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 | 5.54% | 7.42% | 2026-01-15 | -3.76% |
| buy & hold | participation factor overlay | 6 months | complete | 8.48% | 9.09% | 2026-04-22 | -8.27% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.78% | 8.24% | 2026-01-15 | -3.52% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 9.41% | 10.62% | 2026-04-22 | -7.54% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.88% | 8.54% | 2026-01-22 | -5.11% |
| weekly rebalance | participation factor overlay | 6 months | complete | 15.62% | 15.62% | 2026-05-22 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.61% | 7.88% | 2026-01-22 | -5.14% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 13.17% | 13.17% | 2026-05-22 | -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 | 2025-11-24 | 325.00 | 0.3378 | 0.4732 | no |
| ADM | 2025-11-24 | 57.23 | 0.3091 | 0.4210 | no |
| ADP | 2025-11-24 | 245.50 | 0.2813 | 0.4106 | no |
| AJG | 2025-11-24 | 248.34 | 0.2539 | 0.4472 | no |
| AMAT | 2025-11-24 | 222.07 | 0.5664 | 0.5947 | no |
| AMT | 2025-11-24 | 174.43 | 0.2337 | 0.4225 | no |
| ANET | 2025-11-24 | 118.92 | 0.4267 | 0.5409 | no |
| AVGO | 2025-11-24 | 345.79 | 0.3134 | 0.5813 | no |
| AWK | 2025-11-24 | 130.04 | 0.2147 | 0.4411 | no |
| BA | 2025-11-24 | 180.31 | 0.2308 | 0.5194 | no |
| BKNG | 2025-11-24 | 191.58 | 0.4915 | 0.4811 | no |
| BRK.B | 2025-11-24 | 501.90 | 0.2037 | — | no |
| CB | 2025-11-24 | 296.30 | 0.3290 | 0.4479 | no |
| CDW | 2025-11-24 | 138.09 | 0.1993 | 0.5174 | no |
| CEG | 2025-11-24 | 338.25 | 0.3461 | 0.4627 | no |
| DHI | 2025-11-24 | 144.73 | 0.3641 | 0.4217 | no |
| DUK | 2025-11-24 | 119.93 | 0.2111 | 0.4569 | no |
| FTNT | 2025-11-24 | 78.89 | 0.2130 | 0.5019 | no |
| GEV | 2025-11-24 | 558.41 | 0.4575 | 0.5391 | no |
| GPC | 2025-11-24 | 123.82 | 0.3139 | 0.4882 | no |
| HOOD | 2025-11-24 | 109.92 | 0.4958 | 0.4507 | no |
| IBKR | 2025-11-24 | 61.26 | 0.4043 | 0.5253 | no |
| KLAC | 2025-11-24 | 110.08 | 0.2440 | 0.6108 | no |
| KR | 2025-11-24 | 64.94 | 0.2212 | 0.4906 | no |
| LOW | 2025-11-24 | 230.42 | 0.4001 | 0.4932 | no |
| LRCX | 2025-11-24 | 145.08 | 0.2410 | 0.6009 | no |
| LULU | 2025-11-24 | 168.32 | 0.1991 | 0.4130 | no |
| MAS | 2025-11-24 | 61.21 | 0.3589 | 0.4362 | no |
| MDT | 2025-11-24 | 99.08 | 0.2378 | 0.4035 | no |
| MGM | 2025-11-24 | 32.78 | 0.2561 | 0.4144 | no |
| MSCI | 2025-11-24 | 555.03 | 0.2332 | 0.4611 | no |
| MSI | 2025-11-24 | 364.10 | 0.2847 | 0.5448 | no |
| NOW | 2025-11-24 | 162.68 | 0.2424 | 0.4321 | no |
| NRG | 2025-11-24 | 158.79 | 0.2283 | 0.4705 | no |
| NTAP | 2025-11-24 | 106.49 | 0.3795 | 0.5571 | no |
| NUE | 2025-11-24 | 150.32 | 0.3205 | 0.5098 | no |
| NWSA | 2025-11-24 | 25.19 | 0.3561 | 0.5150 | no |
| ODFL | 2025-11-24 | 133.12 | 0.2435 | 0.4084 | no |
| PANW | 2025-11-24 | 185.42 | 0.3598 | 0.5260 | no |
| PAYX | 2025-11-24 | 107.60 | 0.2468 | 0.4054 | no |
| PNR | 2025-11-24 | 103.74 | 0.2214 | 0.4747 | no |
| PTC | 2025-11-24 | 173.26 | 0.3042 | 0.4917 | no |
| RCL | 2025-11-24 | 259.18 | 0.2181 | 0.4407 | no |
| STZ | 2025-11-24 | 130.68 | 0.2793 | 0.4179 | no |
| TJX | 2025-11-24 | 150.11 | 0.2690 | 0.4138 | no |
| TYL | 2025-11-24 | 471.08 | 0.3109 | 0.4399 | no |
| VST | 2025-11-24 | 168.87 | 0.2422 | 0.4577 | no |
| WY | 2025-11-24 | 21.07 | 0.4052 | 0.4300 | no |
| XEL | 2025-11-24 | 77.31 | 0.3525 | 0.4245 | no |
| ZTS | 2025-11-24 | 119.75 | 0.2919 | 0.4175 | no |