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 | 8.11% | 8.78% | 2026-01-22 | -4.52% |
| buy & hold | participation factor overlay | 6 months | complete | 15.23% | 15.74% | 2026-04-23 | -7.24% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.05% | 6.00% | 2026-01-22 | -5.08% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 8.54% | 9.17% | 2026-04-23 | -6.95% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.32% | 4.31% | 2026-01-22 | -6.11% |
| weekly rebalance | participation factor overlay | 6 months | complete | 6.00% | 7.29% | 2026-04-22 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.38% | 2.99% | 2026-01-22 | -6.63% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 3.99% | 5.99% | 2026-04-21 | -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 |
|---|---|---|---|---|---|
| ABT | 2025-10-27 | 123.76 | 0.2539 | 0.4123 | no |
| ADI | 2025-10-27 | 236.74 | 0.1734 | 0.5695 | no |
| AME | 2025-10-27 | 186.24 | 0.2299 | 0.4954 | no |
| APA | 2025-10-27 | 23.62 | 0.2792 | 0.4816 | no |
| APH | 2025-10-27 | 67.48 | 0.1789 | 0.4940 | no |
| APO | 2025-10-27 | 124.82 | 0.4654 | — | no |
| BA | 2025-10-27 | 222.78 | 0.1667 | 0.5284 | no |
| BLK | 2025-10-27 | 1122.40 | 0.2871 | 0.4727 | no |
| BX | 2025-10-27 | 149.23 | 0.5192 | 0.4629 | no |
| CBRE | 2025-10-27 | 163.45 | 0.1862 | 0.4158 | no |
| CHTR | 2025-10-27 | 244.77 | 0.3770 | 0.4467 | no |
| CNC | 2025-10-27 | 34.06 | 0.2648 | 0.4466 | no |
| CSGP | 2025-10-27 | 77.89 | 0.2351 | 0.4197 | no |
| CVS | 2025-10-27 | 79.49 | 0.2216 | 0.4357 | no |
| DOV | 2025-10-27 | 177.59 | 0.2215 | 0.5026 | no |
| EVRG | 2025-10-27 | 75.39 | 0.2275 | 0.4164 | no |
| FANG | 2025-10-27 | 143.05 | 0.2144 | 0.4733 | no |
| FDX | 2025-10-27 | 193.95 | 0.1748 | 0.4213 | no |
| KEYS | 2025-10-27 | 169.19 | 0.1690 | 0.5138 | no |
| KKR | 2025-10-27 | 122.08 | 0.2777 | 0.4776 | no |
| KMX | 2025-10-27 | 44.71 | 0.2658 | 0.4578 | no |
| L | 2025-10-27 | 99.90 | 0.1677 | — | no |
| LLY | 2025-10-27 | 819.83 | 0.4764 | 0.4467 | no |
| MAS | 2025-10-27 | 67.00 | 0.4692 | 0.4305 | no |
| MCO | 2025-10-27 | 490.73 | 0.3088 | 0.4300 | no |
| MET | 2025-10-27 | 77.11 | 0.2041 | 0.4568 | no |
| MGM | 2025-10-27 | 33.20 | 0.4318 | 0.4133 | no |
| MSFT | 2025-10-27 | 527.44 | 0.1732 | 0.4713 | no |
| MTB | 2025-10-27 | 180.92 | 0.2888 | 0.4225 | no |
| MU | 2025-10-27 | 224.59 | 0.3782 | 0.6037 | no |
| NOW | 2025-10-27 | 188.81 | 0.2009 | 0.4999 | no |
| ODFL | 2025-10-27 | 135.42 | 0.2624 | 0.4229 | no |
| OKE | 2025-10-27 | 65.36 | 0.2234 | 0.4689 | no |
| ON | 2025-10-27 | 51.84 | 0.1983 | 0.5758 | no |
| ORLY | 2025-10-27 | 96.81 | 0.1667 | 0.4927 | no |
| PFG | 2025-10-27 | 77.08 | 0.1872 | 0.4740 | no |
| PKG | 2025-10-27 | 200.40 | 0.2570 | 0.4161 | no |
| RSG | 2025-10-27 | 220.93 | 0.1669 | 0.4405 | no |
| SPGI | 2025-10-27 | 461.40 | 0.1952 | 0.4480 | no |
| SWKS | 2025-10-27 | 72.33 | 0.2913 | 0.5375 | no |
| TFC | 2025-10-27 | 42.58 | 0.1753 | 0.4252 | no |
| TRV | 2025-10-27 | 265.58 | 0.2890 | 0.4697 | no |
| TSLA | 2025-10-27 | 439.98 | 0.5627 | 0.4717 | no |
| TSN | 2025-10-27 | 49.72 | 0.3558 | 0.4365 | no |
| TT | 2025-10-27 | 426.16 | 0.1738 | 0.4986 | no |
| VLO | 2025-10-27 | 167.92 | 0.3619 | 0.4918 | no |
| VLTO | 2025-10-27 | 104.12 | 0.2276 | 0.4743 | no |
| WDC | 2025-10-27 | 132.75 | 0.3798 | 0.5812 | no |
| WSM | 2025-10-27 | 189.38 | 0.1981 | 0.4757 | no |
| XYL | 2025-10-27 | 146.95 | 0.2128 | 0.4784 | no |