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 | -2.58% | 6.71% | 2026-02-18 | -8.71% |
| buy & hold | participation factor overlay | 6 months | complete | 13.28% | 15.60% | 2026-06-01 | -9.45% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.41% | 6.41% | 2026-02-18 | -9.23% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 9.25% | 10.67% | 2026-06-01 | -9.99% |
| weekly rebalance | participation factor overlay | 3 months | complete | -4.07% | 3.57% | 2026-01-22 | -7.38% |
| weekly rebalance | participation factor overlay | 6 months | complete | 15.90% | 16.16% | 2026-06-15 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -2.48% | 4.34% | 2026-01-22 | -6.65% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 14.41% | 15.41% | 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 |
|---|---|---|---|---|---|
| AKAM | 2025-12-22 | 89.19 | 0.1989 | 0.5023 | no |
| ANET | 2025-12-22 | 133.43 | 0.2968 | 0.5408 | no |
| BLK | 2025-12-22 | 1049.10 | 0.2704 | 0.4711 | no |
| BX | 2025-12-22 | 146.99 | 0.2455 | 0.4613 | no |
| CARR | 2025-12-22 | 53.37 | 0.2123 | 0.5005 | no |
| CHTR | 2025-12-22 | 205.31 | 0.3138 | 0.4535 | no |
| COIN | 2025-12-22 | 251.68 | 0.8011 | 0.4592 | no |
| DD | 2025-12-22 | 123.00 | 0.2398 | 0.4128 | no |
| DECK | 2025-12-22 | 100.00 | 0.2186 | 0.4117 | no |
| DELL | 2025-12-22 | 127.60 | 0.5095 | 0.5502 | no |
| DHI | 2025-12-22 | 145.14 | 0.3227 | 0.4216 | no |
| DIS | 2025-12-22 | 110.56 | 0.1870 | 0.4041 | no |
| EG | 2025-12-22 | 324.85 | 0.3475 | 0.4471 | no |
| EPAM | 2025-12-22 | 209.13 | 0.2340 | 0.4149 | no |
| EXC | 2025-12-22 | 42.31 | 0.2147 | 0.4934 | no |
| FSLR | 2025-12-22 | 269.19 | 0.2156 | 0.5131 | no |
| GE | 2025-12-22 | 308.46 | 0.2208 | 0.5091 | no |
| GNRC | 2025-12-22 | 139.95 | 0.8486 | 0.4328 | no |
| GOOG | 2025-12-22 | 310.62 | 0.1826 | — | no |
| GPN | 2025-12-22 | 79.83 | 0.4969 | 0.4209 | no |
| GRMN | 2025-12-22 | 201.11 | 0.2647 | 0.4833 | no |
| GWW | 2025-12-22 | 1019.01 | 0.2046 | 0.4748 | no |
| HD | 2025-12-22 | 337.97 | 0.2461 | 0.4668 | no |
| HPQ | 2025-12-22 | 22.62 | 0.1900 | 0.4917 | no |
| IP | 2025-12-22 | 36.92 | 0.2598 | 0.4009 | no |
| JBHT | 2025-12-22 | 197.61 | 0.3235 | 0.4164 | no |
| LLY | 2025-12-22 | 1071.54 | 0.1908 | 0.4422 | no |
| LUV | 2025-12-22 | 40.66 | 0.2979 | — | no |
| LVS | 2025-12-22 | 66.06 | 0.2311 | 0.4095 | no |
| MAS | 2025-12-22 | 63.46 | 0.3062 | 0.4362 | no |
| MCHP | 2025-12-22 | 64.94 | 0.2017 | 0.5802 | no |
| MGM | 2025-12-22 | 37.47 | 0.3023 | 0.4134 | no |
| MHK | 2025-12-22 | 107.58 | 0.2152 | 0.4212 | no |
| MSFT | 2025-12-22 | 483.06 | 0.2395 | 0.4956 | no |
| NEE | 2025-12-22 | 77.33 | 0.3103 | 0.4722 | no |
| NEM | 2025-12-22 | 104.13 | 0.2266 | 0.5589 | no |
| NOC | 2025-12-22 | 562.04 | 0.2483 | 0.5331 | no |
| NTAP | 2025-12-22 | 111.36 | 0.3646 | 0.5507 | no |
| ODFL | 2025-12-22 | 157.73 | 0.6101 | 0.4120 | no |
| OMC | 2025-12-22 | 79.26 | 0.3067 | 0.4464 | no |
| ON | 2025-12-22 | 55.66 | 0.8298 | 0.5690 | no |
| ORCL | 2025-12-22 | 194.94 | 0.7430 | 0.5527 | no |
| PSX | 2025-12-22 | 127.80 | 0.1968 | 0.4882 | no |
| PTC | 2025-12-22 | 178.02 | 0.2379 | 0.4917 | no |
| SHW | 2025-12-22 | 319.15 | 0.2673 | 0.4015 | no |
| SO | 2025-12-22 | 83.23 | 0.3407 | 0.4530 | no |
| SRE | 2025-12-22 | 85.82 | 0.2092 | 0.4862 | no |
| VST | 2025-12-22 | 163.55 | 0.6882 | 0.4577 | no |
| WEC | 2025-12-22 | 100.67 | 0.2096 | 0.4451 | no |
| WY | 2025-12-22 | 22.79 | 0.3078 | 0.4300 | no |