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 | 9.28% | 11.37% | 2026-01-22 | -3.93% |
| buy & hold | participation factor overlay | 6 months | complete | 13.65% | 13.92% | 2026-04-30 | -8.21% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.93% | 10.61% | 2026-01-22 | -3.76% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 10.77% | 10.83% | 2026-04-30 | -8.20% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.55% | 5.58% | 2026-01-22 | -5.74% |
| weekly rebalance | participation factor overlay | 6 months | complete | 8.81% | 8.81% | 2026-05-01 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.07% | 5.50% | 2026-01-22 | -5.15% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 6.98% | 8.57% | 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 |
|---|---|---|---|---|---|
| ADI | 2025-11-03 | 232.05 | 0.1995 | 0.5740 | no |
| APA | 2025-11-03 | 21.99 | 0.2888 | 0.4816 | no |
| APO | 2025-11-03 | 122.32 | 0.2311 | — | no |
| BKNG | 2025-11-03 | 200.71 | 0.2606 | 0.4813 | no |
| BLDR | 2025-11-03 | 114.86 | 0.4431 | 0.4322 | no |
| BR | 2025-11-03 | 214.37 | 0.2800 | 0.4536 | no |
| BX | 2025-11-03 | 140.95 | 0.2592 | 0.4629 | no |
| CAH | 2025-11-03 | 189.72 | 0.1905 | 0.4125 | no |
| CPRT | 2025-11-03 | 42.79 | 0.1925 | 0.5088 | no |
| DG | 2025-11-03 | 96.96 | 0.4166 | 0.5208 | no |
| DOV | 2025-11-03 | 178.96 | 0.1926 | 0.5026 | no |
| DXCM | 2025-11-03 | 58.55 | 0.2174 | 0.4145 | no |
| ERIE | 2025-11-03 | 287.80 | 0.3758 | — | no |
| GEN | 2025-11-03 | 25.86 | 0.2103 | 0.5412 | no |
| HSIC | 2025-11-03 | 63.37 | 0.2668 | 0.4118 | no |
| HUBB | 2025-11-03 | 467.70 | 0.2536 | 0.4922 | no |
| ICE | 2025-11-03 | 143.58 | 0.7250 | 0.5154 | no |
| INTU | 2025-11-03 | 663.04 | 0.2257 | 0.4655 | no |
| KKR | 2025-11-03 | 117.72 | 0.2452 | 0.4776 | no |
| MAS | 2025-11-03 | 63.17 | 0.4792 | 0.4353 | no |
| MGM | 2025-11-03 | 31.78 | 0.2869 | 0.4144 | no |
| MNST | 2025-11-03 | 33.41 | 0.2829 | 0.4074 | no |
| MOH | 2025-11-03 | 152.50 | 0.3994 | 0.4593 | no |
| MPC | 2025-11-03 | 191.56 | 0.2749 | 0.4889 | no |
| MSCI | 2025-11-03 | 578.41 | 0.3297 | 0.4625 | no |
| MU | 2025-11-03 | 233.65 | 0.3531 | 0.6069 | no |
| NCLH | 2025-11-03 | 22.34 | 0.4055 | 0.4167 | no |
| NEM | 2025-11-03 | 79.95 | 0.1940 | 0.5588 | no |
| NWSA | 2025-11-03 | 26.22 | 0.2143 | 0.4913 | no |
| ON | 2025-11-03 | 49.53 | 0.2211 | 0.5805 | no |
| PCAR | 2025-11-03 | 95.80 | 0.2059 | 0.4378 | no |
| POOL | 2025-11-03 | 260.54 | 0.3056 | 0.4330 | no |
| ROST | 2025-11-03 | 158.34 | 0.2426 | 0.4239 | no |
| SBAC | 2025-11-03 | 184.58 | 0.2045 | 0.4265 | no |
| SNA | 2025-11-03 | 327.85 | 0.1934 | 0.4274 | no |
| SNPS | 2025-11-03 | 451.84 | 0.4075 | 0.5649 | no |
| SWK | 2025-11-03 | 63.86 | 0.1964 | 0.4925 | no |
| T | 2025-11-03 | 23.78 | 0.2170 | 0.4126 | no |
| TFC | 2025-11-03 | 42.58 | 0.2292 | 0.4252 | no |
| TJX | 2025-11-03 | 138.69 | 0.2733 | 0.4180 | no |
| TSN | 2025-11-03 | 49.48 | 0.3209 | 0.4302 | no |
| TYL | 2025-11-03 | 471.91 | 0.2884 | 0.4400 | no |
| UHS | 2025-11-03 | 219.28 | 0.2102 | 0.4883 | no |
| VLO | 2025-11-03 | 166.97 | 0.3462 | 0.4918 | no |
| VST | 2025-11-03 | 190.02 | 0.4234 | 0.4842 | no |
| WBD | 2025-11-03 | 22.50 | 0.1993 | 0.4588 | no |
| WDC | 2025-11-03 | 151.79 | 0.3038 | 0.6070 | no |
| WY | 2025-11-03 | 21.92 | 0.2551 | 0.4299 | no |
| XEL | 2025-11-03 | 78.72 | 0.2024 | 0.4245 | no |
| ZTS | 2025-11-03 | 141.16 | 0.2397 | 0.4070 | no |