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 | 7.84% | 9.79% | 2026-01-22 | -4.20% |
| buy & hold | participation factor overlay | 6 months | complete | 14.60% | 14.60% | 2026-05-08 | -10.68% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.53% | 8.89% | 2026-01-22 | -3.60% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 10.26% | 10.42% | 2026-05-06 | -9.54% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.21% | 4.20% | 2026-01-15 | -5.49% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.41% | 11.87% | 2026-05-06 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.84% | 4.15% | 2026-01-15 | -5.27% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.08% | 11.29% | 2026-05-07 | -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 |
|---|---|---|---|---|---|
| ABT | 2025-11-10 | 123.13 | 0.3036 | 0.4124 | no |
| BA | 2025-11-10 | 195.89 | 0.1927 | 0.5223 | no |
| BF.B | 2025-11-10 | 26.13 | 0.2113 | — | no |
| BKNG | 2025-11-10 | 196.44 | 0.3924 | 0.4813 | no |
| BR | 2025-11-10 | 215.71 | 0.3109 | 0.4536 | no |
| BX | 2025-11-10 | 143.62 | 0.2079 | 0.4629 | no |
| COP | 2025-11-10 | 84.66 | 0.3756 | 0.4798 | no |
| CPRT | 2025-11-10 | 40.63 | 0.2923 | 0.5088 | no |
| CTAS | 2025-11-10 | 181.73 | 0.2634 | 0.4476 | no |
| DASH | 2025-11-10 | 207.52 | 0.2097 | 0.4563 | no |
| DHI | 2025-11-10 | 142.47 | 0.3384 | 0.4213 | no |
| DLR | 2025-11-10 | 164.65 | 0.2435 | 0.4200 | no |
| DXCM | 2025-11-10 | 55.16 | 0.3580 | 0.4145 | no |
| ERIE | 2025-11-10 | 279.08 | 0.3916 | — | no |
| FDS | 2025-11-10 | 257.38 | 0.2787 | 0.4664 | no |
| GEN | 2025-11-10 | 25.33 | 0.2283 | 0.5413 | no |
| GEV | 2025-11-10 | 585.24 | 0.4263 | 0.5391 | no |
| GOOG | 2025-11-10 | 284.52 | 0.3164 | — | no |
| GOOGL | 2025-11-10 | 283.68 | 0.3563 | 0.5386 | no |
| GRMN | 2025-11-10 | 199.00 | 0.3109 | 0.4833 | no |
| HD | 2025-11-10 | 359.61 | 0.2447 | 0.4895 | no |
| ICE | 2025-11-10 | 146.71 | 0.4498 | 0.5154 | no |
| INTU | 2025-11-10 | 643.50 | 0.3781 | 0.4613 | no |
| KLAC | 2025-11-10 | 121.44 | 0.1905 | 0.6093 | no |
| KMX | 2025-11-10 | 32.03 | 0.1941 | 0.4551 | no |
| LLY | 2025-11-10 | 933.85 | 0.1948 | 0.4390 | no |
| MCHP | 2025-11-10 | 55.87 | 0.2021 | 0.5791 | no |
| MGM | 2025-11-10 | 32.89 | 0.6479 | 0.4144 | no |
| MHK | 2025-11-10 | 108.88 | 0.2159 | 0.4207 | no |
| MSCI | 2025-11-10 | 573.63 | 0.2446 | 0.4623 | no |
| MU | 2025-11-10 | 247.72 | 0.5482 | 0.6060 | no |
| NEE | 2025-11-10 | 81.83 | 0.3404 | 0.4722 | no |
| NXPI | 2025-11-10 | 204.33 | 0.3438 | 0.5858 | no |
| ON | 2025-11-10 | 49.05 | 0.3595 | 0.5683 | no |
| PAYX | 2025-11-10 | 108.36 | 0.2515 | 0.4057 | no |
| RCL | 2025-11-10 | 254.48 | 0.2640 | 0.4407 | no |
| RVTY | 2025-11-10 | 91.06 | 0.4087 | 0.4062 | no |
| SHW | 2025-11-10 | 335.68 | 0.3479 | 0.4029 | no |
| SNA | 2025-11-10 | 334.91 | 0.1910 | 0.4266 | no |
| SW | 2025-11-10 | 34.99 | 0.3053 | 0.4326 | no |
| SWKS | 2025-11-10 | 68.47 | 0.2575 | 0.5999 | no |
| TYL | 2025-11-10 | 458.58 | 0.3316 | 0.4401 | no |
| UBER | 2025-11-10 | 92.99 | 0.3784 | 0.5122 | no |
| UNH | 2025-11-10 | 311.69 | 0.1935 | 0.4643 | no |
| USB | 2025-11-10 | 46.08 | 0.2359 | 0.4487 | no |
| VLO | 2025-11-10 | 171.89 | 0.2568 | 0.4918 | no |
| VRSK | 2025-11-10 | 209.84 | 0.2509 | 0.4579 | no |
| WDC | 2025-11-10 | 169.65 | 0.3269 | 0.6067 | no |
| WY | 2025-11-10 | 22.16 | 0.2958 | 0.4299 | no |
| ZBRA | 2025-11-10 | 264.75 | 0.3861 | 0.4674 | no |