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 | 6.74% | 7.75% | 2026-02-11 | -2.17% |
| buy & hold | participation factor overlay | 6 months | complete | 7.63% | 7.75% | 2026-02-11 | -8.38% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.35% | 6.35% | 2026-02-27 | -1.76% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 7.73% | 7.73% | 2026-06-01 | -8.09% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.87% | 3.75% | 2026-01-15 | -5.49% |
| weekly rebalance | participation factor overlay | 6 months | complete | 18.77% | 18.77% | 2026-06-01 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.07% | 2.75% | 2026-01-15 | -5.27% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 16.25% | 16.25% | 2026-06-01 | -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 |
|---|---|---|---|---|---|
| ACGL | 2025-12-01 | 94.00 | 0.3543 | 0.4409 | no |
| ALL | 2025-12-01 | 209.60 | 0.2024 | 0.4522 | no |
| ANET | 2025-12-01 | 128.98 | 0.2495 | 0.5408 | no |
| AZO | 2025-12-01 | 3949.99 | 0.3333 | 0.4340 | no |
| BA | 2025-12-01 | 188.96 | 0.2530 | 0.5194 | no |
| BBY | 2025-12-01 | 74.06 | 0.2424 | 0.4929 | no |
| BKNG | 2025-12-01 | 194.70 | 0.2060 | 0.4811 | no |
| BX | 2025-12-01 | 139.70 | 0.4458 | 0.4616 | no |
| COP | 2025-12-01 | 87.21 | 0.2545 | 0.4798 | no |
| DECK | 2025-12-01 | 87.55 | 0.3217 | 0.4124 | no |
| DELL | 2025-12-01 | 130.52 | 0.7680 | 0.5503 | no |
| DHI | 2025-12-01 | 155.21 | 0.7328 | 0.4216 | no |
| DTE | 2025-12-01 | 132.62 | 0.2156 | 0.4519 | no |
| FCX | 2025-12-01 | 43.09 | 0.2563 | — | no |
| FITB | 2025-12-01 | 42.33 | 0.2460 | 0.4162 | no |
| GEV | 2025-12-01 | 588.91 | 0.5562 | 0.5391 | no |
| GPC | 2025-12-01 | 124.70 | 0.2106 | 0.4879 | no |
| HIG | 2025-12-01 | 134.50 | 0.2298 | 0.4442 | no |
| HRL | 2025-12-01 | 22.32 | 0.3557 | 0.4116 | no |
| IR | 2025-12-01 | 79.62 | 0.2514 | 0.4974 | no |
| JNJ | 2025-12-01 | 203.23 | 0.2896 | 0.4441 | no |
| KKR | 2025-12-01 | 119.81 | 0.1994 | 0.4689 | no |
| LII | 2025-12-01 | 487.45 | 0.2155 | 0.4750 | no |
| LLY | 2025-12-01 | 1069.21 | 0.2380 | 0.4390 | no |
| LMT | 2025-12-01 | 445.22 | 0.2490 | 0.5312 | no |
| LOW | 2025-12-01 | 238.29 | 0.5146 | 0.4920 | no |
| MDT | 2025-12-01 | 102.46 | 0.3492 | 0.4035 | no |
| META | 2025-12-01 | 637.89 | 0.2616 | 0.5107 | no |
| MGM | 2025-12-01 | 35.40 | 0.2854 | 0.4134 | no |
| MLM | 2025-12-01 | 616.05 | 0.2516 | 0.4676 | no |
| MOS | 2025-12-01 | 23.61 | 0.2165 | 0.4115 | no |
| NKE | 2025-12-01 | 62.13 | 0.3672 | 0.4093 | no |
| NTAP | 2025-12-01 | 108.62 | 0.2466 | 0.5508 | no |
| NVR | 2025-12-01 | 7450.00 | 0.2335 | — | no |
| OKE | 2025-12-01 | 69.92 | 0.2372 | 0.4736 | no |
| OXY | 2025-12-01 | 41.01 | 0.2571 | 0.5039 | no |
| PAYC | 2025-12-01 | 158.87 | 0.2859 | 0.4138 | no |
| PGR | 2025-12-01 | 215.12 | 0.2171 | 0.4580 | no |
| PHM | 2025-12-01 | 126.13 | 0.4304 | 0.4341 | no |
| PNR | 2025-12-01 | 103.30 | 0.2862 | 0.4747 | no |
| ROL | 2025-12-01 | 60.57 | 0.3042 | 0.4641 | no |
| SNPS | 2025-12-01 | 446.00 | 0.3144 | 0.5635 | no |
| SOLV | 2025-12-01 | 85.00 | 0.3347 | 0.4671 | no |
| SYY | 2025-12-01 | 74.31 | 0.3153 | 0.4274 | no |
| TFC | 2025-12-01 | 45.10 | 0.2377 | 0.4252 | no |
| VRSK | 2025-12-01 | 221.97 | 0.2384 | 0.4564 | no |
| VST | 2025-12-01 | 175.28 | 0.2420 | 0.4577 | no |
| VZ | 2025-12-01 | 39.00 | 0.2280 | 0.4194 | no |
| WSM | 2025-12-01 | 175.78 | 0.3204 | 0.4735 | no |
| WY | 2025-12-01 | 21.38 | 0.2378 | 0.4300 | no |