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 | 10.94% | 11.09% | 2026-02-13 | -3.79% |
| buy & hold | participation factor overlay | 6 months | complete | 14.73% | 17.55% | 2026-05-06 | -10.01% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 12.59% | 13.40% | 2026-02-11 | -3.79% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 15.30% | 18.53% | 2026-05-06 | -7.61% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.07% | 5.61% | 2026-01-06 | -5.60% |
| weekly rebalance | participation factor overlay | 6 months | complete | 12.54% | 13.61% | 2026-05-14 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.96% | 4.93% | 2026-01-06 | -4.82% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 12.04% | 13.62% | 2026-05-06 | -4.82% |
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 | 0.2363 | 0.4732 | no |
| ADP | 2025-11-17 | 245.68 | 0.2317 | 0.4108 | no |
| AMAT | 2025-11-17 | 222.97 | 0.4120 | 0.5930 | no |
| AMT | 2025-11-17 | 178.42 | 0.3662 | 0.4225 | no |
| ANET | 2025-11-17 | 131.35 | 0.5186 | 0.5409 | no |
| APA | 2025-11-17 | 24.14 | 0.2830 | 0.5006 | no |
| APTV | 2025-11-17 | 78.26 | 0.3406 | 0.4580 | no |
| BR | 2025-11-17 | 220.87 | 0.2245 | 0.4536 | no |
| BX | 2025-11-17 | 136.42 | 0.4532 | 0.4629 | no |
| CEG | 2025-11-17 | 335.20 | 0.3806 | 0.4627 | no |
| CPRT | 2025-11-17 | 40.92 | 0.3341 | 0.5088 | no |
| DECK | 2025-11-17 | 82.79 | 0.3557 | 0.4127 | no |
| DXCM | 2025-11-17 | 58.11 | 0.3108 | 0.4155 | no |
| FFIV | 2025-11-17 | 232.23 | 0.2733 | 0.5186 | no |
| GEV | 2025-11-17 | 571.94 | 0.6399 | 0.5391 | no |
| GL | 2025-11-17 | 130.72 | 0.2981 | 0.4712 | no |
| GLW | 2025-11-17 | 81.18 | 0.3856 | 0.5285 | no |
| GNRC | 2025-11-17 | 150.03 | 0.2158 | 0.4331 | no |
| HD | 2025-11-17 | 351.18 | 0.2844 | 0.4868 | no |
| HOOD | 2025-11-17 | 120.50 | 0.5484 | 0.4537 | no |
| IBKR | 2025-11-17 | 65.48 | 0.3555 | 0.5263 | no |
| IR | 2025-11-17 | 74.94 | 0.3040 | 0.4974 | no |
| KLAC | 2025-11-17 | 113.57 | 0.2431 | 0.6093 | no |
| LOW | 2025-11-17 | 223.72 | 0.4811 | 0.4356 | no |
| LYV | 2025-11-17 | 135.43 | 0.3051 | 0.4318 | no |
| MGM | 2025-11-17 | 32.04 | 0.3837 | 0.4144 | no |
| MOS | 2025-11-17 | 25.00 | 0.4346 | 0.4115 | no |
| MPWR | 2025-11-17 | 909.54 | 0.2654 | 0.5706 | no |
| NEM | 2025-11-17 | 86.61 | 0.6206 | 0.5588 | no |
| NXPI | 2025-11-17 | 191.79 | 0.2979 | 0.5858 | no |
| PAYC | 2025-11-17 | 165.05 | 0.3654 | 0.4138 | no |
| PKG | 2025-11-17 | 192.34 | 0.3650 | 0.4165 | no |
| RCL | 2025-11-17 | 246.70 | 0.5046 | 0.4407 | no |
| SNPS | 2025-11-17 | 389.50 | 0.2588 | 0.5630 | no |
| SOLV | 2025-11-17 | 75.23 | 0.2696 | 0.4671 | no |
| SWKS | 2025-11-17 | 63.93 | 0.2173 | 0.5999 | no |
| TGT | 2025-11-17 | 87.12 | 0.3399 | 0.5057 | no |
| TRMB | 2025-11-17 | 76.83 | 0.2808 | 0.5099 | no |
| TROW | 2025-11-17 | 96.59 | 0.2830 | 0.4773 | no |
| TSLA | 2025-11-17 | 398.74 | 0.2559 | 0.4702 | no |
| TTD | 2025-11-17 | 41.91 | 0.2813 | 0.4095 | no |
| UBER | 2025-11-17 | 91.31 | 0.5690 | 0.5120 | no |
| ULTA | 2025-11-17 | 529.34 | 0.3224 | 0.4037 | no |
| URI | 2025-11-17 | 829.01 | 0.2873 | 0.4777 | no |
| VST | 2025-11-17 | 174.70 | 0.3395 | 0.4577 | no |
| WAB | 2025-11-17 | 202.91 | 0.2720 | 0.4615 | no |
| WDC | 2025-11-17 | 155.22 | 0.3463 | 0.6067 | no |
| XEL | 2025-11-17 | 78.39 | 0.2165 | 0.4245 | no |
| XYL | 2025-11-17 | 140.87 | 0.2208 | 0.4832 | no |
| ZBRA | 2025-11-17 | 238.94 | 0.3984 | 0.4674 | no |