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 | 6.83% | 7.09% | 2026-02-18 | -2.32% |
| buy & hold | participation factor overlay | 6 months | complete | 6.78% | 7.09% | 2026-02-18 | -9.32% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.27% | 5.27% | 2026-02-27 | -1.75% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 2.81% | 5.38% | 2026-03-02 | -8.02% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.22% | 5.67% | 2026-02-18 | -5.38% |
| weekly rebalance | participation factor overlay | 6 months | complete | 22.50% | 22.50% | 2026-06-01 | -6.41% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.64% | 5.32% | 2026-01-22 | -5.98% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 20.83% | 20.83% | 2026-06-01 | -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 |
|---|---|---|---|---|---|
| ACGL | 2025-12-01 | 94.00 | 0.3205 | 0.4409 | no |
| ADBE | 2025-12-01 | 316.39 | 0.2598 | 0.4732 | no |
| ADI | 2025-12-01 | 259.70 | 0.2025 | 0.5929 | no |
| ANET | 2025-12-01 | 128.98 | 0.2046 | 0.5408 | no |
| APTV | 2025-12-01 | 77.33 | 0.1954 | 0.4578 | no |
| BA | 2025-12-01 | 188.96 | 0.2188 | 0.5194 | no |
| BKNG | 2025-12-01 | 194.70 | 0.3363 | 0.4811 | no |
| BX | 2025-12-01 | 139.70 | 0.3901 | 0.4616 | no |
| CB | 2025-12-01 | 293.89 | 0.2344 | 0.4479 | no |
| DECK | 2025-12-01 | 87.55 | 0.2874 | 0.4124 | no |
| DELL | 2025-12-01 | 130.52 | 0.7711 | 0.5503 | no |
| DHI | 2025-12-01 | 155.21 | 0.5260 | 0.4216 | no |
| FITB | 2025-12-01 | 42.33 | 0.2104 | 0.4162 | no |
| GEN | 2025-12-01 | 25.78 | 0.2143 | 0.5411 | no |
| GEV | 2025-12-01 | 588.91 | 0.6522 | 0.5391 | no |
| GPC | 2025-12-01 | 124.70 | 0.2774 | 0.4879 | no |
| GRMN | 2025-12-01 | 190.77 | 0.2594 | 0.4833 | no |
| HIG | 2025-12-01 | 134.50 | 0.2546 | 0.4442 | no |
| HOOD | 2025-12-01 | 123.45 | 0.2325 | 0.4507 | no |
| ICE | 2025-12-01 | 154.44 | 0.1943 | 0.5123 | no |
| IP | 2025-12-01 | 37.81 | 0.2635 | 0.4009 | no |
| JNJ | 2025-12-01 | 203.23 | 0.2972 | 0.4441 | no |
| KKR | 2025-12-01 | 119.81 | 0.4019 | 0.4689 | no |
| LII | 2025-12-01 | 487.45 | 0.2460 | 0.4750 | no |
| LMT | 2025-12-01 | 445.22 | 0.2979 | 0.5312 | no |
| LOW | 2025-12-01 | 238.29 | 0.3639 | 0.4920 | no |
| META | 2025-12-01 | 637.89 | 0.1942 | 0.5107 | no |
| MGM | 2025-12-01 | 35.40 | 0.2299 | 0.4134 | no |
| MLM | 2025-12-01 | 616.05 | 0.2465 | 0.4676 | no |
| MSI | 2025-12-01 | 365.44 | 0.2172 | 0.5447 | no |
| NOC | 2025-12-01 | 560.89 | 0.2396 | 0.5329 | no |
| NOW | 2025-12-01 | 160.33 | 0.2867 | 0.4321 | no |
| NTAP | 2025-12-01 | 108.62 | 0.2137 | 0.5508 | no |
| OKE | 2025-12-01 | 69.92 | 0.2013 | 0.4736 | no |
| PGR | 2025-12-01 | 215.12 | 0.2730 | 0.4580 | no |
| PHM | 2025-12-01 | 126.13 | 0.3460 | 0.4341 | no |
| PKG | 2025-12-01 | 198.46 | 0.1963 | 0.4165 | no |
| PNR | 2025-12-01 | 103.30 | 0.2297 | 0.4747 | no |
| ROL | 2025-12-01 | 60.57 | 0.3290 | 0.4641 | no |
| SYY | 2025-12-01 | 74.31 | 0.3721 | 0.4274 | no |
| TFC | 2025-12-01 | 45.10 | 0.2073 | 0.4252 | no |
| ULTA | 2025-12-01 | 538.39 | 0.2340 | 0.4032 | no |
| VRSK | 2025-12-01 | 221.97 | 0.2553 | 0.4564 | no |
| VST | 2025-12-01 | 175.28 | 0.1906 | 0.4577 | no |
| VTR | 2025-12-01 | 78.77 | 0.2264 | 0.4040 | no |
| VZ | 2025-12-01 | 39.00 | 0.3055 | 0.4194 | no |
| WM | 2025-12-01 | 214.36 | 0.2012 | 0.4489 | no |
| WSM | 2025-12-01 | 175.78 | 0.2691 | 0.4735 | no |
| WTW | 2025-12-01 | 316.44 | 0.2979 | 0.4545 | no |
| ZBH | 2025-12-01 | 96.28 | 0.1935 | 0.4170 | no |