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 | 7.71% | 8.10% | 2026-02-13 | -3.58% |
| buy & hold | participation factor overlay | 6 months | complete | 6.53% | 8.83% | 2026-02-27 | -9.87% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.03% | 7.76% | 2026-02-13 | -3.47% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 6.21% | 8.00% | 2026-02-27 | -9.88% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.43% | 7.34% | 2026-01-06 | -5.60% |
| weekly rebalance | participation factor overlay | 6 months | complete | 16.44% | 16.44% | 2026-05-22 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.52% | 6.42% | 2026-01-06 | -4.82% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.92% | 15.92% | 2026-05-22 | -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 |
|---|---|---|---|---|---|
| ADM | 2025-11-24 | 57.23 | 0.2422 | 0.4210 | no |
| AJG | 2025-11-24 | 248.34 | 0.2579 | 0.4472 | no |
| AMAT | 2025-11-24 | 222.07 | 0.4114 | 0.5947 | no |
| AMT | 2025-11-24 | 174.43 | 0.2470 | 0.4225 | no |
| ANET | 2025-11-24 | 118.92 | 0.3589 | 0.5409 | no |
| AVGO | 2025-11-24 | 345.79 | 0.2804 | 0.5813 | no |
| BA | 2025-11-24 | 180.31 | 0.3079 | 0.5194 | no |
| BKNG | 2025-11-24 | 191.58 | 0.3858 | 0.4811 | no |
| CB | 2025-11-24 | 296.30 | 0.1924 | 0.4479 | no |
| CCI | 2025-11-24 | 85.46 | 0.2544 | 0.4231 | no |
| CEG | 2025-11-24 | 338.25 | 0.2049 | 0.4627 | no |
| CPRT | 2025-11-24 | 40.62 | 0.2029 | 0.4334 | no |
| DECK | 2025-11-24 | 84.75 | 0.2436 | 0.4127 | no |
| DHI | 2025-11-24 | 144.73 | 0.3784 | 0.4217 | no |
| GEN | 2025-11-24 | 26.10 | 0.2145 | 0.5411 | no |
| GEV | 2025-11-24 | 558.41 | 0.5556 | 0.5391 | no |
| GPC | 2025-11-24 | 123.82 | 0.2426 | 0.4882 | no |
| HII | 2025-11-24 | 297.24 | 0.2508 | 0.5202 | no |
| HON | 2025-11-24 | 196.66 | 0.2268 | 0.5030 | no |
| HOOD | 2025-11-24 | 109.92 | 0.5842 | 0.4507 | no |
| IBKR | 2025-11-24 | 61.26 | 0.3351 | 0.5253 | no |
| INCY | 2025-11-24 | 103.00 | 0.2546 | 0.4677 | no |
| IR | 2025-11-24 | 78.53 | 0.2215 | 0.4974 | no |
| LHX | 2025-11-24 | 272.63 | 0.2896 | 0.5378 | no |
| LLY | 2025-11-24 | 1051.69 | 0.2571 | 0.4390 | no |
| LOW | 2025-11-24 | 230.42 | 0.2496 | 0.4932 | no |
| MAS | 2025-11-24 | 61.21 | 0.5855 | 0.4362 | no |
| MET | 2025-11-24 | 73.30 | 0.2434 | 0.4475 | no |
| MGM | 2025-11-24 | 32.78 | 0.2296 | 0.4144 | no |
| MLM | 2025-11-24 | 601.29 | 0.2022 | 0.4675 | no |
| MSI | 2025-11-24 | 364.10 | 0.3177 | 0.5448 | no |
| NEM | 2025-11-24 | 82.34 | 0.2983 | 0.5588 | no |
| NFLX | 2025-11-24 | 104.25 | 0.2846 | — | no |
| NOW | 2025-11-24 | 162.68 | 0.3060 | 0.4321 | no |
| NRG | 2025-11-24 | 158.79 | 0.2588 | 0.4705 | no |
| NTAP | 2025-11-24 | 106.49 | 0.5157 | 0.5571 | no |
| ODFL | 2025-11-24 | 133.12 | 0.2105 | 0.4084 | no |
| PANW | 2025-11-24 | 185.42 | 0.2308 | 0.5260 | no |
| PAYX | 2025-11-24 | 107.60 | 0.4015 | 0.4054 | no |
| PNR | 2025-11-24 | 103.74 | 0.2562 | 0.4747 | no |
| PTC | 2025-11-24 | 173.26 | 0.3074 | 0.4917 | no |
| RCL | 2025-11-24 | 259.18 | 0.3290 | 0.4407 | no |
| SHW | 2025-11-24 | 335.08 | 0.3213 | 0.4028 | no |
| SNA | 2025-11-24 | 328.45 | 0.1984 | 0.4249 | no |
| STZ | 2025-11-24 | 130.68 | 0.2460 | 0.4179 | no |
| UNH | 2025-11-24 | 316.11 | 0.2550 | 0.4643 | no |
| VRSK | 2025-11-24 | 219.32 | 0.2450 | 0.4570 | no |
| VST | 2025-11-24 | 168.87 | 0.3163 | 0.4577 | no |
| WEC | 2025-11-24 | 108.17 | 0.2273 | 0.4451 | no |
| XEL | 2025-11-24 | 77.31 | 0.2423 | 0.4245 | no |