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 | 7.45% | 8.07% | 2026-01-22 | -4.94% |
| buy & hold | participation factor overlay | 6 months | complete | 12.26% | 12.85% | 2026-04-23 | -8.61% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 4.88% | 5.36% | 2026-01-22 | -5.75% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 6.41% | 8.58% | 2026-02-27 | -8.69% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.69% | 2.96% | 2026-01-15 | -5.63% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.21% | 9.10% | 2026-04-22 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.34% | 1.69% | 2026-01-15 | -6.15% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 6.55% | 7.64% | 2026-04-22 | -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 |
|---|---|---|---|---|---|
| ABT | 2025-10-27 | 123.76 | 0.1892 | 0.4123 | no |
| ADI | 2025-10-27 | 236.74 | 0.2528 | 0.5695 | no |
| AEE | 2025-10-27 | 101.49 | 0.1822 | 0.4374 | no |
| AIZ | 2025-10-27 | 208.99 | 0.2733 | 0.4097 | no |
| AME | 2025-10-27 | 186.24 | 0.1907 | 0.4954 | no |
| AVY | 2025-10-27 | 178.13 | 0.1883 | 0.4249 | no |
| BLK | 2025-10-27 | 1122.40 | 0.1861 | 0.4727 | no |
| BX | 2025-10-27 | 149.23 | 0.5698 | 0.4629 | no |
| CHTR | 2025-10-27 | 244.77 | 0.3439 | 0.4467 | no |
| CNC | 2025-10-27 | 34.06 | 0.2734 | 0.4466 | no |
| COP | 2025-10-27 | 85.99 | 0.2371 | 0.4857 | no |
| DDOG | 2025-10-27 | 158.27 | 0.2145 | 0.4423 | no |
| DHI | 2025-10-27 | 156.37 | 0.2626 | 0.4211 | no |
| DIS | 2025-10-27 | 110.34 | 0.2081 | 0.4149 | no |
| DOV | 2025-10-27 | 177.59 | 0.3719 | 0.5026 | no |
| ETN | 2025-10-27 | 376.80 | 0.2247 | 0.4932 | no |
| EVRG | 2025-10-27 | 75.39 | 0.1881 | 0.4164 | no |
| FANG | 2025-10-27 | 143.05 | 0.1952 | 0.4733 | no |
| GEV | 2025-10-27 | 589.71 | 0.3239 | 0.5399 | no |
| GWW | 2025-10-27 | 963.28 | 0.1951 | 0.4722 | no |
| HCA | 2025-10-27 | 447.20 | 0.2206 | 0.4862 | no |
| HSIC | 2025-10-27 | 64.00 | 0.1770 | 0.4114 | no |
| KMX | 2025-10-27 | 44.71 | 0.2546 | 0.4578 | no |
| LLY | 2025-10-27 | 819.83 | 0.3693 | 0.4467 | no |
| LMT | 2025-10-27 | 471.89 | 0.1906 | 0.5361 | no |
| MAS | 2025-10-27 | 67.00 | 0.3349 | 0.4305 | no |
| MCO | 2025-10-27 | 490.73 | 0.2347 | 0.4300 | no |
| MGM | 2025-10-27 | 33.20 | 0.4004 | 0.4133 | no |
| MOH | 2025-10-27 | 163.87 | 0.3763 | 0.4592 | no |
| MS | 2025-10-27 | 161.30 | 0.1719 | 0.4703 | no |
| MTB | 2025-10-27 | 180.92 | 0.2175 | 0.4225 | no |
| MU | 2025-10-27 | 224.59 | 0.6071 | 0.6037 | no |
| NXPI | 2025-10-27 | 217.55 | 0.2204 | 0.5718 | no |
| OKE | 2025-10-27 | 65.36 | 0.2954 | 0.4689 | no |
| OMC | 2025-10-27 | 76.73 | 0.2482 | 0.4466 | no |
| PHM | 2025-10-27 | 120.65 | 0.2673 | 0.4335 | no |
| PKG | 2025-10-27 | 200.40 | 0.2462 | 0.4161 | no |
| PRU | 2025-10-27 | 97.41 | 0.1731 | 0.4691 | no |
| RCL | 2025-10-27 | 314.70 | 0.2196 | 0.4523 | no |
| SNPS | 2025-10-27 | 471.28 | 0.4224 | 0.5664 | no |
| SPGI | 2025-10-27 | 461.40 | 0.1876 | 0.4480 | no |
| SWKS | 2025-10-27 | 72.33 | 0.3030 | 0.5375 | no |
| TECH | 2025-10-27 | 65.42 | 0.2642 | 0.4135 | no |
| TRV | 2025-10-27 | 265.58 | 0.3272 | 0.4697 | no |
| TSCO | 2025-10-27 | 54.95 | 0.2142 | 0.4603 | no |
| TSLA | 2025-10-27 | 439.98 | 0.2303 | 0.4717 | no |
| TT | 2025-10-27 | 426.16 | 0.1784 | 0.4986 | no |
| VLTO | 2025-10-27 | 104.12 | 0.3751 | 0.4743 | no |
| VZ | 2025-10-27 | 36.95 | 0.1878 | 0.4185 | no |
| WDC | 2025-10-27 | 132.75 | 0.1729 | 0.5812 | no |