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 | -4.35% | 3.05% | 2026-03-02 | -7.19% |
| buy & hold | participation factor overlay | 6 months | complete | 12.08% | 12.28% | 2026-06-15 | -7.77% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -4.72% | 2.77% | 2026-03-02 | -7.28% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 9.17% | 9.88% | 2026-06-15 | -7.67% |
| weekly rebalance | participation factor overlay | 3 months | complete | -3.82% | 3.48% | 2026-01-15 | -7.05% |
| weekly rebalance | participation factor overlay | 6 months | complete | 20.40% | 20.91% | 2026-06-22 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -3.18% | 3.28% | 2026-01-15 | -6.26% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 19.07% | 19.07% | 2026-06-29 | -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 |
|---|---|---|---|---|---|
| APP | 2025-12-29 | 705.03 | 0.3632 | 0.4183 | no |
| CAT | 2025-12-29 | 576.57 | 0.1652 | 0.4541 | no |
| CB | 2025-12-29 | 311.52 | 0.1852 | 0.4479 | no |
| CHTR | 2025-12-29 | 207.05 | 0.2370 | 0.4499 | no |
| CI | 2025-12-29 | 272.38 | 0.1907 | 0.4608 | no |
| COIN | 2025-12-29 | 234.36 | 0.7736 | 0.4598 | no |
| CSX | 2025-12-29 | 36.32 | 0.2614 | 0.4346 | no |
| CVS | 2025-12-29 | 77.81 | 0.3174 | 0.4379 | no |
| DASH | 2025-12-29 | 233.07 | 0.2239 | 0.4561 | no |
| DD | 2025-12-29 | 122.05 | 0.2335 | 0.4121 | no |
| DHI | 2025-12-29 | 144.76 | 0.3314 | 0.4187 | no |
| DXCM | 2025-12-29 | 67.59 | 0.1936 | 0.4160 | no |
| EG | 2025-12-29 | 331.22 | 0.2589 | 0.4482 | no |
| EOG | 2025-12-29 | 101.77 | 0.2364 | 0.5192 | no |
| ERIE | 2025-12-29 | 279.31 | 0.2500 | — | no |
| ETN | 2025-12-29 | 319.67 | 0.1874 | 0.4980 | no |
| EVRG | 2025-12-29 | 71.23 | 0.1821 | 0.4029 | no |
| EXC | 2025-12-29 | 42.49 | 0.1683 | 0.4924 | no |
| FTNT | 2025-12-29 | 81.28 | 0.1943 | 0.5018 | no |
| GNRC | 2025-12-29 | 139.39 | 0.7427 | 0.4313 | no |
| HOOD | 2025-12-29 | 116.89 | 0.8446 | 0.4504 | no |
| HPQ | 2025-12-29 | 22.32 | 0.2000 | 0.4883 | no |
| HUM | 2025-12-29 | 256.70 | 0.3461 | 0.4795 | no |
| INTU | 2025-12-29 | 666.54 | 0.2881 | 0.4286 | no |
| IR | 2025-12-29 | 81.30 | 0.1987 | 0.4961 | no |
| IT | 2025-12-29 | 251.68 | 0.2380 | 0.4550 | no |
| KEY | 2025-12-29 | 20.51 | 0.1670 | 0.4483 | no |
| KMX | 2025-12-29 | 39.43 | 0.1716 | 0.4570 | no |
| LII | 2025-12-29 | 495.79 | 0.3867 | 0.4735 | no |
| MGM | 2025-12-29 | 37.43 | 0.1835 | 0.4184 | no |
| MOH | 2025-12-29 | 165.00 | 0.3915 | 0.4590 | no |
| NCLH | 2025-12-29 | 22.60 | 0.1779 | 0.4395 | no |
| NTAP | 2025-12-29 | 108.43 | 0.3582 | 0.5504 | no |
| ODFL | 2025-12-29 | 159.01 | 0.4014 | 0.4152 | no |
| OMC | 2025-12-29 | 78.52 | 0.2068 | 0.4431 | no |
| ON | 2025-12-29 | 54.60 | 0.3871 | 0.5683 | no |
| ORCL | 2025-12-29 | 192.31 | 0.3464 | 0.5514 | no |
| OTIS | 2025-12-29 | 86.24 | 0.1702 | 0.5120 | no |
| OXY | 2025-12-29 | 39.54 | 0.2115 | 0.5050 | no |
| PWR | 2025-12-29 | 430.28 | 0.2913 | 0.5158 | no |
| RTX | 2025-12-29 | 183.18 | 0.2074 | 0.5262 | no |
| SO | 2025-12-29 | 85.20 | 0.1914 | 0.4521 | no |
| TPR | 2025-12-29 | 128.23 | 0.1692 | 0.4037 | no |
| TROW | 2025-12-29 | 100.56 | 0.1681 | 0.4742 | no |
| TTWO | 2025-12-29 | 255.00 | 0.3653 | 0.4557 | no |
| TXT | 2025-12-29 | 90.06 | 0.2547 | 0.5273 | no |
| VST | 2025-12-29 | 160.56 | 0.5927 | 0.4569 | no |
| WSM | 2025-12-29 | 185.05 | 0.1786 | 0.4721 | no |
| WYNN | 2025-12-29 | 122.71 | 0.2236 | 0.4052 | no |
| ZBH | 2025-12-29 | 90.24 | 0.2759 | 0.4175 | no |