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 | 5.93% | 7.57% | 2026-01-15 | -4.63% |
| buy & hold | participation factor overlay | 6 months | complete | 10.84% | 11.41% | 2026-05-06 | -9.49% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.59% | 8.78% | 2026-02-06 | -4.46% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 11.06% | 11.52% | 2026-05-06 | -9.15% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.40% | 5.38% | 2026-01-22 | -5.38% |
| weekly rebalance | participation factor overlay | 6 months | complete | 14.91% | 15.81% | 2026-05-06 | -6.41% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.56% | 6.14% | 2026-01-22 | -5.98% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.19% | 15.95% | 2026-05-06 | -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 |
|---|---|---|---|---|---|
| ABT | 2025-11-10 | 123.13 | 0.1964 | 0.4124 | no |
| ADBE | 2025-11-10 | 328.00 | 0.2103 | 0.4732 | no |
| BF.B | 2025-11-10 | 26.13 | 0.2870 | — | no |
| BKNG | 2025-11-10 | 196.44 | 0.2898 | 0.4813 | no |
| BR | 2025-11-10 | 215.71 | 0.3649 | 0.4536 | no |
| BX | 2025-11-10 | 143.62 | 0.2660 | 0.4629 | no |
| CAT | 2025-11-10 | 566.54 | 0.2585 | 0.4525 | no |
| CB | 2025-11-10 | 282.86 | 0.2292 | 0.4479 | no |
| COP | 2025-11-10 | 84.66 | 0.3092 | 0.4798 | no |
| CPRT | 2025-11-10 | 40.63 | 0.3116 | 0.5088 | no |
| DASH | 2025-11-10 | 207.52 | 0.1986 | 0.4563 | no |
| DECK | 2025-11-10 | 82.47 | 0.2826 | 0.4127 | no |
| DHI | 2025-11-10 | 142.47 | 0.3573 | 0.4213 | no |
| DLTR | 2025-11-10 | 105.81 | 0.2548 | 0.5071 | no |
| DXCM | 2025-11-10 | 55.16 | 0.3729 | 0.4145 | no |
| EIX | 2025-11-10 | 55.00 | 0.2174 | 0.4348 | no |
| ERIE | 2025-11-10 | 279.08 | 0.4504 | — | no |
| EW | 2025-11-10 | 82.55 | 0.2362 | 0.4111 | no |
| FFIV | 2025-11-10 | 246.68 | 0.5049 | 0.5186 | no |
| GEV | 2025-11-10 | 585.24 | 0.3518 | 0.5391 | no |
| GRMN | 2025-11-10 | 199.00 | 0.4245 | 0.4833 | no |
| HD | 2025-11-10 | 359.61 | 0.2586 | 0.4895 | no |
| IBM | 2025-11-10 | 300.69 | 0.2986 | 0.5531 | no |
| ICE | 2025-11-10 | 146.71 | 0.5242 | 0.5154 | no |
| INTU | 2025-11-10 | 643.50 | 0.3174 | 0.4613 | no |
| LEN | 2025-11-10 | 119.56 | 0.2091 | 0.4271 | no |
| LOW | 2025-11-10 | 229.05 | 0.2634 | 0.4391 | no |
| MGM | 2025-11-10 | 32.89 | 0.3071 | 0.4144 | no |
| MOH | 2025-11-10 | 145.00 | 0.2070 | 0.4593 | no |
| MSCI | 2025-11-10 | 573.63 | 0.2380 | 0.4623 | no |
| MU | 2025-11-10 | 247.72 | 0.4040 | 0.6060 | no |
| NCLH | 2025-11-10 | 19.63 | 0.2388 | 0.4360 | no |
| NEE | 2025-11-10 | 81.83 | 0.2152 | 0.4722 | no |
| NUE | 2025-11-10 | 143.45 | 0.3141 | 0.5098 | no |
| NWSA | 2025-11-10 | 26.65 | 0.2257 | 0.5154 | no |
| ON | 2025-11-10 | 49.05 | 0.4390 | 0.5683 | no |
| PAYX | 2025-11-10 | 108.36 | 0.2547 | 0.4057 | no |
| RVTY | 2025-11-10 | 91.06 | 0.3267 | 0.4062 | no |
| SHW | 2025-11-10 | 335.68 | 0.2732 | 0.4029 | no |
| SMCI | 2025-11-10 | 41.46 | 0.2694 | 0.5196 | no |
| SNA | 2025-11-10 | 334.91 | 0.2528 | 0.4266 | no |
| SPGI | 2025-11-10 | 462.86 | 0.1953 | 0.4455 | no |
| SW | 2025-11-10 | 34.99 | 0.2334 | 0.4326 | no |
| SWKS | 2025-11-10 | 68.47 | 0.3788 | 0.5999 | no |
| TRV | 2025-11-10 | 274.30 | 0.2819 | 0.4658 | no |
| TYL | 2025-11-10 | 458.58 | 0.1950 | 0.4401 | no |
| UBER | 2025-11-10 | 92.99 | 0.3421 | 0.5122 | no |
| URI | 2025-11-10 | 848.85 | 0.2471 | 0.4777 | no |
| WDC | 2025-11-10 | 169.65 | 0.3592 | 0.6067 | no |
| WY | 2025-11-10 | 22.16 | 0.3493 | 0.4299 | no |