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 | -4.77% | 2.48% | 2026-02-11 | -7.07% |
| buy & hold | participation factor overlay | 6 months | complete | 14.71% | 14.94% | 2026-06-04 | -10.42% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.40% | 3.49% | 2026-02-11 | -6.65% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 16.82% | 16.82% | 2026-06-15 | -9.65% |
| weekly rebalance | participation factor overlay | 3 months | complete | -4.50% | 2.68% | 2026-01-22 | -6.99% |
| weekly rebalance | participation factor overlay | 6 months | complete | 15.16% | 15.16% | 2026-06-15 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -3.72% | 3.14% | 2026-01-22 | -6.65% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 14.07% | 14.07% | 2026-06-15 | -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 |
|---|---|---|---|---|---|
| ADBE | 2025-12-15 | 352.60 | 0.2153 | 0.4227 | no |
| ALLE | 2025-12-15 | 159.18 | 0.2201 | 0.4974 | no |
| ANET | 2025-12-15 | 125.50 | 0.7780 | 0.5408 | no |
| BX | 2025-12-15 | 147.98 | 0.3544 | 0.4616 | no |
| CARR | 2025-12-15 | 52.73 | 0.2524 | 0.5005 | no |
| CHTR | 2025-12-15 | 206.17 | 0.4125 | 0.4535 | no |
| COIN | 2025-12-15 | 267.99 | 0.5042 | 0.4603 | no |
| CVX | 2025-12-15 | 145.77 | 0.2909 | 0.4788 | no |
| DD | 2025-12-15 | 122.38 | 0.2188 | 0.4128 | no |
| DELL | 2025-12-15 | 130.11 | 0.6120 | 0.5502 | no |
| DLR | 2025-12-15 | 150.12 | 0.2425 | 0.4201 | no |
| EOG | 2025-12-15 | 105.56 | 0.2028 | 0.5177 | no |
| EPAM | 2025-12-15 | 210.12 | 0.3861 | 0.4149 | no |
| ETN | 2025-12-15 | 331.73 | 0.3033 | 0.4996 | no |
| FSLR | 2025-12-15 | 253.51 | 0.2309 | 0.5131 | no |
| GNRC | 2025-12-15 | 162.91 | 0.4961 | 0.4328 | no |
| GOOG | 2025-12-15 | 312.01 | 0.4615 | — | no |
| GOOGL | 2025-12-15 | 310.72 | 0.4408 | 0.5384 | no |
| GPC | 2025-12-15 | 128.40 | 0.2656 | 0.4879 | no |
| GPN | 2025-12-15 | 81.39 | 0.3533 | 0.4209 | no |
| GWW | 2025-12-15 | 1019.22 | 0.2978 | 0.4748 | no |
| HOOD | 2025-12-15 | 120.40 | 0.5602 | 0.4507 | no |
| HUM | 2025-12-15 | 265.93 | 0.3354 | 0.4804 | no |
| INTC | 2025-12-15 | 38.33 | 0.2817 | 0.6123 | no |
| IR | 2025-12-15 | 82.07 | 0.2761 | 0.4973 | no |
| IRM | 2025-12-15 | 81.25 | 0.4711 | 0.4079 | no |
| JBHT | 2025-12-15 | 197.72 | 0.3047 | 0.4161 | no |
| LLY | 2025-12-15 | 1027.59 | 0.2519 | 0.4390 | no |
| MCHP | 2025-12-15 | 66.92 | 0.3293 | 0.5802 | no |
| MET | 2025-12-15 | 81.22 | 0.3109 | 0.4475 | no |
| MHK | 2025-12-15 | 112.88 | 0.6008 | 0.4212 | no |
| MOS | 2025-12-15 | 25.06 | 0.2991 | 0.4105 | no |
| MRK | 2025-12-15 | 97.97 | 0.2083 | 0.4355 | no |
| MSCI | 2025-12-15 | 545.41 | 0.2242 | 0.4584 | no |
| MSFT | 2025-12-15 | 477.07 | 0.2267 | 0.4956 | no |
| NCLH | 2025-12-15 | 20.85 | 0.3632 | 0.4330 | no |
| NTAP | 2025-12-15 | 115.19 | 0.2797 | 0.5507 | no |
| ODFL | 2025-12-15 | 159.47 | 0.6112 | 0.4089 | no |
| OMC | 2025-12-15 | 78.05 | 0.2285 | 0.4464 | no |
| ON | 2025-12-15 | 55.18 | 0.7251 | 0.5690 | no |
| ORCL | 2025-12-15 | 186.49 | 0.3721 | 0.5527 | no |
| PNR | 2025-12-15 | 105.33 | 0.2796 | 0.4747 | no |
| PSKY | 2025-12-15 | 13.53 | 0.3654 | — | no |
| SHW | 2025-12-15 | 328.87 | 0.2655 | 0.4015 | no |
| SNPS | 2025-12-15 | 458.00 | 0.4630 | 0.5586 | no |
| SWK | 2025-12-15 | 73.66 | 0.2029 | 0.4892 | no |
| TTD | 2025-12-15 | 36.69 | 0.6341 | 0.4095 | no |
| UBER | 2025-12-15 | 83.46 | 0.2792 | 0.5120 | no |
| UHS | 2025-12-15 | 221.65 | 0.2019 | 0.4894 | no |
| VST | 2025-12-15 | 172.24 | 0.8849 | 0.4577 | no |