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 | 8.27% | 8.99% | 2026-02-10 | -2.65% |
| buy & hold | participation factor overlay | 6 months | complete | 8.41% | 10.13% | 2026-04-22 | -8.59% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.68% | 8.51% | 2026-02-10 | -2.63% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 6.15% | 8.51% | 2026-02-10 | -10.19% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.76% | 8.71% | 2026-02-18 | -5.38% |
| weekly rebalance | participation factor overlay | 6 months | complete | 20.70% | 20.70% | 2026-05-22 | -6.41% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.21% | 8.46% | 2026-01-22 | -5.98% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 20.18% | 20.18% | 2026-05-22 | -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 |
|---|---|---|---|---|---|
| ADBE | 2025-11-24 | 325.00 | 0.2085 | 0.4732 | no |
| ADM | 2025-11-24 | 57.23 | 0.2577 | 0.4210 | no |
| AJG | 2025-11-24 | 248.34 | 0.2567 | 0.4472 | no |
| AMAT | 2025-11-24 | 222.07 | 0.4034 | 0.5947 | no |
| AMT | 2025-11-24 | 174.43 | 0.2155 | 0.4225 | no |
| ANET | 2025-11-24 | 118.92 | 0.3732 | 0.5409 | no |
| AVGO | 2025-11-24 | 345.79 | 0.3387 | 0.5813 | no |
| BA | 2025-11-24 | 180.31 | 0.4192 | 0.5194 | no |
| BAX | 2025-11-24 | 18.27 | 0.3661 | 0.4143 | no |
| BKNG | 2025-11-24 | 191.58 | 0.3731 | 0.4811 | no |
| CB | 2025-11-24 | 296.30 | 0.2444 | 0.4479 | no |
| CCI | 2025-11-24 | 85.46 | 0.2465 | 0.4231 | no |
| COP | 2025-11-24 | 85.22 | 0.2093 | 0.4798 | no |
| DECK | 2025-11-24 | 84.75 | 0.2775 | 0.4127 | no |
| DHI | 2025-11-24 | 144.73 | 0.3737 | 0.4217 | no |
| GEV | 2025-11-24 | 558.41 | 0.3602 | 0.5391 | no |
| GPC | 2025-11-24 | 123.82 | 0.2857 | 0.4882 | no |
| HON | 2025-11-24 | 196.66 | 0.2616 | 0.5030 | no |
| HOOD | 2025-11-24 | 109.92 | 0.6422 | 0.4507 | no |
| IBKR | 2025-11-24 | 61.26 | 0.2597 | 0.5253 | no |
| LOW | 2025-11-24 | 230.42 | 0.2672 | 0.4932 | no |
| MAS | 2025-11-24 | 61.21 | 0.5324 | 0.4362 | no |
| MDT | 2025-11-24 | 99.08 | 0.3027 | 0.4035 | no |
| MET | 2025-11-24 | 73.30 | 0.2155 | 0.4475 | no |
| META | 2025-11-24 | 597.17 | 0.2441 | 0.5107 | no |
| MGM | 2025-11-24 | 32.78 | 0.2133 | 0.4144 | no |
| MMM | 2025-11-24 | 165.90 | 0.2649 | 0.5057 | no |
| MOS | 2025-11-24 | 23.17 | 0.3006 | 0.4115 | no |
| MRNA | 2025-11-24 | 23.76 | 0.1961 | 0.5021 | no |
| MSI | 2025-11-24 | 364.10 | 0.3356 | 0.5448 | no |
| NOW | 2025-11-24 | 162.68 | 0.3221 | 0.4321 | no |
| NRG | 2025-11-24 | 158.79 | 0.2024 | 0.4705 | no |
| NTAP | 2025-11-24 | 106.49 | 0.4851 | 0.5571 | no |
| NUE | 2025-11-24 | 150.32 | 0.3073 | 0.5098 | no |
| NWSA | 2025-11-24 | 25.19 | 0.3785 | 0.5150 | no |
| PANW | 2025-11-24 | 185.42 | 0.2759 | 0.5260 | no |
| PAYX | 2025-11-24 | 107.60 | 0.3590 | 0.4054 | no |
| PTC | 2025-11-24 | 173.26 | 0.1941 | 0.4917 | no |
| SNA | 2025-11-24 | 328.45 | 0.2116 | 0.4249 | no |
| STZ | 2025-11-24 | 130.68 | 0.2319 | 0.4179 | no |
| SYY | 2025-11-24 | 74.58 | 0.1937 | 0.4277 | no |
| TRMB | 2025-11-24 | 77.19 | 0.2347 | 0.5099 | no |
| TSLA | 2025-11-24 | 402.17 | 0.4653 | 0.4702 | no |
| UBER | 2025-11-24 | 84.15 | 0.2791 | 0.5120 | no |
| VST | 2025-11-24 | 168.87 | 0.2302 | 0.4577 | no |
| WEC | 2025-11-24 | 108.17 | 0.2419 | 0.4451 | no |
| WY | 2025-11-24 | 21.07 | 0.2661 | 0.4300 | no |
| XEL | 2025-11-24 | 77.31 | 0.3977 | 0.4245 | no |
| ZBRA | 2025-11-24 | 241.79 | 0.2162 | 0.4674 | no |
| ZTS | 2025-11-24 | 119.75 | 0.3499 | 0.4175 | no |