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 | 4.90% | 6.57% | 2026-01-15 | -4.59% |
| buy & hold | participation factor overlay | 6 months | complete | 9.25% | 9.25% | 2026-05-22 | -8.74% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.26% | 6.47% | 2026-01-15 | -4.08% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 7.53% | 7.53% | 2026-05-22 | -9.37% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.91% | 6.65% | 2026-01-15 | -5.49% |
| weekly rebalance | participation factor overlay | 6 months | complete | 17.42% | 17.42% | 2026-05-22 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.98% | 5.87% | 2026-01-15 | -5.27% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.67% | 15.67% | 2026-05-22 | -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 |
|---|---|---|---|---|---|
| ABBV | 2025-11-24 | 230.55 | 0.2105 | 0.4803 | no |
| ADM | 2025-11-24 | 57.23 | 0.2090 | 0.4210 | no |
| AJG | 2025-11-24 | 248.34 | 0.2142 | 0.4472 | no |
| AMAT | 2025-11-24 | 222.07 | 0.5572 | 0.5947 | no |
| AMT | 2025-11-24 | 174.43 | 0.2240 | 0.4225 | no |
| ANET | 2025-11-24 | 118.92 | 0.2825 | 0.5409 | no |
| AVGO | 2025-11-24 | 345.79 | 0.2717 | 0.5813 | no |
| BA | 2025-11-24 | 180.31 | 0.2255 | 0.5194 | no |
| BKNG | 2025-11-24 | 191.58 | 0.5025 | 0.4811 | no |
| BRK.B | 2025-11-24 | 501.90 | 0.2060 | — | no |
| CB | 2025-11-24 | 296.30 | 0.2219 | 0.4479 | no |
| CCI | 2025-11-24 | 85.46 | 0.2113 | 0.4231 | no |
| CEG | 2025-11-24 | 338.25 | 0.3921 | 0.4627 | no |
| DECK | 2025-11-24 | 84.75 | 0.3954 | 0.4127 | no |
| DELL | 2025-11-24 | 123.67 | 0.3786 | 0.5464 | no |
| DHI | 2025-11-24 | 144.73 | 0.3566 | 0.4217 | no |
| GEN | 2025-11-24 | 26.10 | 0.2681 | 0.5411 | no |
| GEV | 2025-11-24 | 558.41 | 0.3901 | 0.5391 | no |
| GPC | 2025-11-24 | 123.82 | 0.3842 | 0.4882 | no |
| HON | 2025-11-24 | 196.66 | 0.2180 | 0.5030 | no |
| HOOD | 2025-11-24 | 109.92 | 0.6500 | 0.4507 | no |
| IBKR | 2025-11-24 | 61.26 | 0.4053 | 0.5253 | no |
| IT | 2025-11-24 | 233.86 | 0.2390 | 0.4570 | no |
| KLAC | 2025-11-24 | 110.08 | 0.3572 | 0.6108 | no |
| LLY | 2025-11-24 | 1051.69 | 0.2411 | 0.4390 | no |
| LOW | 2025-11-24 | 230.42 | 0.4678 | 0.4932 | no |
| LULU | 2025-11-24 | 168.32 | 0.2690 | 0.4130 | no |
| LYV | 2025-11-24 | 130.42 | 0.3541 | 0.4318 | no |
| MAS | 2025-11-24 | 61.21 | 0.4495 | 0.4362 | no |
| MET | 2025-11-24 | 73.30 | 0.2217 | 0.4475 | no |
| MGM | 2025-11-24 | 32.78 | 0.5473 | 0.4144 | no |
| MMM | 2025-11-24 | 165.90 | 0.2734 | 0.5057 | no |
| NFLX | 2025-11-24 | 104.25 | 0.2104 | — | no |
| NOW | 2025-11-24 | 162.68 | 0.3346 | 0.4321 | no |
| NRG | 2025-11-24 | 158.79 | 0.2786 | 0.4705 | no |
| NTAP | 2025-11-24 | 106.49 | 0.4842 | 0.5571 | no |
| NVR | 2025-11-24 | 7224.30 | 0.3091 | — | no |
| NWSA | 2025-11-24 | 25.19 | 0.2925 | 0.5150 | no |
| ON | 2025-11-24 | 47.19 | 0.2383 | 0.5689 | no |
| PAYC | 2025-11-24 | 160.70 | 0.3504 | 0.4138 | no |
| PAYX | 2025-11-24 | 107.60 | 0.2665 | 0.4054 | no |
| PSX | 2025-11-24 | 130.95 | 0.3459 | 0.4880 | no |
| PTC | 2025-11-24 | 173.26 | 0.2275 | 0.4917 | no |
| SHW | 2025-11-24 | 335.08 | 0.2175 | 0.4028 | no |
| TSCO | 2025-11-24 | 52.54 | 0.2367 | 0.4559 | no |
| TSLA | 2025-11-24 | 402.17 | 0.2380 | 0.4702 | no |
| VRTX | 2025-11-24 | 426.23 | 0.2658 | 0.4649 | no |
| VST | 2025-11-24 | 168.87 | 0.3500 | 0.4577 | no |
| WY | 2025-11-24 | 21.07 | 0.2326 | 0.4300 | no |
| ZTS | 2025-11-24 | 119.75 | 0.2963 | 0.4175 | no |