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 | 8.01% | 9.67% | 2026-01-22 | -3.84% |
| buy & hold | participation factor overlay | 6 months | complete | 12.68% | 12.68% | 2026-05-08 | -10.81% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.42% | 9.14% | 2026-01-15 | -3.56% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 8.92% | 9.14% | 2026-01-15 | -9.53% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.64% | 4.63% | 2026-01-06 | -5.60% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.25% | 12.35% | 2026-05-06 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.37% | 4.52% | 2026-01-06 | -4.91% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 12.19% | 13.18% | 2026-05-06 | -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 |
|---|---|---|---|---|---|
| ABT | 2025-11-10 | 123.13 | 0.1975 | 0.4124 | no |
| ACGL | 2025-11-10 | 88.78 | 0.1972 | 0.4409 | no |
| AON | 2025-11-10 | 341.66 | 0.2932 | 0.4175 | no |
| BA | 2025-11-10 | 195.89 | 0.2369 | 0.5223 | no |
| BAC | 2025-11-10 | 52.30 | 0.1936 | 0.4544 | no |
| BF.B | 2025-11-10 | 26.13 | 0.2023 | — | no |
| BKNG | 2025-11-10 | 196.44 | 0.2798 | 0.4813 | no |
| BR | 2025-11-10 | 215.71 | 0.3923 | 0.4536 | no |
| BX | 2025-11-10 | 143.62 | 0.2834 | 0.4629 | no |
| CPRT | 2025-11-10 | 40.63 | 0.2901 | 0.5088 | no |
| DG | 2025-11-10 | 97.86 | 0.2442 | 0.5207 | no |
| DHI | 2025-11-10 | 142.47 | 0.3937 | 0.4213 | no |
| DLR | 2025-11-10 | 164.65 | 0.2125 | 0.4200 | no |
| DXCM | 2025-11-10 | 55.16 | 0.3716 | 0.4145 | no |
| EIX | 2025-11-10 | 55.00 | 0.2851 | 0.4348 | no |
| EPAM | 2025-11-10 | 177.70 | 0.2223 | 0.4146 | no |
| ERIE | 2025-11-10 | 279.08 | 0.3603 | — | no |
| FFIV | 2025-11-10 | 246.68 | 0.2554 | 0.5186 | no |
| GEN | 2025-11-10 | 25.33 | 0.3382 | 0.5413 | no |
| GEV | 2025-11-10 | 585.24 | 0.3911 | 0.5391 | no |
| GOOG | 2025-11-10 | 284.52 | 0.2745 | — | no |
| GRMN | 2025-11-10 | 199.00 | 0.2906 | 0.4833 | no |
| HD | 2025-11-10 | 359.61 | 0.3257 | 0.4895 | no |
| HIG | 2025-11-10 | 126.30 | 0.2625 | 0.4442 | no |
| ICE | 2025-11-10 | 146.71 | 0.6195 | 0.5154 | no |
| INTU | 2025-11-10 | 643.50 | 0.2485 | 0.4613 | no |
| KLAC | 2025-11-10 | 121.44 | 0.3141 | 0.6093 | no |
| KR | 2025-11-10 | 63.12 | 0.2220 | 0.4927 | no |
| MGM | 2025-11-10 | 32.89 | 0.3647 | 0.4144 | no |
| MOH | 2025-11-10 | 145.00 | 0.1974 | 0.4593 | no |
| MSCI | 2025-11-10 | 573.63 | 0.3847 | 0.4623 | no |
| MU | 2025-11-10 | 247.72 | 0.4539 | 0.6060 | no |
| NTRS | 2025-11-10 | 127.40 | 0.1922 | — | no |
| NUE | 2025-11-10 | 143.45 | 0.3677 | 0.5098 | no |
| NWSA | 2025-11-10 | 26.65 | 0.2086 | 0.5154 | no |
| NXPI | 2025-11-10 | 204.33 | 0.2625 | 0.5858 | no |
| ON | 2025-11-10 | 49.05 | 0.2166 | 0.5683 | no |
| RCL | 2025-11-10 | 254.48 | 0.3282 | 0.4407 | no |
| RVTY | 2025-11-10 | 91.06 | 0.3465 | 0.4062 | no |
| SHW | 2025-11-10 | 335.68 | 0.3520 | 0.4029 | no |
| SNPS | 2025-11-10 | 398.87 | 0.2581 | 0.5630 | no |
| SOLV | 2025-11-10 | 71.25 | 0.2862 | 0.4662 | no |
| SW | 2025-11-10 | 34.99 | 0.2721 | 0.4326 | no |
| SWKS | 2025-11-10 | 68.47 | 0.2228 | 0.5999 | no |
| TKO | 2025-11-10 | 181.46 | 0.2469 | 0.4396 | no |
| TSLA | 2025-11-10 | 439.60 | 0.3586 | 0.4702 | no |
| TXN | 2025-11-10 | 159.32 | 0.2248 | 0.5586 | no |
| TYL | 2025-11-10 | 458.58 | 0.2579 | 0.4401 | no |
| UBER | 2025-11-10 | 92.99 | 0.4082 | 0.5122 | no |
| WY | 2025-11-10 | 22.16 | 0.3594 | 0.4299 | no |