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 | -6.11% | 1.44% | 2026-01-09 | -7.44% |
| buy & hold | participation factor overlay | 6 months | complete | 7.93% | 8.89% | 2026-06-01 | -10.98% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -8.26% | 0.94% | 2026-01-09 | -9.11% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 6.88% | 7.29% | 2026-06-01 | -12.62% |
| weekly rebalance | participation factor overlay | 3 months | complete | -4.05% | 2.48% | 2026-01-15 | -6.37% |
| weekly rebalance | participation factor overlay | 6 months | complete | 19.69% | 19.69% | 2026-06-15 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -4.13% | 1.95% | 2026-01-15 | -6.00% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 17.07% | 17.07% | 2026-06-15 | -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 |
|---|---|---|---|---|---|
| ABBV | 2025-12-15 | 219.06 | 0.2832 | 0.4803 | no |
| ACGL | 2025-12-15 | 94.28 | 0.2437 | 0.4409 | no |
| ADBE | 2025-12-15 | 352.60 | 0.2529 | 0.4227 | no |
| ANET | 2025-12-15 | 125.50 | 0.3758 | 0.5408 | no |
| BIIB | 2025-12-15 | 173.67 | 0.4012 | 0.5143 | no |
| BX | 2025-12-15 | 147.98 | 0.8099 | 0.4616 | no |
| CARR | 2025-12-15 | 52.73 | 0.3354 | 0.5005 | no |
| CHTR | 2025-12-15 | 206.17 | 0.4076 | 0.4535 | no |
| CI | 2025-12-15 | 271.41 | 0.2258 | 0.4616 | no |
| COIN | 2025-12-15 | 267.99 | 0.6016 | 0.4603 | no |
| CRWD | 2025-12-15 | 127.25 | 0.3541 | 0.5083 | no |
| CVX | 2025-12-15 | 145.77 | 0.2262 | 0.4788 | no |
| DELL | 2025-12-15 | 130.11 | 0.5299 | 0.5502 | no |
| DHI | 2025-12-15 | 155.90 | 0.2672 | 0.4216 | no |
| EG | 2025-12-15 | 322.84 | 0.2280 | 0.4473 | no |
| EPAM | 2025-12-15 | 210.12 | 0.3113 | 0.4149 | no |
| FOXA | 2025-12-15 | 70.74 | 0.3412 | 0.4047 | no |
| GE | 2025-12-15 | 298.85 | 0.2514 | 0.5090 | no |
| GOOG | 2025-12-15 | 312.01 | 0.5816 | — | no |
| GOOGL | 2025-12-15 | 310.72 | 0.5121 | 0.5384 | no |
| GPN | 2025-12-15 | 81.39 | 0.3571 | 0.4209 | no |
| HD | 2025-12-15 | 351.75 | 0.4380 | 0.4668 | no |
| HOOD | 2025-12-15 | 120.40 | 0.4999 | 0.4507 | no |
| IR | 2025-12-15 | 82.07 | 0.3562 | 0.4973 | no |
| IRM | 2025-12-15 | 81.25 | 0.2354 | 0.4079 | no |
| IT | 2025-12-15 | 237.30 | 0.2146 | 0.4550 | no |
| LII | 2025-12-15 | 505.51 | 0.2735 | 0.4749 | no |
| LYV | 2025-12-15 | 141.74 | 0.2987 | 0.4318 | no |
| MAS | 2025-12-15 | 64.10 | 0.3204 | 0.4362 | no |
| MCHP | 2025-12-15 | 66.92 | 0.3619 | 0.5802 | no |
| MET | 2025-12-15 | 81.22 | 0.2422 | 0.4475 | no |
| MHK | 2025-12-15 | 112.88 | 0.6108 | 0.4212 | no |
| MOS | 2025-12-15 | 25.06 | 0.2483 | 0.4105 | no |
| NCLH | 2025-12-15 | 20.85 | 0.2520 | 0.4330 | no |
| NRG | 2025-12-15 | 160.32 | 0.2622 | 0.4705 | no |
| NTAP | 2025-12-15 | 115.19 | 0.5280 | 0.5507 | no |
| NXPI | 2025-12-15 | 227.79 | 0.2451 | 0.5862 | no |
| ODFL | 2025-12-15 | 159.47 | 0.5591 | 0.4089 | no |
| OMC | 2025-12-15 | 78.05 | 0.2209 | 0.4464 | no |
| ON | 2025-12-15 | 55.18 | 0.6070 | 0.5690 | no |
| ORCL | 2025-12-15 | 186.49 | 0.7005 | 0.5527 | no |
| PNR | 2025-12-15 | 105.33 | 0.3130 | 0.4747 | no |
| PSKY | 2025-12-15 | 13.53 | 0.3701 | — | no |
| SHW | 2025-12-15 | 328.87 | 0.2647 | 0.4015 | no |
| SNPS | 2025-12-15 | 458.00 | 0.3071 | 0.5586 | no |
| SRE | 2025-12-15 | 88.26 | 0.3747 | 0.4862 | no |
| SWKS | 2025-12-15 | 66.25 | 0.3704 | 0.6000 | no |
| TTD | 2025-12-15 | 36.69 | 0.8850 | 0.4095 | no |
| VST | 2025-12-15 | 172.24 | 0.7708 | 0.4577 | no |
| WMB | 2025-12-15 | 58.37 | 0.2184 | 0.5002 | no |