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 | 5.20% | 7.54% | 2026-01-15 | -6.23% |
| buy & hold | participation factor overlay | 6 months | complete | 10.18% | 10.18% | 2026-04-20 | -7.13% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.16% | 9.94% | 2026-01-15 | -6.07% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 11.50% | 11.50% | 2026-04-20 | -8.82% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.02% | 5.02% | 2026-01-15 | -5.39% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.34% | 10.34% | 2026-04-20 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.36% | 4.38% | 2026-01-15 | -6.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.91% | 9.91% | 2026-04-20 | -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 | 2025-10-20 | 334.64 | 0.3142 | 0.4812 | no |
| AMZN | 2025-10-20 | 213.88 | 0.2862 | 0.5083 | no |
| APA | 2025-10-20 | 21.96 | 0.2112 | 0.4816 | no |
| BAC | 2025-10-20 | 50.37 | 0.2012 | 0.4544 | no |
| BAX | 2025-10-20 | 23.20 | 0.3548 | 0.4086 | no |
| BEN | 2025-10-20 | 21.53 | 0.2602 | 0.4691 | no |
| BLDR | 2025-10-20 | 122.36 | 0.2301 | 0.4244 | no |
| BX | 2025-10-20 | 151.91 | 0.2549 | — | no |
| CCL | 2025-10-20 | 28.00 | 0.3106 | 0.4121 | no |
| COP | 2025-10-20 | 84.05 | 0.2329 | 0.4857 | no |
| CSCO | 2025-10-20 | 69.11 | 0.2691 | 0.5661 | no |
| CSGP | 2025-10-20 | 74.02 | 0.2494 | 0.4197 | no |
| DE | 2025-10-20 | 453.53 | 0.2567 | 0.4447 | no |
| DECK | 2025-10-20 | 100.33 | 0.3389 | 0.4185 | no |
| DHI | 2025-10-20 | 152.74 | 0.4939 | 0.4215 | no |
| DOW | 2025-10-20 | 20.96 | 0.2298 | 0.4120 | no |
| EVRG | 2025-10-20 | 75.71 | 0.2480 | 0.4164 | no |
| HON | 2025-10-20 | 198.10 | 0.2895 | 0.5027 | no |
| HSIC | 2025-10-20 | 63.75 | 0.3025 | 0.4114 | no |
| HWM | 2025-10-20 | 191.23 | 0.2875 | 0.5287 | no |
| ICE | 2025-10-20 | 151.93 | 0.2250 | 0.4884 | no |
| KKR | 2025-10-20 | 118.10 | 0.4346 | 0.4776 | no |
| KMI | 2025-10-20 | 26.58 | 0.2231 | 0.4810 | no |
| LDOS | 2025-10-20 | 184.15 | 0.2657 | 0.5486 | no |
| LH | 2025-10-20 | 284.45 | 0.2189 | 0.4158 | no |
| LII | 2025-10-20 | 522.22 | 0.2268 | 0.4792 | no |
| LVS | 2025-10-20 | 48.83 | 0.2676 | 0.4223 | no |
| MGM | 2025-10-20 | 31.90 | 0.2073 | 0.4133 | no |
| MU | 2025-10-20 | 209.46 | 0.3266 | 0.6044 | no |
| NFLX | 2025-10-20 | 120.79 | 0.2005 | — | no |
| ODFL | 2025-10-20 | 137.72 | 0.2928 | 0.4229 | no |
| OKE | 2025-10-20 | 64.89 | 0.3560 | 0.4689 | no |
| OMC | 2025-10-20 | 75.53 | 0.3968 | 0.4443 | no |
| PANW | 2025-10-20 | 209.56 | 0.3572 | 0.5325 | no |
| PHM | 2025-10-20 | 123.70 | 0.2339 | 0.4559 | no |
| PODD | 2025-10-20 | 318.12 | 0.2019 | 0.4133 | no |
| PRU | 2025-10-20 | 95.92 | 0.2638 | 0.4691 | no |
| PTC | 2025-10-20 | 204.68 | 0.2288 | 0.5010 | no |
| SPGI | 2025-10-20 | 444.92 | 0.2353 | 0.4480 | no |
| STZ | 2025-10-20 | 136.77 | 0.2379 | 0.4181 | no |
| TECH | 2025-10-20 | 62.15 | 0.6617 | 0.4135 | no |
| TFC | 2025-10-20 | 41.34 | 0.2688 | 0.4252 | no |
| UAL | 2025-10-20 | 99.32 | 0.2878 | 0.5050 | no |
| UNH | 2025-10-20 | 349.24 | 0.3754 | 0.4643 | no |
| VLTO | 2025-10-20 | 102.47 | 0.3645 | 0.4743 | no |
| WAB | 2025-10-20 | 195.03 | 0.2796 | 0.4862 | no |
| WDAY | 2025-10-20 | 235.56 | 0.2002 | 0.4762 | no |
| WDC | 2025-10-20 | 128.70 | 0.4252 | 0.5813 | no |
| WSM | 2025-10-20 | 184.24 | 0.2878 | 0.4774 | no |
| ZBRA | 2025-10-20 | 297.10 | 0.3341 | 0.4631 | no |