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 | 4.86% | 7.43% | 2026-01-15 | -7.14% |
| buy & hold | participation factor overlay | 6 months | complete | 13.10% | 13.10% | 2026-04-20 | -7.14% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 4.94% | 7.71% | 2026-01-15 | -7.06% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 11.37% | 11.37% | 2026-04-20 | -7.20% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.41% | 6.48% | 2026-01-06 | -5.31% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.96% | 11.96% | 2026-04-20 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.52% | 5.34% | 2026-01-06 | -5.67% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 12.39% | 12.39% | 2026-04-20 | -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 | 2025-10-20 | 334.64 | 0.4719 | 0.4812 | no |
| ADSK | 2025-10-20 | 305.00 | 0.2146 | 0.4382 | no |
| ALGN | 2025-10-20 | 132.62 | 0.2265 | 0.4284 | no |
| APA | 2025-10-20 | 21.96 | 0.1797 | 0.4816 | no |
| BLDR | 2025-10-20 | 122.36 | 0.1976 | 0.4244 | no |
| BRK.B | 2025-10-20 | 492.36 | 0.2808 | — | no |
| CINF | 2025-10-20 | 151.39 | 0.2406 | 0.4783 | no |
| CNC | 2025-10-20 | 35.23 | 0.2582 | 0.4466 | no |
| COP | 2025-10-20 | 84.05 | 0.2641 | 0.4857 | no |
| DAL | 2025-10-20 | 59.61 | 0.2069 | 0.4880 | no |
| DECK | 2025-10-20 | 100.33 | 0.5388 | 0.4185 | no |
| DHI | 2025-10-20 | 152.74 | 0.3306 | 0.4215 | no |
| DOW | 2025-10-20 | 20.96 | 0.3978 | 0.4120 | no |
| DVA | 2025-10-20 | 126.43 | 0.2238 | 0.4640 | no |
| ERIE | 2025-10-20 | 312.23 | 0.3563 | — | no |
| FANG | 2025-10-20 | 136.61 | 0.2451 | 0.4733 | no |
| GLW | 2025-10-20 | 84.49 | 0.1945 | 0.5250 | no |
| GWW | 2025-10-20 | 952.51 | 0.3778 | 0.4722 | no |
| HAL | 2025-10-20 | 21.86 | 0.2730 | 0.4164 | no |
| KKR | 2025-10-20 | 118.10 | 0.6284 | 0.4776 | no |
| LDOS | 2025-10-20 | 184.15 | 0.2495 | 0.5486 | no |
| LVS | 2025-10-20 | 48.83 | 0.2092 | 0.4223 | no |
| MGM | 2025-10-20 | 31.90 | 0.2028 | 0.4133 | no |
| MSFT | 2025-10-20 | 510.41 | 0.1872 | 0.4705 | no |
| MU | 2025-10-20 | 209.46 | 0.4128 | 0.6044 | no |
| NEE | 2025-10-20 | 82.81 | 0.1804 | 0.4658 | no |
| NOW | 2025-10-20 | 181.33 | 0.2308 | 0.4992 | no |
| NTAP | 2025-10-20 | 118.27 | 0.2507 | 0.5573 | no |
| OKE | 2025-10-20 | 64.89 | 0.3334 | 0.4689 | no |
| OMC | 2025-10-20 | 75.53 | 0.3235 | 0.4443 | no |
| ON | 2025-10-20 | 53.35 | 0.2814 | 0.5765 | no |
| PANW | 2025-10-20 | 209.56 | 0.3183 | 0.5325 | no |
| PCAR | 2025-10-20 | 93.21 | 0.2444 | 0.4558 | no |
| PHM | 2025-10-20 | 123.70 | 0.3428 | 0.4559 | no |
| PRU | 2025-10-20 | 95.92 | 0.1831 | 0.4691 | no |
| PTC | 2025-10-20 | 204.68 | 0.2967 | 0.5010 | no |
| RSG | 2025-10-20 | 217.87 | 0.2360 | 0.4405 | no |
| STZ | 2025-10-20 | 136.77 | 0.2070 | 0.4181 | no |
| TECH | 2025-10-20 | 62.15 | 0.6496 | 0.4135 | no |
| TFC | 2025-10-20 | 41.34 | 0.3307 | 0.4252 | no |
| TTD | 2025-10-20 | 50.37 | 0.2012 | 0.4122 | no |
| TYL | 2025-10-20 | 504.64 | 0.2122 | 0.4392 | no |
| UAL | 2025-10-20 | 99.32 | 0.2096 | 0.5050 | no |
| UNH | 2025-10-20 | 349.24 | 0.1818 | 0.4643 | no |
| VLTO | 2025-10-20 | 102.47 | 0.3432 | 0.4743 | no |
| VTRS | 2025-10-20 | 9.82 | 0.1892 | 0.5441 | no |
| WDC | 2025-10-20 | 128.70 | 0.4266 | 0.5813 | no |
| WSM | 2025-10-20 | 184.24 | 0.2260 | 0.4774 | no |
| XYZ | 2025-10-20 | 75.94 | 0.3032 | 0.4074 | no |
| ZBRA | 2025-10-20 | 297.10 | 0.4320 | 0.4631 | no |