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 | 9.13% | 9.29% | 2026-01-22 | -4.00% |
| buy & hold | participation factor overlay | 6 months | complete | 12.61% | 13.18% | 2026-04-23 | -8.37% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.92% | 7.20% | 2026-01-22 | -3.72% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 7.77% | 10.25% | 2026-02-11 | -8.60% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.69% | 3.68% | 2026-01-06 | -5.55% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.49% | 9.65% | 2026-04-22 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.47% | 2.67% | 2026-01-06 | -5.86% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 8.55% | 9.97% | 2026-04-22 | -5.86% |
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 | 0.2975 | 0.4123 | no |
| ADP | 2025-10-27 | 273.05 | 0.2209 | 0.4127 | no |
| AIZ | 2025-10-27 | 208.99 | 0.2252 | 0.4097 | no |
| AKAM | 2025-10-27 | 75.50 | 0.1981 | 0.5170 | no |
| AME | 2025-10-27 | 186.24 | 0.2431 | 0.4954 | no |
| AON | 2025-10-27 | 335.35 | 0.1996 | 0.4561 | no |
| AVY | 2025-10-27 | 178.13 | 0.1774 | 0.4249 | no |
| BLDR | 2025-10-27 | 125.39 | 0.2302 | 0.4242 | no |
| BX | 2025-10-27 | 149.23 | 0.5771 | 0.4629 | no |
| CHTR | 2025-10-27 | 244.77 | 0.3804 | 0.4467 | no |
| CNC | 2025-10-27 | 34.06 | 0.2233 | 0.4466 | no |
| COP | 2025-10-27 | 85.99 | 0.2286 | 0.4857 | no |
| CSGP | 2025-10-27 | 77.89 | 0.1867 | 0.4197 | no |
| DDOG | 2025-10-27 | 158.27 | 0.2506 | 0.4423 | no |
| DG | 2025-10-27 | 100.33 | 0.1898 | 0.5220 | no |
| DHI | 2025-10-27 | 156.37 | 0.4896 | 0.4211 | no |
| DOV | 2025-10-27 | 177.59 | 0.2425 | 0.5026 | no |
| FANG | 2025-10-27 | 143.05 | 0.1936 | 0.4733 | no |
| FDX | 2025-10-27 | 193.95 | 0.1996 | 0.4213 | no |
| GEV | 2025-10-27 | 589.71 | 0.1827 | 0.5399 | no |
| GWW | 2025-10-27 | 963.28 | 0.2409 | 0.4722 | no |
| HCA | 2025-10-27 | 447.20 | 0.2057 | 0.4862 | no |
| HSIC | 2025-10-27 | 64.00 | 0.2157 | 0.4114 | no |
| KHC | 2025-10-27 | 23.64 | 0.2527 | — | no |
| KKR | 2025-10-27 | 122.08 | 0.1871 | 0.4776 | no |
| KMX | 2025-10-27 | 44.71 | 0.3772 | 0.4578 | no |
| LHX | 2025-10-27 | 288.77 | 0.1792 | 0.5405 | no |
| LLY | 2025-10-27 | 819.83 | 0.5962 | 0.4467 | no |
| MAS | 2025-10-27 | 67.00 | 0.3931 | 0.4305 | no |
| MGM | 2025-10-27 | 33.20 | 0.4926 | 0.4133 | no |
| MOS | 2025-10-27 | 29.28 | 0.2371 | 0.4096 | no |
| MU | 2025-10-27 | 224.59 | 0.4913 | 0.6037 | no |
| NVDA | 2025-10-27 | 189.54 | 0.2236 | 0.5978 | no |
| ODFL | 2025-10-27 | 135.42 | 0.2648 | 0.4229 | no |
| OKE | 2025-10-27 | 65.36 | 0.2305 | 0.4689 | no |
| OMC | 2025-10-27 | 76.73 | 0.2795 | 0.4466 | no |
| PFG | 2025-10-27 | 77.08 | 0.2203 | 0.4740 | no |
| PHM | 2025-10-27 | 120.65 | 0.2672 | 0.4335 | no |
| REGN | 2025-10-27 | 577.54 | 0.2270 | 0.4539 | no |
| SNPS | 2025-10-27 | 471.28 | 0.2328 | 0.5664 | no |
| SWKS | 2025-10-27 | 72.33 | 0.1854 | 0.5375 | no |
| TECH | 2025-10-27 | 65.42 | 0.3620 | 0.4135 | no |
| TRV | 2025-10-27 | 265.58 | 0.2811 | 0.4697 | no |
| TSLA | 2025-10-27 | 439.98 | 0.4779 | 0.4717 | no |
| TSN | 2025-10-27 | 49.72 | 0.2049 | 0.4365 | no |
| TT | 2025-10-27 | 426.16 | 0.2456 | 0.4986 | no |
| TYL | 2025-10-27 | 511.90 | 0.1897 | 0.4391 | no |
| VLTO | 2025-10-27 | 104.12 | 0.4034 | 0.4743 | no |
| WAB | 2025-10-27 | 197.37 | 0.2768 | 0.4615 | no |
| WDC | 2025-10-27 | 132.75 | 0.1940 | 0.5812 | no |