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 | 6.17% | 6.26% | 2026-02-13 | -2.14% |
| buy & hold | participation factor overlay | 6 months | complete | 1.75% | 6.26% | 2026-02-13 | -9.83% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.03% | 6.03% | 2026-02-27 | -1.95% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 3.17% | 6.03% | 2026-02-27 | -8.71% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.38% | 4.79% | 2026-01-06 | -5.60% |
| weekly rebalance | participation factor overlay | 6 months | complete | 17.47% | 17.47% | 2026-06-01 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.29% | 3.88% | 2026-01-06 | -4.82% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 16.85% | 16.85% | 2026-06-01 | -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 |
|---|---|---|---|---|---|
| ADBE | 2025-12-01 | 316.39 | 0.2134 | 0.4732 | no |
| AZO | 2025-12-01 | 3949.99 | 0.2351 | 0.4340 | no |
| BKNG | 2025-12-01 | 194.70 | 0.3300 | 0.4811 | no |
| CB | 2025-12-01 | 293.89 | 0.3193 | 0.4479 | no |
| COIN | 2025-12-01 | 260.53 | 0.2123 | 0.4603 | no |
| DELL | 2025-12-01 | 130.52 | 0.4554 | 0.5503 | no |
| DG | 2025-12-01 | 107.62 | 0.2156 | 0.5171 | no |
| DHI | 2025-12-01 | 155.21 | 0.6337 | 0.4216 | no |
| DTE | 2025-12-01 | 132.62 | 0.2496 | 0.4519 | no |
| ECL | 2025-12-01 | 270.62 | 0.2426 | 0.4061 | no |
| GEV | 2025-12-01 | 588.91 | 0.6526 | 0.5391 | no |
| GL | 2025-12-01 | 133.72 | 0.2514 | 0.4712 | no |
| GPC | 2025-12-01 | 124.70 | 0.2546 | 0.4879 | no |
| HIG | 2025-12-01 | 134.50 | 0.2039 | 0.4442 | no |
| HRL | 2025-12-01 | 22.32 | 0.4044 | 0.4116 | no |
| ICE | 2025-12-01 | 154.44 | 0.2679 | 0.5123 | no |
| IR | 2025-12-01 | 79.62 | 0.3362 | 0.4974 | no |
| JNJ | 2025-12-01 | 203.23 | 0.2636 | 0.4441 | no |
| KKR | 2025-12-01 | 119.81 | 0.2966 | 0.4689 | no |
| KR | 2025-12-01 | 66.14 | 0.2422 | 0.4896 | no |
| LMT | 2025-12-01 | 445.22 | 0.2233 | 0.5312 | no |
| LOW | 2025-12-01 | 238.29 | 0.3079 | 0.4920 | no |
| MDT | 2025-12-01 | 102.46 | 0.2594 | 0.4035 | no |
| META | 2025-12-01 | 637.89 | 0.2211 | 0.5107 | no |
| MGM | 2025-12-01 | 35.40 | 0.2854 | 0.4134 | no |
| MLM | 2025-12-01 | 616.05 | 0.2046 | 0.4676 | no |
| MOS | 2025-12-01 | 23.61 | 0.2214 | 0.4115 | no |
| MSI | 2025-12-01 | 365.44 | 0.3368 | 0.5447 | no |
| NKE | 2025-12-01 | 62.13 | 0.3144 | 0.4093 | no |
| NOC | 2025-12-01 | 560.89 | 0.2190 | 0.5329 | no |
| NOW | 2025-12-01 | 160.33 | 0.4396 | 0.4321 | no |
| NXPI | 2025-12-01 | 188.34 | 0.2133 | 0.5862 | no |
| PHM | 2025-12-01 | 126.13 | 0.2944 | 0.4341 | no |
| PKG | 2025-12-01 | 198.46 | 0.2505 | 0.4165 | no |
| PNR | 2025-12-01 | 103.30 | 0.3011 | 0.4747 | no |
| ROL | 2025-12-01 | 60.57 | 0.2611 | 0.4641 | no |
| SNPS | 2025-12-01 | 446.00 | 0.3651 | 0.5635 | no |
| SOLV | 2025-12-01 | 85.00 | 0.2046 | 0.4671 | no |
| SYY | 2025-12-01 | 74.31 | 0.2571 | 0.4274 | no |
| TFC | 2025-12-01 | 45.10 | 0.1936 | 0.4252 | no |
| TSCO | 2025-12-01 | 53.32 | 0.1973 | 0.4550 | no |
| ULTA | 2025-12-01 | 538.39 | 0.2627 | 0.4032 | no |
| URI | 2025-12-01 | 804.44 | 0.2567 | 0.4775 | no |
| VRSK | 2025-12-01 | 221.97 | 0.2679 | 0.4564 | no |
| VST | 2025-12-01 | 175.28 | 0.3174 | 0.4577 | no |
| VZ | 2025-12-01 | 39.00 | 0.2501 | 0.4194 | no |
| WSM | 2025-12-01 | 175.78 | 0.2925 | 0.4735 | no |
| WTW | 2025-12-01 | 316.44 | 0.2119 | 0.4545 | no |
| WY | 2025-12-01 | 21.38 | 0.3500 | 0.4300 | no |
| ZTS | 2025-12-01 | 126.21 | 0.2109 | 0.4175 | no |