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 | 5.65% | 7.73% | 2026-01-15 | -7.37% |
| buy & hold | participation factor overlay | 6 months | complete | 9.23% | 9.23% | 2026-04-20 | -8.80% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.38% | 7.66% | 2026-01-15 | -7.80% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 8.29% | 8.29% | 2026-04-20 | -9.01% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.50% | 6.60% | 2026-01-15 | -5.90% |
| weekly rebalance | participation factor overlay | 6 months | complete | 9.15% | 9.15% | 2026-04-20 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.27% | 5.20% | 2026-01-15 | -6.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 8.26% | 8.26% | 2026-04-20 | -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 |
|---|---|---|---|---|---|
| ADBE | 2025-10-20 | 334.64 | 0.2778 | 0.4812 | no |
| AMZN | 2025-10-20 | 213.88 | 0.2093 | 0.5083 | no |
| APO | 2025-10-20 | 120.53 | 0.2000 | — | no |
| BA | 2025-10-20 | 215.13 | 0.2233 | 0.5284 | no |
| BAX | 2025-10-20 | 23.20 | 0.2708 | 0.4086 | no |
| BLDR | 2025-10-20 | 122.36 | 0.3429 | 0.4244 | no |
| CNC | 2025-10-20 | 35.23 | 0.2784 | 0.4466 | no |
| CSCO | 2025-10-20 | 69.11 | 0.2058 | 0.5661 | no |
| CSGP | 2025-10-20 | 74.02 | 0.2350 | 0.4197 | no |
| CTAS | 2025-10-20 | 186.39 | 0.2198 | 0.4532 | no |
| DAL | 2025-10-20 | 59.61 | 0.2368 | 0.4880 | no |
| DE | 2025-10-20 | 453.53 | 0.2380 | 0.4447 | no |
| DHI | 2025-10-20 | 152.74 | 0.6027 | 0.4215 | no |
| DOW | 2025-10-20 | 20.96 | 0.2635 | 0.4120 | no |
| DVA | 2025-10-20 | 126.43 | 0.2531 | 0.4640 | no |
| FDS | 2025-10-20 | 280.81 | 0.3219 | 0.4666 | no |
| HON | 2025-10-20 | 198.10 | 0.2898 | 0.5027 | no |
| HRL | 2025-10-20 | 23.14 | 0.2056 | 0.4152 | no |
| HSIC | 2025-10-20 | 63.75 | 0.2007 | 0.4114 | no |
| KEY | 2025-10-20 | 16.40 | 0.1975 | 0.4241 | no |
| KKR | 2025-10-20 | 118.10 | 0.6092 | 0.4776 | no |
| MGM | 2025-10-20 | 31.90 | 0.4498 | 0.4133 | no |
| MU | 2025-10-20 | 209.46 | 0.4190 | 0.6044 | no |
| NWSA | 2025-10-20 | 25.95 | 0.2115 | 0.4913 | no |
| OKE | 2025-10-20 | 64.89 | 0.3424 | 0.4689 | no |
| OMC | 2025-10-20 | 75.53 | 0.3453 | 0.4443 | no |
| ON | 2025-10-20 | 53.35 | 0.4006 | 0.5765 | no |
| PANW | 2025-10-20 | 209.56 | 0.2743 | 0.5325 | no |
| PHM | 2025-10-20 | 123.70 | 0.3297 | 0.4559 | no |
| PLTR | 2025-10-20 | 179.49 | 0.2013 | 0.5643 | no |
| PRU | 2025-10-20 | 95.92 | 0.2514 | 0.4691 | no |
| PTC | 2025-10-20 | 204.68 | 0.2592 | 0.5010 | no |
| RSG | 2025-10-20 | 217.87 | 0.3006 | 0.4405 | no |
| SNPS | 2025-10-20 | 450.66 | 0.2899 | 0.5665 | no |
| STZ | 2025-10-20 | 136.77 | 0.2381 | 0.4181 | no |
| SYY | 2025-10-20 | 78.20 | 0.2079 | 0.4683 | no |
| TECH | 2025-10-20 | 62.15 | 0.4534 | 0.4135 | no |
| TEL | 2025-10-20 | 222.58 | 0.2268 | 0.4728 | no |
| TFC | 2025-10-20 | 41.34 | 0.2914 | 0.4252 | no |
| TSLA | 2025-10-20 | 443.87 | 0.2358 | 0.4717 | no |
| UNH | 2025-10-20 | 349.24 | 0.2438 | 0.4643 | no |
| VLTO | 2025-10-20 | 102.47 | 0.3680 | 0.4743 | no |
| VRSK | 2025-10-20 | 230.57 | 0.2660 | 0.4656 | no |
| VRTX | 2025-10-20 | 418.17 | 0.2334 | 0.4735 | no |
| WAB | 2025-10-20 | 195.03 | 0.2231 | 0.4862 | no |
| WDC | 2025-10-20 | 128.70 | 0.4693 | 0.5813 | no |
| XOM | 2025-10-20 | 108.85 | 0.2225 | 0.4619 | no |
| XYL | 2025-10-20 | 144.93 | 0.2823 | 0.4784 | no |
| XYZ | 2025-10-20 | 75.94 | 0.1969 | 0.4074 | no |
| ZBRA | 2025-10-20 | 297.10 | 0.5150 | 0.4631 | no |