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 | -3.97% | 3.64% | 2026-02-27 | -7.34% |
| buy & hold | participation factor overlay | 6 months | complete | 11.92% | 12.29% | 2026-06-15 | -7.55% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -2.42% | 4.84% | 2026-03-02 | -6.93% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.12% | 13.14% | 2026-06-25 | -7.05% |
| weekly rebalance | participation factor overlay | 3 months | complete | -1.15% | 4.44% | 2026-02-18 | -5.38% |
| weekly rebalance | participation factor overlay | 6 months | complete | 20.62% | 23.13% | 2026-06-15 | -6.66% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.77% | 4.75% | 2026-01-22 | -5.98% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 20.82% | 22.43% | 2026-06-15 | -6.18% |
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 |
|---|---|---|---|---|---|
| AES | 2025-12-29 | 13.56 | 0.2008 | — | no |
| ANET | 2025-12-29 | 131.15 | 0.2374 | 0.5399 | no |
| APP | 2025-12-29 | 705.03 | 0.3333 | 0.4183 | no |
| BBY | 2025-12-29 | 66.10 | 0.2188 | 0.4917 | no |
| BEN | 2025-12-29 | 23.29 | 0.2601 | 0.4696 | no |
| BX | 2025-12-29 | 150.88 | 0.2163 | 0.4615 | no |
| CHTR | 2025-12-29 | 207.05 | 0.2227 | 0.4499 | no |
| CMS | 2025-12-29 | 68.54 | 0.1945 | 0.4688 | no |
| COF | 2025-12-29 | 246.58 | 0.1974 | 0.4658 | no |
| COIN | 2025-12-29 | 234.36 | 0.8400 | 0.4598 | no |
| COST | 2025-12-29 | 869.45 | 0.2435 | 0.4732 | no |
| CSX | 2025-12-29 | 36.32 | 0.2555 | 0.4346 | no |
| CVS | 2025-12-29 | 77.81 | 0.2211 | 0.4379 | no |
| DASH | 2025-12-29 | 233.07 | 0.1870 | 0.4561 | no |
| DELL | 2025-12-29 | 126.99 | 0.6394 | 0.5487 | no |
| DGX | 2025-12-29 | 173.46 | 0.2099 | 0.4133 | no |
| DHI | 2025-12-29 | 144.76 | 0.3448 | 0.4187 | no |
| DLR | 2025-12-29 | 152.06 | 0.2436 | 0.4181 | no |
| DXCM | 2025-12-29 | 67.59 | 0.3004 | 0.4160 | no |
| EG | 2025-12-29 | 331.22 | 0.3034 | 0.4482 | no |
| ERIE | 2025-12-29 | 279.31 | 0.2574 | — | no |
| EVRG | 2025-12-29 | 71.23 | 0.2214 | 0.4029 | no |
| GNRC | 2025-12-29 | 139.39 | 0.9528 | 0.4313 | no |
| GPN | 2025-12-29 | 79.42 | 0.2273 | 0.4210 | no |
| HOOD | 2025-12-29 | 116.89 | 0.7586 | 0.4504 | no |
| INTU | 2025-12-29 | 666.54 | 0.3312 | 0.4286 | no |
| IR | 2025-12-29 | 81.30 | 0.2559 | 0.4961 | no |
| KMX | 2025-12-29 | 39.43 | 0.2746 | 0.4570 | no |
| LDOS | 2025-12-29 | 184.11 | 0.2143 | 0.5415 | no |
| MCHP | 2025-12-29 | 63.92 | 0.1896 | 0.5797 | no |
| MGM | 2025-12-29 | 37.43 | 0.1965 | 0.4184 | no |
| MOH | 2025-12-29 | 165.00 | 0.4635 | 0.4590 | no |
| NI | 2025-12-29 | 40.93 | 0.2347 | 0.4802 | no |
| NTAP | 2025-12-29 | 108.43 | 0.3466 | 0.5504 | no |
| ODFL | 2025-12-29 | 159.01 | 0.2661 | 0.4152 | no |
| OMC | 2025-12-29 | 78.52 | 0.1899 | 0.4431 | no |
| ON | 2025-12-29 | 54.60 | 0.3757 | 0.5683 | no |
| OXY | 2025-12-29 | 39.54 | 0.2105 | 0.5050 | no |
| PHM | 2025-12-29 | 117.30 | 0.3349 | 0.4312 | no |
| RJF | 2025-12-29 | 163.53 | 0.2832 | 0.4712 | no |
| SO | 2025-12-29 | 85.20 | 0.2495 | 0.4521 | no |
| TKO | 2025-12-29 | 213.78 | 0.3317 | 0.4390 | no |
| TPR | 2025-12-29 | 128.23 | 0.2324 | 0.4037 | no |
| TTD | 2025-12-29 | 38.09 | 0.2279 | 0.4095 | no |
| TXT | 2025-12-29 | 90.06 | 0.2414 | 0.5273 | no |
| VMC | 2025-12-29 | 292.57 | 0.2113 | 0.4670 | no |
| VST | 2025-12-29 | 160.56 | 0.5681 | 0.4569 | no |
| WEC | 2025-12-29 | 103.12 | 0.2189 | 0.4442 | no |
| XEL | 2025-12-29 | 72.32 | 0.2356 | 0.4233 | no |
| ZBH | 2025-12-29 | 90.24 | 0.2844 | 0.4175 | no |