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 | 11.86% | 12.77% | 2026-02-11 | -3.55% |
| buy & hold | participation factor overlay | 6 months | complete | 16.07% | 18.69% | 2026-05-11 | -9.64% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 12.39% | 13.11% | 2026-02-11 | -3.47% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 17.14% | 19.79% | 2026-05-11 | -6.83% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.14% | 6.71% | 2026-01-22 | -5.38% |
| weekly rebalance | participation factor overlay | 6 months | complete | 16.75% | 17.79% | 2026-05-14 | -6.41% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.88% | 7.33% | 2026-01-22 | -5.98% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 16.12% | 17.57% | 2026-05-12 | -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 |
|---|---|---|---|---|---|
| ACGL | 2025-11-17 | 92.85 | 0.3164 | 0.4409 | no |
| AMT | 2025-11-17 | 178.42 | 0.2789 | 0.4225 | no |
| ANET | 2025-11-17 | 131.35 | 0.4716 | 0.5409 | no |
| APP | 2025-11-17 | 554.45 | 0.2360 | 0.4183 | no |
| BKNG | 2025-11-17 | 199.37 | 0.3231 | 0.4811 | no |
| BRK.B | 2025-11-17 | 510.73 | 0.3121 | — | no |
| BX | 2025-11-17 | 136.42 | 0.6654 | 0.4629 | no |
| CARR | 2025-11-17 | 53.52 | 0.2318 | 0.5006 | no |
| DECK | 2025-11-17 | 82.79 | 0.4408 | 0.4127 | no |
| DELL | 2025-11-17 | 122.88 | 0.2665 | 0.5460 | no |
| DXCM | 2025-11-17 | 58.11 | 0.4204 | 0.4155 | no |
| ETR | 2025-11-17 | 93.75 | 0.2223 | 0.4303 | no |
| FFIV | 2025-11-17 | 232.23 | 0.2529 | 0.5186 | no |
| GEV | 2025-11-17 | 571.94 | 0.3877 | 0.5391 | no |
| GLW | 2025-11-17 | 81.18 | 0.2924 | 0.5285 | no |
| HAS | 2025-11-17 | 75.33 | 0.3155 | 0.4046 | no |
| HD | 2025-11-17 | 351.18 | 0.2437 | 0.4868 | no |
| HOOD | 2025-11-17 | 120.50 | 0.5278 | 0.4537 | no |
| ICE | 2025-11-17 | 149.83 | 0.2145 | 0.5154 | no |
| IR | 2025-11-17 | 74.94 | 0.2894 | 0.4974 | no |
| KLAC | 2025-11-17 | 113.57 | 0.2839 | 0.6093 | no |
| LHX | 2025-11-17 | 286.46 | 0.2157 | 0.5408 | no |
| LKQ | 2025-11-17 | 29.29 | 0.2434 | 0.5690 | no |
| LLY | 2025-11-17 | 998.89 | 0.2405 | 0.4390 | no |
| LOW | 2025-11-17 | 223.72 | 0.4487 | 0.4356 | no |
| LYV | 2025-11-17 | 135.43 | 0.2191 | 0.4318 | no |
| MAS | 2025-11-17 | 59.86 | 0.2608 | 0.4364 | no |
| MGM | 2025-11-17 | 32.04 | 0.3850 | 0.4144 | no |
| MMM | 2025-11-17 | 164.59 | 0.2232 | 0.5057 | no |
| MOS | 2025-11-17 | 25.00 | 0.2433 | 0.4115 | no |
| MS | 2025-11-17 | 160.60 | 0.2138 | 0.4703 | no |
| MU | 2025-11-17 | 246.68 | 0.3857 | 0.6060 | no |
| PAYC | 2025-11-17 | 165.05 | 0.4001 | 0.4138 | no |
| PKG | 2025-11-17 | 192.34 | 0.3130 | 0.4165 | no |
| PTC | 2025-11-17 | 179.01 | 0.4168 | 0.4917 | no |
| RCL | 2025-11-17 | 246.70 | 0.5088 | 0.4407 | no |
| RVTY | 2025-11-17 | 91.92 | 0.2473 | 0.4062 | no |
| SNPS | 2025-11-17 | 389.50 | 0.3250 | 0.5630 | no |
| SWK | 2025-11-17 | 62.77 | 0.2966 | 0.4894 | no |
| TEL | 2025-11-17 | 234.03 | 0.2064 | — | no |
| TGT | 2025-11-17 | 87.12 | 0.3016 | 0.5057 | no |
| TSLA | 2025-11-17 | 398.74 | 0.2210 | 0.4702 | no |
| UBER | 2025-11-17 | 91.31 | 0.3461 | 0.5120 | no |
| VMC | 2025-11-17 | 278.44 | 0.2127 | 0.4674 | no |
| VST | 2025-11-17 | 174.70 | 0.2619 | 0.4577 | no |
| WDC | 2025-11-17 | 155.22 | 0.4281 | 0.6067 | no |
| WY | 2025-11-17 | 21.28 | 0.5233 | 0.4300 | no |
| XEL | 2025-11-17 | 78.39 | 0.2776 | 0.4245 | no |
| ZBH | 2025-11-17 | 89.07 | 0.3333 | 0.4170 | no |
| ZBRA | 2025-11-17 | 238.94 | 0.3499 | 0.4674 | no |