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 | 11.37% | 11.72% | 2026-02-09 | -3.63% |
| buy & hold | participation factor overlay | 6 months | complete | 18.20% | 21.22% | 2026-05-11 | -11.29% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 12.69% | 13.85% | 2026-02-11 | -3.52% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 17.45% | 20.44% | 2026-05-11 | -10.61% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.52% | 5.13% | 2026-01-15 | -5.49% |
| weekly rebalance | participation factor overlay | 6 months | complete | 13.29% | 14.43% | 2026-05-14 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.24% | 4.54% | 2026-01-15 | -5.27% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.08% | 12.38% | 2026-05-12 | -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 |
|---|---|---|---|---|---|
| AKAM | 2025-11-17 | 87.75 | 0.2523 | 0.5025 | no |
| AMAT | 2025-11-17 | 222.97 | 0.5417 | 0.5930 | no |
| AMT | 2025-11-17 | 178.42 | 0.2518 | 0.4225 | no |
| ANET | 2025-11-17 | 131.35 | 0.3653 | 0.5409 | no |
| AON | 2025-11-17 | 348.29 | 0.2445 | 0.4175 | no |
| BKNG | 2025-11-17 | 199.37 | 0.2348 | 0.4811 | no |
| BX | 2025-11-17 | 136.42 | 0.6977 | 0.4629 | no |
| CBRE | 2025-11-17 | 153.37 | 0.2380 | 0.4158 | no |
| CEG | 2025-11-17 | 335.20 | 0.3297 | 0.4627 | no |
| CPRT | 2025-11-17 | 40.92 | 0.2562 | 0.5088 | no |
| DAL | 2025-11-17 | 57.70 | 0.2860 | 0.4878 | no |
| DECK | 2025-11-17 | 82.79 | 0.5016 | 0.4127 | no |
| DXCM | 2025-11-17 | 58.11 | 0.3596 | 0.4155 | no |
| FFIV | 2025-11-17 | 232.23 | 0.2528 | 0.5186 | no |
| GEN | 2025-11-17 | 26.30 | 0.3377 | 0.5411 | no |
| GEV | 2025-11-17 | 571.94 | 0.4541 | 0.5391 | no |
| GLW | 2025-11-17 | 81.18 | 0.3489 | 0.5285 | no |
| HD | 2025-11-17 | 351.18 | 0.3155 | 0.4868 | no |
| HOOD | 2025-11-17 | 120.50 | 0.5361 | 0.4537 | no |
| IBKR | 2025-11-17 | 65.48 | 0.2409 | 0.5263 | no |
| IDXX | 2025-11-17 | 689.93 | 0.2365 | 0.4147 | no |
| KLAC | 2025-11-17 | 113.57 | 0.2969 | 0.6093 | no |
| LLY | 2025-11-17 | 998.89 | 0.2875 | 0.4390 | no |
| LOW | 2025-11-17 | 223.72 | 0.3322 | 0.4356 | no |
| LYV | 2025-11-17 | 135.43 | 0.2559 | 0.4318 | no |
| MAS | 2025-11-17 | 59.86 | 0.5680 | 0.4364 | no |
| META | 2025-11-17 | 607.46 | 0.2587 | 0.5107 | no |
| MGM | 2025-11-17 | 32.04 | 0.2657 | 0.4144 | no |
| MPWR | 2025-11-17 | 909.54 | 0.3728 | 0.5706 | no |
| MU | 2025-11-17 | 246.68 | 0.2834 | 0.6060 | no |
| NXPI | 2025-11-17 | 191.79 | 0.2809 | 0.5858 | no |
| PAYC | 2025-11-17 | 165.05 | 0.3658 | 0.4138 | no |
| PKG | 2025-11-17 | 192.34 | 0.2875 | 0.4165 | no |
| PLTR | 2025-11-17 | 170.53 | 0.2633 | 0.5651 | no |
| PTC | 2025-11-17 | 179.01 | 0.3790 | 0.4917 | no |
| RCL | 2025-11-17 | 246.70 | 0.4659 | 0.4407 | no |
| SMCI | 2025-11-17 | 35.58 | 0.3388 | 0.5196 | no |
| SNPS | 2025-11-17 | 389.50 | 0.3378 | 0.5630 | no |
| SOLV | 2025-11-17 | 75.23 | 0.3657 | 0.4671 | no |
| SWK | 2025-11-17 | 62.77 | 0.2509 | 0.4894 | no |
| TEL | 2025-11-17 | 234.03 | 0.2498 | — | no |
| TGT | 2025-11-17 | 87.12 | 0.3062 | 0.5057 | no |
| TSLA | 2025-11-17 | 398.74 | 0.4401 | 0.4702 | no |
| UBER | 2025-11-17 | 91.31 | 0.6282 | 0.5120 | no |
| USB | 2025-11-17 | 45.59 | 0.2735 | 0.4487 | no |
| VST | 2025-11-17 | 174.70 | 0.4420 | 0.4577 | no |
| WDC | 2025-11-17 | 155.22 | 0.3768 | 0.6067 | no |
| WY | 2025-11-17 | 21.28 | 0.2958 | 0.4300 | no |
| XEL | 2025-11-17 | 78.39 | 0.2487 | 0.4245 | no |
| ZBRA | 2025-11-17 | 238.94 | 0.3328 | 0.4674 | no |