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 | 10.11% | 11.80% | 2026-01-28 | -4.41% |
| buy & hold | participation factor overlay | 6 months | complete | 14.77% | 15.09% | 2026-04-30 | -8.80% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 10.23% | 11.37% | 2026-01-22 | -3.94% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 12.54% | 12.65% | 2026-04-30 | -9.69% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.61% | 5.53% | 2026-01-22 | -5.13% |
| weekly rebalance | participation factor overlay | 6 months | complete | 13.48% | 13.48% | 2026-05-01 | -6.41% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.49% | 6.19% | 2026-01-22 | -4.97% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 13.47% | 13.47% | 2026-05-01 | -6.18% |
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 |
|---|---|---|---|---|---|
| ADI | 2025-11-03 | 232.05 | 0.1993 | 0.5740 | no |
| AKAM | 2025-11-03 | 75.21 | 0.2250 | 0.5160 | no |
| APA | 2025-11-03 | 21.99 | 0.2040 | 0.4816 | no |
| APO | 2025-11-03 | 122.32 | 0.2845 | — | no |
| BKNG | 2025-11-03 | 200.71 | 0.2485 | 0.4813 | no |
| BLDR | 2025-11-03 | 114.86 | 0.4167 | 0.4322 | no |
| BR | 2025-11-03 | 214.37 | 0.2552 | 0.4536 | no |
| BX | 2025-11-03 | 140.95 | 0.2323 | 0.4629 | no |
| CARR | 2025-11-03 | 58.27 | 0.1923 | 0.5006 | no |
| CAT | 2025-11-03 | 572.43 | 0.1900 | 0.4529 | no |
| CI | 2025-11-03 | 237.36 | 0.1891 | 0.4616 | no |
| COP | 2025-11-03 | 85.99 | 0.3918 | 0.4857 | no |
| DG | 2025-11-03 | 96.96 | 0.3899 | 0.5208 | no |
| DIS | 2025-11-03 | 110.94 | 0.1888 | 0.4149 | no |
| DOV | 2025-11-03 | 178.96 | 0.1644 | 0.5026 | no |
| DXCM | 2025-11-03 | 58.55 | 0.3039 | 0.4145 | no |
| EPAM | 2025-11-03 | 162.08 | 0.1953 | 0.4176 | no |
| ERIE | 2025-11-03 | 287.80 | 0.4350 | — | no |
| FFIV | 2025-11-03 | 252.98 | 0.4172 | 0.5180 | no |
| GEV | 2025-11-03 | 589.41 | 0.3466 | 0.5399 | no |
| HPQ | 2025-11-03 | 26.26 | 0.1730 | 0.5237 | no |
| ICE | 2025-11-03 | 143.58 | 0.6044 | 0.5154 | no |
| INTU | 2025-11-03 | 663.04 | 0.2427 | 0.4655 | no |
| KMX | 2025-11-03 | 41.50 | 0.2027 | 0.4579 | no |
| LLY | 2025-11-03 | 861.10 | 0.2083 | 0.4390 | no |
| MAS | 2025-11-03 | 63.17 | 0.3706 | 0.4353 | no |
| MMM | 2025-11-03 | 163.00 | 0.2316 | 0.5057 | no |
| MNST | 2025-11-03 | 33.41 | 0.1791 | 0.4074 | no |
| MOH | 2025-11-03 | 152.50 | 0.6116 | 0.4593 | no |
| MSCI | 2025-11-03 | 578.41 | 0.2555 | 0.4625 | no |
| MU | 2025-11-03 | 233.65 | 0.3400 | 0.6069 | no |
| NCLH | 2025-11-03 | 22.34 | 0.4282 | 0.4167 | no |
| NUE | 2025-11-03 | 148.13 | 0.2649 | 0.5099 | no |
| NWSA | 2025-11-03 | 26.22 | 0.2585 | 0.4913 | no |
| ON | 2025-11-03 | 49.53 | 0.3002 | 0.5805 | no |
| PCAR | 2025-11-03 | 95.80 | 0.1840 | 0.4378 | no |
| PEG | 2025-11-03 | 78.14 | 0.1860 | 0.4737 | no |
| PODD | 2025-11-03 | 313.61 | 0.1826 | 0.4144 | no |
| SNA | 2025-11-03 | 327.85 | 0.2008 | 0.4274 | no |
| SNPS | 2025-11-03 | 451.84 | 0.2097 | 0.5649 | no |
| SWK | 2025-11-03 | 63.86 | 0.2218 | 0.4925 | no |
| TEL | 2025-11-03 | 245.90 | 0.2236 | — | no |
| TSCO | 2025-11-03 | 52.94 | 0.3150 | 0.4586 | no |
| TSN | 2025-11-03 | 49.48 | 0.1947 | 0.4302 | no |
| VLTO | 2025-11-03 | 97.64 | 0.2118 | 0.4731 | no |
| VST | 2025-11-03 | 190.02 | 0.3082 | 0.4842 | no |
| WAB | 2025-11-03 | 202.39 | 0.1624 | 0.4615 | no |
| WDC | 2025-11-03 | 151.79 | 0.3742 | 0.6070 | no |
| WY | 2025-11-03 | 21.92 | 0.3435 | 0.4299 | no |
| XEL | 2025-11-03 | 78.72 | 0.1648 | 0.4245 | no |