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 | 6.96% | 9.19% | 2026-01-22 | -4.08% |
| buy & hold | participation factor overlay | 6 months | complete | 11.69% | 11.69% | 2026-05-08 | -10.04% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.65% | 9.21% | 2026-01-22 | -3.80% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 11.06% | 11.06% | 2026-05-08 | -8.82% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.29% | 5.27% | 2026-01-22 | -5.74% |
| weekly rebalance | participation factor overlay | 6 months | complete | 9.22% | 10.05% | 2026-05-06 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.64% | 5.36% | 2026-01-22 | -5.15% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.41% | 8.43% | 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 |
|---|---|---|---|---|---|
| ABT | 2025-11-10 | 123.13 | 0.2180 | 0.4124 | no |
| ADBE | 2025-11-10 | 328.00 | 0.3185 | 0.4732 | no |
| AFL | 2025-11-10 | 110.98 | 0.2193 | 0.4685 | no |
| BKNG | 2025-11-10 | 196.44 | 0.4405 | 0.4813 | no |
| BR | 2025-11-10 | 215.71 | 0.3924 | 0.4536 | no |
| BX | 2025-11-10 | 143.62 | 0.2541 | 0.4629 | no |
| CARR | 2025-11-10 | 57.05 | 0.1998 | 0.5006 | no |
| COP | 2025-11-10 | 84.66 | 0.3436 | 0.4798 | no |
| CPRT | 2025-11-10 | 40.63 | 0.2425 | 0.5088 | no |
| CTAS | 2025-11-10 | 181.73 | 0.2224 | 0.4476 | no |
| DG | 2025-11-10 | 97.86 | 0.2610 | 0.5207 | no |
| DHI | 2025-11-10 | 142.47 | 0.4883 | 0.4213 | no |
| DLR | 2025-11-10 | 164.65 | 0.2308 | 0.4200 | no |
| DXCM | 2025-11-10 | 55.16 | 0.3995 | 0.4145 | no |
| ERIE | 2025-11-10 | 279.08 | 0.3900 | — | no |
| EXPD | 2025-11-10 | 135.72 | 0.2313 | — | no |
| FDS | 2025-11-10 | 257.38 | 0.2538 | 0.4664 | no |
| FFIV | 2025-11-10 | 246.68 | 0.2699 | 0.5186 | no |
| FOXA | 2025-11-10 | 65.51 | 0.2402 | 0.4050 | no |
| GD | 2025-11-10 | 341.41 | 0.2053 | — | no |
| GEV | 2025-11-10 | 585.24 | 0.4281 | 0.5391 | no |
| GRMN | 2025-11-10 | 199.00 | 0.4788 | 0.4833 | no |
| HD | 2025-11-10 | 359.61 | 0.3473 | 0.4895 | no |
| ICE | 2025-11-10 | 146.71 | 0.4942 | 0.5154 | no |
| KLAC | 2025-11-10 | 121.44 | 0.2487 | 0.6093 | no |
| MGM | 2025-11-10 | 32.89 | 0.3144 | 0.4144 | no |
| MOH | 2025-11-10 | 145.00 | 0.2095 | 0.4593 | no |
| MSCI | 2025-11-10 | 573.63 | 0.2959 | 0.4623 | no |
| MU | 2025-11-10 | 247.72 | 0.4459 | 0.6060 | no |
| NVR | 2025-11-10 | 7232.59 | 0.2190 | — | no |
| ON | 2025-11-10 | 49.05 | 0.4307 | 0.5683 | no |
| PANW | 2025-11-10 | 214.22 | 0.2003 | 0.5281 | no |
| PAYX | 2025-11-10 | 108.36 | 0.2373 | 0.4057 | no |
| REGN | 2025-11-10 | 652.65 | 0.2013 | 0.4570 | no |
| RVTY | 2025-11-10 | 91.06 | 0.3497 | 0.4062 | no |
| SHW | 2025-11-10 | 335.68 | 0.3323 | 0.4029 | no |
| SNA | 2025-11-10 | 334.91 | 0.2206 | 0.4266 | no |
| SOLV | 2025-11-10 | 71.25 | 0.1978 | 0.4662 | no |
| SW | 2025-11-10 | 34.99 | 0.2291 | 0.4326 | no |
| SWK | 2025-11-10 | 65.79 | 0.3067 | 0.4894 | no |
| SWKS | 2025-11-10 | 68.47 | 0.2663 | 0.5999 | no |
| SYK | 2025-11-10 | 351.63 | 0.2105 | 0.4380 | no |
| TKO | 2025-11-10 | 181.46 | 0.2545 | 0.4396 | no |
| TSLA | 2025-11-10 | 439.60 | 0.5210 | 0.4702 | no |
| TYL | 2025-11-10 | 458.58 | 0.3962 | 0.4401 | no |
| UBER | 2025-11-10 | 92.99 | 0.2530 | 0.5122 | no |
| USB | 2025-11-10 | 46.08 | 0.2345 | 0.4487 | no |
| VRSK | 2025-11-10 | 209.84 | 0.3356 | 0.4579 | no |
| WDC | 2025-11-10 | 169.65 | 0.3275 | 0.6067 | no |
| WY | 2025-11-10 | 22.16 | 0.2125 | 0.4299 | no |