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 | -4.38% | 4.82% | 2026-02-27 | -8.78% |
| buy & hold | participation factor overlay | 6 months | complete | 11.96% | 12.33% | 2026-06-15 | -9.40% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -5.08% | 3.73% | 2026-02-27 | -8.50% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 11.35% | 11.70% | 2026-06-15 | -8.76% |
| weekly rebalance | participation factor overlay | 3 months | complete | -2.42% | 3.34% | 2026-01-15 | -6.37% |
| weekly rebalance | participation factor overlay | 6 months | complete | 20.74% | 20.74% | 2026-06-22 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -2.50% | 3.12% | 2026-01-15 | -6.00% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 17.57% | 18.41% | 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 | 2025-12-22 | 220.89 | 0.2630 | 0.4834 | no |
| ANET | 2025-12-22 | 133.43 | 0.3858 | 0.5408 | no |
| APP | 2025-12-22 | 731.97 | 0.2634 | 0.4183 | no |
| BBY | 2025-12-22 | 69.26 | 0.1788 | 0.4927 | no |
| BX | 2025-12-22 | 146.99 | 0.1739 | 0.4613 | no |
| CAT | 2025-12-22 | 580.94 | 0.2549 | 0.4525 | no |
| CHTR | 2025-12-22 | 205.31 | 0.4264 | 0.4535 | no |
| CI | 2025-12-22 | 264.51 | 0.2631 | 0.4616 | no |
| CMS | 2025-12-22 | 67.43 | 0.1842 | 0.4693 | no |
| COIN | 2025-12-22 | 251.68 | 1.0195 | 0.4592 | no |
| CSX | 2025-12-22 | 36.34 | 0.1936 | 0.4306 | no |
| DECK | 2025-12-22 | 100.00 | 0.1742 | 0.4117 | no |
| DELL | 2025-12-22 | 127.60 | 0.6913 | 0.5502 | no |
| DHI | 2025-12-22 | 145.14 | 0.2287 | 0.4216 | no |
| ECL | 2025-12-22 | 261.94 | 0.2101 | 0.4056 | no |
| EG | 2025-12-22 | 324.85 | 0.2821 | 0.4471 | no |
| EPAM | 2025-12-22 | 209.13 | 0.3451 | 0.4149 | no |
| EXC | 2025-12-22 | 42.31 | 0.2344 | 0.4934 | no |
| EXE | 2025-12-22 | 107.18 | 0.1936 | 0.4883 | no |
| GE | 2025-12-22 | 308.46 | 0.4066 | 0.5091 | no |
| GNRC | 2025-12-22 | 139.95 | 0.7973 | 0.4328 | no |
| GOOG | 2025-12-22 | 310.62 | 0.1772 | — | no |
| GPN | 2025-12-22 | 79.83 | 0.5869 | 0.4209 | no |
| GWW | 2025-12-22 | 1019.01 | 0.2870 | 0.4748 | no |
| HD | 2025-12-22 | 337.97 | 0.2531 | 0.4668 | no |
| HOOD | 2025-12-22 | 123.51 | 0.2455 | 0.4503 | no |
| HPQ | 2025-12-22 | 22.62 | 0.2190 | 0.4917 | no |
| IBKR | 2025-12-22 | 65.08 | 0.2083 | 0.5251 | no |
| IP | 2025-12-22 | 36.92 | 0.2596 | 0.4009 | no |
| JBHT | 2025-12-22 | 197.61 | 0.3403 | 0.4164 | no |
| LNT | 2025-12-22 | 63.01 | 0.1761 | 0.4694 | no |
| LUV | 2025-12-22 | 40.66 | 0.4123 | — | no |
| MAS | 2025-12-22 | 63.46 | 0.2725 | 0.4362 | no |
| MCHP | 2025-12-22 | 64.94 | 0.4877 | 0.5802 | no |
| MSFT | 2025-12-22 | 483.06 | 0.2398 | 0.4956 | no |
| NCLH | 2025-12-22 | 22.91 | 0.4134 | 0.4337 | no |
| NEM | 2025-12-22 | 104.13 | 0.3774 | 0.5589 | no |
| NFLX | 2025-12-22 | 94.71 | 0.3864 | — | no |
| NOC | 2025-12-22 | 562.04 | 0.1863 | 0.5331 | no |
| ODFL | 2025-12-22 | 157.73 | 0.5388 | 0.4120 | no |
| OMC | 2025-12-22 | 79.26 | 0.2980 | 0.4464 | no |
| ON | 2025-12-22 | 55.66 | 0.5628 | 0.5690 | no |
| ORCL | 2025-12-22 | 194.94 | 0.5001 | 0.5527 | no |
| SHW | 2025-12-22 | 319.15 | 0.2856 | 0.4015 | no |
| SNPS | 2025-12-22 | 468.25 | 0.2220 | 0.5586 | no |
| SO | 2025-12-22 | 83.23 | 0.3793 | 0.4530 | no |
| SRE | 2025-12-22 | 85.82 | 0.2045 | 0.4862 | no |
| TKO | 2025-12-22 | 211.53 | 0.3224 | 0.4396 | no |
| VST | 2025-12-22 | 163.55 | 0.4789 | 0.4577 | no |
| WY | 2025-12-22 | 22.79 | 0.2783 | 0.4300 | no |