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 | 5.22% | 7.51% | 2026-01-28 | -4.67% |
| buy & hold | participation factor overlay | 6 months | complete | 8.93% | 9.15% | 2026-04-30 | -8.90% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.28% | 7.55% | 2026-01-28 | -4.46% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 7.66% | 8.36% | 2026-02-11 | -9.34% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.19% | 4.35% | 2026-01-15 | -5.12% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.57% | 10.58% | 2026-04-22 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.09% | 4.33% | 2026-01-15 | -4.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 10.14% | 10.43% | 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 |
|---|---|---|---|---|---|
| AKAM | 2025-11-03 | 75.21 | 0.3440 | 0.5160 | no |
| AMT | 2025-11-03 | 172.65 | 0.2041 | 0.4225 | no |
| AVY | 2025-11-03 | 170.36 | 0.1991 | 0.4249 | no |
| BF.B | 2025-11-03 | 26.27 | 0.1827 | — | no |
| BKNG | 2025-11-03 | 200.71 | 0.2658 | 0.4813 | no |
| BLDR | 2025-11-03 | 114.86 | 0.4022 | 0.4322 | no |
| BR | 2025-11-03 | 214.37 | 0.1924 | 0.4536 | no |
| BX | 2025-11-03 | 140.95 | 0.2282 | 0.4629 | no |
| CARR | 2025-11-03 | 58.27 | 0.2199 | 0.5006 | no |
| CI | 2025-11-03 | 237.36 | 0.3251 | 0.4616 | no |
| COP | 2025-11-03 | 85.99 | 0.2899 | 0.4857 | no |
| CPRT | 2025-11-03 | 42.79 | 0.2224 | 0.5088 | no |
| DDOG | 2025-11-03 | 163.00 | 0.2598 | 0.4413 | no |
| ERIE | 2025-11-03 | 287.80 | 0.3270 | — | no |
| EXPE | 2025-11-03 | 217.25 | 0.2176 | 0.4811 | no |
| FFIV | 2025-11-03 | 252.98 | 0.2951 | 0.5180 | no |
| GEV | 2025-11-03 | 589.41 | 0.2669 | 0.5399 | no |
| GILD | 2025-11-03 | 116.93 | 0.2128 | 0.4284 | no |
| GWW | 2025-11-03 | 958.80 | 0.2434 | 0.4747 | no |
| HSIC | 2025-11-03 | 63.37 | 0.2059 | 0.4118 | no |
| HUBB | 2025-11-03 | 467.70 | 0.2171 | 0.4922 | no |
| ICE | 2025-11-03 | 143.58 | 0.6179 | 0.5154 | no |
| INTU | 2025-11-03 | 663.04 | 0.3374 | 0.4655 | no |
| LVS | 2025-11-03 | 58.86 | 0.1978 | 0.4112 | no |
| MAS | 2025-11-03 | 63.17 | 0.4414 | 0.4353 | no |
| MMM | 2025-11-03 | 163.00 | 0.2891 | 0.5057 | no |
| MNST | 2025-11-03 | 33.41 | 0.2077 | 0.4074 | no |
| MOH | 2025-11-03 | 152.50 | 0.3085 | 0.4593 | no |
| MOS | 2025-11-03 | 26.38 | 0.2020 | 0.4096 | no |
| MSCI | 2025-11-03 | 578.41 | 0.3656 | 0.4625 | no |
| MU | 2025-11-03 | 233.65 | 0.5776 | 0.6069 | no |
| NCLH | 2025-11-03 | 22.34 | 0.5177 | 0.4167 | no |
| NUE | 2025-11-03 | 148.13 | 0.2132 | 0.5099 | no |
| ON | 2025-11-03 | 49.53 | 0.1935 | 0.5805 | no |
| PCAR | 2025-11-03 | 95.80 | 0.2176 | 0.4378 | no |
| PEG | 2025-11-03 | 78.14 | 0.1946 | 0.4737 | no |
| PODD | 2025-11-03 | 313.61 | 0.2133 | 0.4144 | no |
| POOL | 2025-11-03 | 260.54 | 0.2035 | 0.4330 | no |
| PTC | 2025-11-03 | 198.56 | 0.2180 | 0.4989 | no |
| SNPS | 2025-11-03 | 451.84 | 0.4751 | 0.5649 | no |
| SYF | 2025-11-03 | 72.81 | 0.2035 | 0.4274 | no |
| TPL | 2025-11-03 | 312.41 | 0.2112 | 0.4518 | no |
| TSN | 2025-11-03 | 49.48 | 0.2305 | 0.4302 | no |
| TTD | 2025-11-03 | 49.92 | 0.2165 | 0.4122 | no |
| TYL | 2025-11-03 | 471.91 | 0.3184 | 0.4400 | no |
| VMC | 2025-11-03 | 285.19 | 0.2098 | 0.4673 | no |
| VST | 2025-11-03 | 190.02 | 0.2207 | 0.4842 | no |
| WDC | 2025-11-03 | 151.79 | 0.3826 | 0.6070 | no |
| WY | 2025-11-03 | 21.92 | 0.2843 | 0.4299 | no |
| ZBH | 2025-11-03 | 99.10 | 0.2365 | 0.4242 | no |