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 | -6.32% | 2.85% | 2026-01-15 | -8.91% |
| buy & hold | participation factor overlay | 6 months | complete | 13.78% | 13.78% | 2026-06-15 | -12.54% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -5.25% | 2.91% | 2026-01-09 | -7.93% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 11.14% | 11.14% | 2026-06-15 | -10.79% |
| weekly rebalance | participation factor overlay | 3 months | complete | -4.37% | 2.39% | 2026-01-06 | -6.60% |
| weekly rebalance | participation factor overlay | 6 months | complete | 16.10% | 16.41% | 2026-06-02 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -1.95% | 2.40% | 2026-01-06 | -4.82% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 17.07% | 17.07% | 2026-06-15 | -5.37% |
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 | 0.2938 | 0.4227 | no |
| ALLE | 2025-12-15 | 159.18 | 0.2889 | 0.4974 | no |
| ANET | 2025-12-15 | 125.50 | 0.3566 | 0.5408 | no |
| BIIB | 2025-12-15 | 173.67 | 0.3274 | 0.5143 | no |
| BX | 2025-12-15 | 147.98 | 0.4679 | 0.4616 | no |
| CARR | 2025-12-15 | 52.73 | 0.2446 | 0.5005 | no |
| CHTR | 2025-12-15 | 206.17 | 0.4481 | 0.4535 | no |
| COIN | 2025-12-15 | 267.99 | 0.5758 | 0.4603 | no |
| DASH | 2025-12-15 | 228.58 | 0.2472 | 0.4561 | no |
| DELL | 2025-12-15 | 130.11 | 0.6691 | 0.5502 | no |
| DHI | 2025-12-15 | 155.90 | 0.2104 | 0.4216 | no |
| EG | 2025-12-15 | 322.84 | 0.2774 | 0.4473 | no |
| EIX | 2025-12-15 | 56.64 | 0.2578 | 0.4348 | no |
| EPAM | 2025-12-15 | 210.12 | 0.3312 | 0.4149 | no |
| ETN | 2025-12-15 | 331.73 | 0.2029 | 0.4996 | no |
| EVRG | 2025-12-15 | 72.37 | 0.3218 | 0.4031 | no |
| FCX | 2025-12-15 | 48.47 | 0.3592 | — | no |
| FOXA | 2025-12-15 | 70.74 | 0.3537 | 0.4047 | no |
| GE | 2025-12-15 | 298.85 | 0.3053 | 0.5090 | no |
| GEN | 2025-12-15 | 27.37 | 0.2092 | 0.5411 | no |
| GOOG | 2025-12-15 | 312.01 | 0.3726 | — | no |
| GOOGL | 2025-12-15 | 310.72 | 0.4368 | 0.5384 | no |
| GPN | 2025-12-15 | 81.39 | 0.3738 | 0.4209 | no |
| HD | 2025-12-15 | 351.75 | 0.3488 | 0.4668 | no |
| HOOD | 2025-12-15 | 120.40 | 0.5305 | 0.4507 | no |
| HUM | 2025-12-15 | 265.93 | 0.2218 | 0.4804 | no |
| IBKR | 2025-12-15 | 64.35 | 0.2100 | 0.5253 | no |
| INTC | 2025-12-15 | 38.33 | 0.2556 | 0.6123 | no |
| IR | 2025-12-15 | 82.07 | 0.2372 | 0.4973 | no |
| JBHT | 2025-12-15 | 197.72 | 0.2213 | 0.4161 | no |
| KMX | 2025-12-15 | 41.83 | 0.2269 | 0.4536 | no |
| LII | 2025-12-15 | 505.51 | 0.2537 | 0.4749 | no |
| LYV | 2025-12-15 | 141.74 | 0.2160 | 0.4318 | no |
| MAS | 2025-12-15 | 64.10 | 0.3719 | 0.4362 | no |
| MCHP | 2025-12-15 | 66.92 | 0.4054 | 0.5802 | no |
| MET | 2025-12-15 | 81.22 | 0.2065 | 0.4475 | no |
| MHK | 2025-12-15 | 112.88 | 0.4270 | 0.4212 | no |
| MOH | 2025-12-15 | 170.67 | 0.2210 | 0.4593 | no |
| MSFT | 2025-12-15 | 477.07 | 0.2541 | 0.4956 | no |
| NCLH | 2025-12-15 | 20.85 | 0.2748 | 0.4330 | no |
| NFLX | 2025-12-15 | 96.02 | 0.3512 | — | no |
| ODFL | 2025-12-15 | 159.47 | 0.5212 | 0.4089 | no |
| OMC | 2025-12-15 | 78.05 | 0.2812 | 0.4464 | no |
| ON | 2025-12-15 | 55.18 | 0.6371 | 0.5690 | no |
| ORCL | 2025-12-15 | 186.49 | 0.3428 | 0.5527 | no |
| SNPS | 2025-12-15 | 458.00 | 0.4456 | 0.5586 | no |
| SRE | 2025-12-15 | 88.26 | 0.2246 | 0.4862 | no |
| TTD | 2025-12-15 | 36.69 | 0.8198 | 0.4095 | no |
| UBER | 2025-12-15 | 83.46 | 0.2965 | 0.5120 | no |
| VST | 2025-12-15 | 172.24 | 0.9804 | 0.4577 | no |