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 | 8.62% | 9.08% | 2026-01-12 | -7.16% |
| buy & hold | participation factor overlay | 6 months | complete | 1.95% | 9.62% | 2026-01-15 | -12.91% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 10.26% | 10.63% | 2026-01-12 | -6.06% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 6.75% | 11.34% | 2026-01-15 | -9.33% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.70% | 7.70% | 2026-01-13 | -5.90% |
| weekly rebalance | participation factor overlay | 6 months | complete | 6.14% | 8.31% | 2026-01-22 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.78% | 6.78% | 2026-01-13 | -6.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 5.39% | 7.58% | 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 |
|---|---|---|---|---|---|
| AAPL | 2025-10-13 | 248.46 | 0.2138 | 0.5426 | no |
| ADBE | 2025-10-13 | 339.25 | 0.2596 | 0.4789 | no |
| AIZ | 2025-10-13 | 214.69 | 0.2429 | 0.4067 | no |
| APO | 2025-10-13 | 118.54 | 0.2875 | — | no |
| BEN | 2025-10-13 | 22.08 | 0.1849 | 0.4714 | no |
| BKNG | 2025-10-13 | 206.27 | 0.2104 | 0.4982 | no |
| BLDR | 2025-10-13 | 122.83 | 0.4816 | 0.4238 | no |
| BMY | 2025-10-13 | 42.25 | 0.1748 | 0.4600 | no |
| C | 2025-10-13 | 93.59 | 0.1904 | 0.4616 | no |
| CPRT | 2025-10-13 | 43.86 | 0.1815 | 0.5089 | no |
| DG | 2025-10-13 | 97.39 | 0.2398 | 0.5231 | no |
| DHI | 2025-10-13 | 149.68 | 0.6164 | 0.4215 | no |
| DHR | 2025-10-13 | 202.43 | 0.2794 | 0.4028 | no |
| ELV | 2025-10-13 | 344.30 | 0.1818 | 0.4565 | no |
| ES | 2025-10-13 | 69.19 | 0.2629 | 0.4476 | no |
| EVRG | 2025-10-13 | 74.91 | 0.2667 | 0.4164 | no |
| FDS | 2025-10-13 | 279.33 | 0.3102 | 0.4678 | no |
| FTV | 2025-10-13 | 48.03 | 0.1864 | 0.4949 | no |
| HON | 2025-10-13 | 196.23 | 0.2040 | 0.5023 | no |
| HSIC | 2025-10-13 | 63.82 | 0.1825 | 0.4106 | no |
| HUM | 2025-10-13 | 277.22 | 0.1737 | 0.4579 | no |
| ICE | 2025-10-13 | 155.39 | 0.2371 | 0.4913 | no |
| JBHT | 2025-10-13 | 136.70 | 0.2417 | 0.4273 | no |
| KKR | 2025-10-13 | 118.61 | 0.3825 | 0.4803 | no |
| LDOS | 2025-10-13 | 185.95 | 0.1750 | 0.5501 | no |
| LEN | 2025-10-13 | 116.14 | 0.2582 | 0.4276 | no |
| LII | 2025-10-13 | 524.94 | 0.2918 | 0.4791 | no |
| LLY | 2025-10-13 | 827.46 | 0.2597 | 0.4425 | no |
| MGM | 2025-10-13 | 31.68 | 0.5709 | 0.4133 | no |
| MOH | 2025-10-13 | 193.66 | 0.1966 | 0.4517 | no |
| MU | 2025-10-13 | 190.60 | 0.4457 | 0.5951 | no |
| NSC | 2025-10-13 | 284.49 | 0.2093 | 0.4330 | no |
| PAYC | 2025-10-13 | 196.96 | 0.1802 | 0.4220 | no |
| PCAR | 2025-10-13 | 91.45 | 0.2074 | 0.4576 | no |
| PHM | 2025-10-13 | 119.02 | 0.4985 | 0.4559 | no |
| PLTR | 2025-10-13 | 178.68 | 0.3065 | 0.5643 | no |
| PNW | 2025-10-13 | 88.57 | 0.2895 | 0.4497 | no |
| PODD | 2025-10-13 | 314.43 | 0.1853 | 0.4065 | no |
| PTC | 2025-10-13 | 200.37 | 0.1745 | 0.5007 | no |
| SNPS | 2025-10-13 | 449.48 | 0.2629 | 0.5630 | no |
| STZ | 2025-10-13 | 136.81 | 0.1717 | 0.4181 | no |
| TECH | 2025-10-13 | 59.02 | 0.4407 | 0.4132 | no |
| TGT | 2025-10-13 | 83.54 | 0.3362 | 0.5157 | no |
| TYL | 2025-10-13 | 502.09 | 0.1803 | 0.4391 | no |
| UAL | 2025-10-13 | 98.31 | 0.3901 | 0.5056 | no |
| UNH | 2025-10-13 | 345.54 | 0.3541 | 0.4638 | no |
| WAB | 2025-10-13 | 193.32 | 0.1885 | 0.4862 | no |
| WMT | 2025-10-13 | 100.52 | 0.2053 | 0.4961 | no |
| ZBRA | 2025-10-13 | 280.39 | 0.2498 | 0.4646 | no |
| ZTS | 2025-10-13 | 138.60 | 0.1809 | 0.4044 | no |