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 | 3.10% | 5.28% | 2026-01-15 | -7.53% |
| buy & hold | participation factor overlay | 6 months | complete | 7.95% | 8.11% | 2026-02-20 | -8.10% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.22% | 7.97% | 2026-01-15 | -7.17% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 8.29% | 9.15% | 2026-02-11 | -10.46% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.50% | 4.08% | 2026-01-14 | -6.68% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.14% | 11.14% | 2026-04-20 | -6.68% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.15% | 4.77% | 2026-01-15 | -6.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.54% | 11.54% | 2026-04-20 | -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 | 2025-10-20 | 334.64 | 0.3842 | 0.4812 | no |
| BAX | 2025-10-20 | 23.20 | 0.3833 | 0.4086 | no |
| BLDR | 2025-10-20 | 122.36 | 0.2214 | 0.4244 | no |
| BX | 2025-10-20 | 151.91 | 0.2118 | — | no |
| CCL | 2025-10-20 | 28.00 | 0.2297 | 0.4121 | no |
| CNC | 2025-10-20 | 35.23 | 0.2872 | 0.4466 | no |
| COP | 2025-10-20 | 84.05 | 0.2111 | 0.4857 | no |
| CTAS | 2025-10-20 | 186.39 | 0.2055 | 0.4532 | no |
| DE | 2025-10-20 | 453.53 | 0.1751 | 0.4447 | no |
| DECK | 2025-10-20 | 100.33 | 0.3524 | 0.4185 | no |
| DHI | 2025-10-20 | 152.74 | 0.5835 | 0.4215 | no |
| DOW | 2025-10-20 | 20.96 | 0.4337 | 0.4120 | no |
| DVA | 2025-10-20 | 126.43 | 0.3242 | 0.4640 | no |
| ERIE | 2025-10-20 | 312.23 | 0.4075 | — | no |
| EXC | 2025-10-20 | 46.35 | 0.1766 | 0.4761 | no |
| GWW | 2025-10-20 | 952.51 | 0.1892 | 0.4722 | no |
| HON | 2025-10-20 | 198.10 | 0.2620 | 0.5027 | no |
| HSIC | 2025-10-20 | 63.75 | 0.2961 | 0.4114 | no |
| HWM | 2025-10-20 | 191.23 | 0.2555 | 0.5287 | no |
| KKR | 2025-10-20 | 118.10 | 0.3362 | 0.4776 | no |
| KMI | 2025-10-20 | 26.58 | 0.1849 | 0.4810 | no |
| LH | 2025-10-20 | 284.45 | 0.2101 | 0.4158 | no |
| LII | 2025-10-20 | 522.22 | 0.2640 | 0.4792 | no |
| MAS | 2025-10-20 | 66.92 | 0.2196 | 0.4303 | no |
| MGM | 2025-10-20 | 31.90 | 0.5292 | 0.4133 | no |
| MU | 2025-10-20 | 209.46 | 0.3246 | 0.6044 | no |
| NFLX | 2025-10-20 | 120.79 | 0.2007 | — | no |
| NOW | 2025-10-20 | 181.33 | 0.1854 | 0.4992 | no |
| OKE | 2025-10-20 | 64.89 | 0.4526 | 0.4689 | no |
| OMC | 2025-10-20 | 75.53 | 0.2621 | 0.4443 | no |
| PANW | 2025-10-20 | 209.56 | 0.2568 | 0.5325 | no |
| PCAR | 2025-10-20 | 93.21 | 0.3131 | 0.4558 | no |
| PHM | 2025-10-20 | 123.70 | 0.4529 | 0.4559 | no |
| PODD | 2025-10-20 | 318.12 | 0.2015 | 0.4133 | no |
| PRU | 2025-10-20 | 95.92 | 0.2439 | 0.4691 | no |
| PTC | 2025-10-20 | 204.68 | 0.1805 | 0.5010 | no |
| RSG | 2025-10-20 | 217.87 | 0.2388 | 0.4405 | no |
| SYF | 2025-10-20 | 70.82 | 0.2858 | 0.4289 | no |
| TECH | 2025-10-20 | 62.15 | 0.6020 | 0.4135 | no |
| UAL | 2025-10-20 | 99.32 | 0.2590 | 0.5050 | no |
| UNH | 2025-10-20 | 349.24 | 0.2576 | 0.4643 | no |
| VLO | 2025-10-20 | 154.89 | 0.1896 | 0.4916 | no |
| VLTO | 2025-10-20 | 102.47 | 0.3686 | 0.4743 | no |
| WAB | 2025-10-20 | 195.03 | 0.4404 | 0.4862 | no |
| WDC | 2025-10-20 | 128.70 | 0.4555 | 0.5813 | no |
| WSM | 2025-10-20 | 184.24 | 0.2033 | 0.4774 | no |
| XYL | 2025-10-20 | 144.93 | 0.2236 | 0.4784 | no |
| XYZ | 2025-10-20 | 75.94 | 0.2873 | 0.4074 | no |
| ZBRA | 2025-10-20 | 297.10 | 0.4225 | 0.4631 | no |
| ZTS | 2025-10-20 | 141.16 | 0.1986 | 0.4043 | no |