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 | 5.23% | 8.94% | 2026-01-22 | -4.36% |
| buy & hold | participation factor overlay | 6 months | complete | 6.16% | 8.94% | 2026-01-22 | -12.18% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.14% | 10.84% | 2026-01-22 | -3.93% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 7.55% | 10.84% | 2026-01-22 | -12.45% |
| weekly rebalance | participation factor overlay | 3 months | complete | 0.60% | 4.61% | 2026-01-06 | -5.31% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.40% | 10.63% | 2026-04-22 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.17% | 4.71% | 2026-01-06 | -4.91% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.59% | 12.15% | 2026-04-22 | -4.91% |
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 | 0.2851 | 0.5160 | no |
| APO | 2025-11-03 | 122.32 | 0.1780 | — | no |
| BKNG | 2025-11-03 | 200.71 | 0.2941 | 0.4813 | no |
| BLDR | 2025-11-03 | 114.86 | 0.3190 | 0.4322 | no |
| BR | 2025-11-03 | 214.37 | 0.2480 | 0.4536 | no |
| BX | 2025-11-03 | 140.95 | 0.3582 | 0.4629 | no |
| CARR | 2025-11-03 | 58.27 | 0.2992 | 0.5006 | no |
| CDW | 2025-11-03 | 156.23 | 0.1771 | 0.5265 | no |
| CPRT | 2025-11-03 | 42.79 | 0.1823 | 0.5088 | no |
| DDOG | 2025-11-03 | 163.00 | 0.2047 | 0.4413 | no |
| DE | 2025-11-03 | 455.70 | 0.1929 | 0.4444 | no |
| DG | 2025-11-03 | 96.96 | 0.3971 | 0.5208 | no |
| DOV | 2025-11-03 | 178.96 | 0.1849 | 0.5026 | no |
| EPAM | 2025-11-03 | 162.08 | 0.2537 | 0.4176 | no |
| ERIE | 2025-11-03 | 287.80 | 0.4482 | — | no |
| FFIV | 2025-11-03 | 252.98 | 0.3103 | 0.5180 | no |
| GEN | 2025-11-03 | 25.86 | 0.2679 | 0.5412 | no |
| GILD | 2025-11-03 | 116.93 | 0.2509 | 0.4284 | no |
| HCA | 2025-11-03 | 454.30 | 0.1933 | 0.4862 | no |
| HUBB | 2025-11-03 | 467.70 | 0.2367 | 0.4922 | no |
| ICE | 2025-11-03 | 143.58 | 0.6519 | 0.5154 | no |
| INTU | 2025-11-03 | 663.04 | 0.3359 | 0.4655 | no |
| IT | 2025-11-03 | 248.69 | 0.2016 | 0.4353 | no |
| KKR | 2025-11-03 | 117.72 | 0.2667 | 0.4776 | no |
| KMX | 2025-11-03 | 41.50 | 0.2969 | 0.4579 | no |
| KR | 2025-11-03 | 61.99 | 0.1947 | 0.4941 | no |
| LLY | 2025-11-03 | 861.10 | 0.3645 | 0.4390 | no |
| LVS | 2025-11-03 | 58.86 | 0.2637 | 0.4112 | no |
| MAS | 2025-11-03 | 63.17 | 0.3717 | 0.4353 | no |
| MGM | 2025-11-03 | 31.78 | 0.2492 | 0.4144 | no |
| MMM | 2025-11-03 | 163.00 | 0.2495 | 0.5057 | no |
| MNST | 2025-11-03 | 33.41 | 0.2887 | 0.4074 | no |
| MOH | 2025-11-03 | 152.50 | 0.3988 | 0.4593 | no |
| MSCI | 2025-11-03 | 578.41 | 0.3164 | 0.4625 | no |
| MU | 2025-11-03 | 233.65 | 0.3925 | 0.6069 | no |
| NCLH | 2025-11-03 | 22.34 | 0.2975 | 0.4167 | no |
| ON | 2025-11-03 | 49.53 | 0.3211 | 0.5805 | no |
| PTC | 2025-11-03 | 198.56 | 0.2334 | 0.4989 | no |
| SNPS | 2025-11-03 | 451.84 | 0.3769 | 0.5649 | no |
| SWK | 2025-11-03 | 63.86 | 0.2324 | 0.4925 | no |
| TEL | 2025-11-03 | 245.90 | 0.2009 | — | no |
| TFC | 2025-11-03 | 42.58 | 0.1785 | 0.4252 | no |
| TROW | 2025-11-03 | 97.09 | 0.1879 | 0.4773 | no |
| TSLA | 2025-11-03 | 455.99 | 0.3344 | 0.4717 | no |
| TSN | 2025-11-03 | 49.48 | 0.2240 | 0.4302 | no |
| TYL | 2025-11-03 | 471.91 | 0.3004 | 0.4400 | no |
| VST | 2025-11-03 | 190.02 | 0.3177 | 0.4842 | no |
| WBD | 2025-11-03 | 22.50 | 0.2280 | 0.4588 | no |
| WDC | 2025-11-03 | 151.79 | 0.3177 | 0.6070 | no |
| WY | 2025-11-03 | 21.92 | 0.2271 | 0.4299 | no |