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 | 7.95% | 8.13% | 2026-01-12 | -8.65% |
| buy & hold | participation factor overlay | 6 months | complete | 5.04% | 9.92% | 2026-02-20 | -11.53% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.27% | 7.36% | 2026-01-12 | -7.63% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 4.86% | 10.55% | 2026-02-27 | -10.80% |
| weekly rebalance | participation factor overlay | 3 months | complete | 8.06% | 8.45% | 2026-01-06 | -5.31% |
| weekly rebalance | participation factor overlay | 6 months | complete | 9.39% | 9.39% | 2026-04-13 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.52% | 6.94% | 2026-01-06 | -5.67% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.59% | 9.59% | 2026-04-13 | -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 | 2025-10-13 | 339.25 | 0.4473 | 0.4789 | no |
| ADM | 2025-10-13 | 59.31 | 0.3896 | 0.4359 | no |
| AVY | 2025-10-13 | 155.50 | 0.2342 | 0.4273 | no |
| BALL | 2025-10-13 | 46.55 | 0.2566 | 0.4084 | no |
| BEN | 2025-10-13 | 22.08 | 0.2119 | 0.4714 | no |
| BLDR | 2025-10-13 | 122.83 | 0.5419 | 0.4238 | no |
| CARR | 2025-10-13 | 56.56 | 0.2027 | 0.4947 | no |
| CNC | 2025-10-13 | 36.22 | 0.5555 | 0.4462 | no |
| DG | 2025-10-13 | 97.39 | 0.2712 | 0.5231 | no |
| DHI | 2025-10-13 | 149.68 | 0.4525 | 0.4215 | no |
| DHR | 2025-10-13 | 202.43 | 0.1813 | 0.4028 | no |
| DXCM | 2025-10-13 | 65.99 | 0.3156 | 0.4087 | no |
| ERIE | 2025-10-13 | 319.21 | 0.2115 | — | no |
| EVRG | 2025-10-13 | 74.91 | 0.1923 | 0.4164 | no |
| GLW | 2025-10-13 | 84.37 | 0.3469 | 0.5083 | no |
| GWW | 2025-10-13 | 932.17 | 0.2509 | 0.4736 | no |
| HON | 2025-10-13 | 196.23 | 0.1978 | 0.5023 | no |
| HUM | 2025-10-13 | 277.22 | 0.2367 | 0.4579 | no |
| JBHT | 2025-10-13 | 136.70 | 0.1869 | 0.4273 | no |
| KKR | 2025-10-13 | 118.61 | 0.4222 | 0.4803 | no |
| LEN | 2025-10-13 | 116.14 | 0.3817 | 0.4276 | no |
| LH | 2025-10-13 | 273.79 | 0.1849 | 0.4159 | no |
| LII | 2025-10-13 | 524.94 | 0.3480 | 0.4791 | no |
| LKQ | 2025-10-13 | 27.59 | 0.2297 | 0.5226 | no |
| LMT | 2025-10-13 | 489.65 | 0.2539 | 0.5353 | no |
| MCHP | 2025-10-13 | 61.20 | 0.2609 | 0.5786 | no |
| MGM | 2025-10-13 | 31.68 | 0.5007 | 0.4133 | no |
| MOH | 2025-10-13 | 193.66 | 0.4085 | 0.4517 | no |
| MU | 2025-10-13 | 190.60 | 0.5049 | 0.5951 | no |
| NSC | 2025-10-13 | 284.49 | 0.2586 | 0.4330 | no |
| NWSA | 2025-10-13 | 25.69 | 0.2013 | 0.4880 | no |
| PAYC | 2025-10-13 | 196.96 | 0.2413 | 0.4220 | no |
| PCG | 2025-10-13 | 15.78 | 0.2372 | 0.4574 | no |
| PLTR | 2025-10-13 | 178.68 | 0.3330 | 0.5643 | no |
| PNW | 2025-10-13 | 88.57 | 0.3268 | 0.4497 | no |
| PODD | 2025-10-13 | 314.43 | 0.2104 | 0.4065 | no |
| PTC | 2025-10-13 | 200.37 | 0.2618 | 0.5007 | no |
| SJM | 2025-10-13 | 100.08 | 0.3020 | — | no |
| SNPS | 2025-10-13 | 449.48 | 0.1978 | 0.5630 | no |
| STZ | 2025-10-13 | 136.81 | 0.3070 | 0.4181 | no |
| SYF | 2025-10-13 | 67.97 | 0.1878 | 0.4177 | no |
| TECH | 2025-10-13 | 59.02 | 0.3810 | 0.4132 | no |
| TYL | 2025-10-13 | 502.09 | 0.2817 | 0.4391 | no |
| UAL | 2025-10-13 | 98.31 | 0.3497 | 0.5056 | no |
| UNH | 2025-10-13 | 345.54 | 0.2827 | 0.4638 | no |
| UPS | 2025-10-13 | 78.05 | 0.2435 | 0.4325 | no |
| VTRS | 2025-10-13 | 9.45 | 0.1869 | 0.5389 | no |
| WAB | 2025-10-13 | 193.32 | 0.2370 | 0.4862 | no |
| WTW | 2025-10-13 | 331.70 | 0.1987 | 0.4537 | no |
| ZBRA | 2025-10-13 | 280.39 | 0.1969 | 0.4646 | no |