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 | 5.82% | 5.99% | 2026-02-11 | -2.19% |
| buy & hold | participation factor overlay | 6 months | complete | 4.72% | 5.99% | 2026-02-11 | -9.41% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.35% | 4.26% | 2026-02-11 | -2.26% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 3.51% | 4.26% | 2026-02-11 | -8.97% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.74% | 5.73% | 2026-01-22 | -5.11% |
| weekly rebalance | participation factor overlay | 6 months | complete | 16.52% | 16.52% | 2026-06-01 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.47% | 5.06% | 2026-01-22 | -5.14% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 14.49% | 14.49% | 2026-06-01 | -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 |
|---|---|---|---|---|---|
| ACGL | 2025-12-01 | 94.00 | 0.1830 | 0.4409 | no |
| ADBE | 2025-12-01 | 316.39 | 0.2114 | 0.4732 | no |
| ADI | 2025-12-01 | 259.70 | 0.1869 | 0.5929 | no |
| ADM | 2025-12-01 | 59.64 | 0.1807 | 0.4210 | no |
| ALL | 2025-12-01 | 209.60 | 0.1766 | 0.4522 | no |
| AZO | 2025-12-01 | 3949.99 | 0.2297 | 0.4340 | no |
| BKNG | 2025-12-01 | 194.70 | 0.4487 | 0.4811 | no |
| BX | 2025-12-01 | 139.70 | 0.3411 | 0.4616 | no |
| CB | 2025-12-01 | 293.89 | 0.2313 | 0.4479 | no |
| CCL | 2025-12-01 | 25.23 | 0.1878 | 0.4110 | no |
| CRM | 2025-12-01 | 226.75 | 0.1718 | — | no |
| CTAS | 2025-12-01 | 183.73 | 0.1728 | 0.4473 | no |
| DELL | 2025-12-01 | 130.52 | 0.5196 | 0.5503 | no |
| DG | 2025-12-01 | 107.62 | 0.1854 | 0.5171 | no |
| DGX | 2025-12-01 | 186.07 | 0.2672 | 0.4134 | no |
| DHI | 2025-12-01 | 155.21 | 0.5654 | 0.4216 | no |
| ECL | 2025-12-01 | 270.62 | 0.2249 | 0.4061 | no |
| FITB | 2025-12-01 | 42.33 | 0.2208 | 0.4162 | no |
| GD | 2025-12-01 | 335.21 | 0.2131 | — | no |
| GEV | 2025-12-01 | 588.91 | 0.5943 | 0.5391 | no |
| GPC | 2025-12-01 | 124.70 | 0.3377 | 0.4879 | no |
| GPN | 2025-12-01 | 73.83 | 0.2640 | 0.4209 | no |
| HRL | 2025-12-01 | 22.32 | 0.3782 | 0.4116 | no |
| IR | 2025-12-01 | 79.62 | 0.1720 | 0.4974 | no |
| JNJ | 2025-12-01 | 203.23 | 0.2125 | 0.4441 | no |
| KKR | 2025-12-01 | 119.81 | 0.4954 | 0.4689 | no |
| LOW | 2025-12-01 | 238.29 | 0.3703 | 0.4920 | no |
| MDT | 2025-12-01 | 102.46 | 0.1840 | 0.4035 | no |
| META | 2025-12-01 | 637.89 | 0.2841 | 0.5107 | no |
| NOW | 2025-12-01 | 160.33 | 0.3476 | 0.4321 | no |
| NTAP | 2025-12-01 | 108.62 | 0.2917 | 0.5508 | no |
| PHM | 2025-12-01 | 126.13 | 0.3086 | 0.4341 | no |
| PKG | 2025-12-01 | 198.46 | 0.1933 | 0.4165 | no |
| PNR | 2025-12-01 | 103.30 | 0.3040 | 0.4747 | no |
| SOLV | 2025-12-01 | 85.00 | 0.1879 | 0.4671 | no |
| SWK | 2025-12-01 | 67.66 | 0.2193 | 0.4893 | no |
| SYY | 2025-12-01 | 74.31 | 0.1924 | 0.4274 | no |
| TFC | 2025-12-01 | 45.10 | 0.2249 | 0.4252 | no |
| TROW | 2025-12-01 | 96.38 | 0.1940 | 0.4760 | no |
| ULTA | 2025-12-01 | 538.39 | 0.2590 | 0.4032 | no |
| VLTO | 2025-12-01 | 99.99 | 0.1820 | 0.4728 | no |
| VRSK | 2025-12-01 | 221.97 | 0.3715 | 0.4564 | no |
| VST | 2025-12-01 | 175.28 | 0.1736 | 0.4577 | no |
| VTR | 2025-12-01 | 78.77 | 0.2572 | 0.4040 | no |
| VZ | 2025-12-01 | 39.00 | 0.3006 | 0.4194 | no |
| WEC | 2025-12-01 | 108.82 | 0.1799 | 0.4451 | no |
| WM | 2025-12-01 | 214.36 | 0.1881 | 0.4489 | no |
| WSM | 2025-12-01 | 175.78 | 0.2667 | 0.4735 | no |
| WTW | 2025-12-01 | 316.44 | 0.2948 | 0.4545 | no |
| WY | 2025-12-01 | 21.38 | 0.2568 | 0.4300 | no |