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 | 9.91% | 10.55% | 2026-02-10 | -4.13% |
| buy & hold | participation factor overlay | 6 months | complete | 13.61% | 16.74% | 2026-05-11 | -8.74% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.73% | 9.24% | 2026-02-10 | -3.87% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 8.94% | 12.23% | 2026-05-11 | -9.17% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.75% | 6.51% | 2026-01-22 | -5.11% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.65% | 11.92% | 2026-05-14 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.13% | 6.04% | 2026-01-22 | -5.14% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.89% | 9.12% | 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 |
|---|---|---|---|---|---|
| ADBE | 2025-11-17 | 331.11 | 0.2561 | 0.4732 | no |
| AMT | 2025-11-17 | 178.42 | 0.3342 | 0.4225 | no |
| ANET | 2025-11-17 | 131.35 | 0.4326 | 0.5409 | no |
| APA | 2025-11-17 | 24.14 | 0.2610 | 0.5006 | no |
| APTV | 2025-11-17 | 78.26 | 0.2508 | 0.4580 | no |
| BKNG | 2025-11-17 | 199.37 | 0.2278 | 0.4811 | no |
| BRK.B | 2025-11-17 | 510.73 | 0.2888 | — | no |
| BX | 2025-11-17 | 136.42 | 0.5361 | 0.4629 | no |
| CBRE | 2025-11-17 | 153.37 | 0.2830 | 0.4158 | no |
| CEG | 2025-11-17 | 335.20 | 0.3454 | 0.4627 | no |
| CPRT | 2025-11-17 | 40.92 | 0.3042 | 0.5088 | no |
| DAL | 2025-11-17 | 57.70 | 0.2464 | 0.4878 | no |
| DECK | 2025-11-17 | 82.79 | 0.2940 | 0.4127 | no |
| DELL | 2025-11-17 | 122.88 | 0.2160 | 0.5460 | no |
| DXCM | 2025-11-17 | 58.11 | 0.2538 | 0.4155 | no |
| ECL | 2025-11-17 | 255.22 | 0.2405 | 0.4073 | no |
| EMR | 2025-11-17 | 125.80 | 0.2214 | 0.4908 | no |
| GEV | 2025-11-17 | 571.94 | 0.3831 | 0.5391 | no |
| GLW | 2025-11-17 | 81.18 | 0.4272 | 0.5285 | no |
| HOOD | 2025-11-17 | 120.50 | 0.5023 | 0.4537 | no |
| HUBB | 2025-11-17 | 424.63 | 0.2570 | 0.4922 | no |
| ICE | 2025-11-17 | 149.83 | 0.2378 | 0.5154 | no |
| LHX | 2025-11-17 | 286.46 | 0.2540 | 0.5408 | no |
| LKQ | 2025-11-17 | 29.29 | 0.2640 | 0.5690 | no |
| LOW | 2025-11-17 | 223.72 | 0.3059 | 0.4356 | no |
| LYV | 2025-11-17 | 135.43 | 0.2383 | 0.4318 | no |
| MAS | 2025-11-17 | 59.86 | 0.2348 | 0.4364 | no |
| MGM | 2025-11-17 | 32.04 | 0.4651 | 0.4144 | no |
| MU | 2025-11-17 | 246.68 | 0.2802 | 0.6060 | no |
| NEM | 2025-11-17 | 86.61 | 0.3780 | 0.5588 | no |
| NWSA | 2025-11-17 | 25.89 | 0.2816 | 0.5154 | no |
| NXPI | 2025-11-17 | 191.79 | 0.2777 | 0.5858 | no |
| PAYC | 2025-11-17 | 165.05 | 0.4141 | 0.4138 | no |
| PKG | 2025-11-17 | 192.34 | 0.2205 | 0.4165 | no |
| PTC | 2025-11-17 | 179.01 | 0.2963 | 0.4917 | no |
| RCL | 2025-11-17 | 246.70 | 0.3901 | 0.4407 | no |
| RJF | 2025-11-17 | 157.02 | 0.2179 | 0.4705 | no |
| SWK | 2025-11-17 | 62.77 | 0.3158 | 0.4894 | no |
| TEL | 2025-11-17 | 234.03 | 0.2771 | — | no |
| TGT | 2025-11-17 | 87.12 | 0.2418 | 0.5057 | no |
| TRV | 2025-11-17 | 283.91 | 0.2651 | 0.4658 | no |
| TSLA | 2025-11-17 | 398.74 | 0.2339 | 0.4702 | no |
| TTD | 2025-11-17 | 41.91 | 0.2471 | 0.4095 | no |
| UBER | 2025-11-17 | 91.31 | 0.4391 | 0.5120 | no |
| URI | 2025-11-17 | 829.01 | 0.2240 | 0.4777 | no |
| VST | 2025-11-17 | 174.70 | 0.2725 | 0.4577 | no |
| WDC | 2025-11-17 | 155.22 | 0.2929 | 0.6067 | no |
| WY | 2025-11-17 | 21.28 | 0.3087 | 0.4300 | no |
| XEL | 2025-11-17 | 78.39 | 0.2649 | 0.4245 | no |
| ZBRA | 2025-11-17 | 238.94 | 0.2800 | 0.4674 | no |