01-22 | -12.21% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 9.85% | 9.85% | 2026-01-13 | -7.08% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 4.78% | 10.99% | 2026-01-22 | -11.67% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.39% | 6.39% | 2026-01-13 | -5.39% |
| weekly rebalance | participation factor overlay | 6 months | complete | 7.78% | 7.78% | 2026-04-13 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.87% | 5.87% | 2026-01-13 | -6.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 6.78% | 6.78% | 2026-04-13 | -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 | 2025-10-13 | 339.25 | 0.4366 | 0.4789 | no |
| AIZ | 2025-10-13 | 214.69 | 0.1701 | 0.4067 | no |
| ALGN | 2025-10-13 | 127.25 | 0.2042 | 0.4275 | no |
| APO | 2025-10-13 | 118.54 | 0.2739 | — | no |
| AVGO | 2025-10-13 | 350.80 | 0.2986 | 0.5665 | no |
| BAX | 2025-10-13 | 22.00 | 0.2589 | 0.4089 | no |
| BEN | 2025-10-13 | 22.08 | 0.3463 | 0.4714 | no |
| BLDR | 2025-10-13 | 122.83 | 0.5395 | 0.4238 | no |
| BMY | 2025-10-13 | 42.25 | 0.3007 | 0.4600 | no |
| CCL | 2025-10-13 | 27.76 | 0.1804 | 0.4123 | no |
| CNC | 2025-10-13 | 36.22 | 0.4384 | 0.4462 | no |
| CPRT | 2025-10-13 | 43.86 | 0.1757 | 0.5089 | no |
| DE | 2025-10-13 | 445.36 | 0.1821 | 0.4439 | no |
| DG | 2025-10-13 | 97.39 | 0.2474 | 0.5231 | no |
| DHI | 2025-10-13 | 149.68 | 0.5874 | 0.4215 | no |
| DHR | 2025-10-13 | 202.43 | 0.3845 | 0.4028 | no |
| DXCM | 2025-10-13 | 65.99 | 0.2350 | 0.4087 | no |
| ELV | 2025-10-13 | 344.30 | 0.2270 | 0.4565 | no |
| EVRG | 2025-10-13 | 74.91 | 0.2511 | 0.4164 | no |
| FDS | 2025-10-13 | 279.33 | 0.2394 | 0.4678 | no |
| FTV | 2025-10-13 | 48.03 | 0.1725 | 0.4949 | no |
| HUM | 2025-10-13 | 277.22 | 0.3118 | 0.4579 | no |
| ICE | 2025-10-13 | 155.39 | 0.2406 | 0.4913 | no |
| JBHT | 2025-10-13 | 136.70 | 0.3320 | 0.4273 | no |
| KKR | 2025-10-13 | 118.61 | 0.3333 | 0.4803 | no |
| LEN | 2025-10-13 | 116.14 | 0.3230 | 0.4276 | no |
| LH | 2025-10-13 | 273.79 | 0.2597 | 0.4159 | no |
| LII | 2025-10-13 | 524.94 | 0.1824 | 0.4791 | no |
| LKQ | 2025-10-13 | 27.59 | 0.3122 | 0.5226 | no |
| LLY | 2025-10-13 | 827.46 | 0.3089 | 0.4425 | no |
| LULU | 2025-10-13 | 169.19 | 0.2093 | 0.4230 | no |
| MGM | 2025-10-13 | 31.68 | 0.2581 | 0.4133 | no |
| MRNA | 2025-10-13 | 27.24 | 0.2188 | 0.4639 | no |
| MU | 2025-10-13 | 190.60 | 0.4193 | 0.5951 | no |
| NDAQ | 2025-10-13 | 88.20 | 0.2482 | 0.4844 | no |
| NSC | 2025-10-13 | 284.49 | 0.1973 | 0.4330 | no |
| ON | 2025-10-13 | 47.90 | 0.2067 | 0.5680 | no |
| PHM | 2025-10-13 | 119.02 | 0.2197 | 0.4559 | no |
| PLTR | 2025-10-13 | 178.68 | 0.2142 | 0.5643 | no |
| PNW | 2025-10-13 | 88.57 | 0.3481 | 0.4497 | no |
| PTC | 2025-10-13 | 200.37 | 0.2608 | 0.5007 | no |
| ROK | 2025-10-13 | 333.93 | 0.1962 | 0.4997 | no |
| STX | 2025-10-13 | 224.42 | 0.1835 | 0.5694 | no |
| TECH | 2025-10-13 | 59.02 | 0.3880 | 0.4132 | no |
| TGT | 2025-10-13 | 83.54 | 0.2676 | 0.5157 | no |
| UNH | 2025-10-13 | 345.54 | 0.2696 | 0.4638 | no |
| UPS | 2025-10-13 | 78.05 | 0.3626 | 0.4325 | no |
| WTW | 2025-10-13 | 331.70 | 0.1805 | 0.4537 | no |
| ZBRA | 2025-10-13 | 280.39 | 0.3983 | 0.4646 | no |
| ZTS | 2025-10-13 | 138.60 | 0.1957 | 0.4044 | no |