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 | -3.79% | 4.68% | 2026-03-02 | -8.09% |
| buy & hold | participation factor overlay | 6 months | complete | 12.90% | 12.90% | 2026-06-29 | -8.63% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.11% | 4.97% | 2026-03-02 | -7.69% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.33% | 14.33% | 2026-06-29 | -8.28% |
| weekly rebalance | participation factor overlay | 3 months | complete | -4.61% | 3.61% | 2026-01-22 | -7.93% |
| weekly rebalance | participation factor overlay | 6 months | complete | 15.62% | 16.20% | 2026-06-15 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -3.01% | 4.31% | 2026-01-22 | -7.01% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.85% | 15.85% | 2026-06-29 | -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 |
|---|---|---|---|---|---|
| AFL | 2025-12-29 | 108.47 | 0.2008 | 0.4706 | no |
| ANET | 2025-12-29 | 131.15 | 0.3085 | 0.5399 | no |
| AXON | 2025-12-29 | 580.00 | 0.2441 | 0.5140 | no |
| BEN | 2025-12-29 | 23.29 | 0.1935 | 0.4696 | no |
| BX | 2025-12-29 | 150.88 | 0.2364 | 0.4615 | no |
| CHTR | 2025-12-29 | 207.05 | 0.1882 | 0.4499 | no |
| CMS | 2025-12-29 | 68.54 | 0.1839 | 0.4688 | no |
| COIN | 2025-12-29 | 234.36 | 1.1215 | 0.4598 | no |
| CVX | 2025-12-29 | 146.90 | 0.2087 | 0.4804 | no |
| DASH | 2025-12-29 | 233.07 | 0.2460 | 0.4561 | no |
| DD | 2025-12-29 | 122.05 | 0.2240 | 0.4121 | no |
| DELL | 2025-12-29 | 126.99 | 0.2687 | 0.5487 | no |
| DHI | 2025-12-29 | 144.76 | 0.2287 | 0.4187 | no |
| DIS | 2025-12-29 | 112.46 | 0.2530 | 0.4021 | no |
| DLR | 2025-12-29 | 152.06 | 0.4090 | 0.4181 | no |
| ED | 2025-12-29 | 97.09 | 0.1826 | — | no |
| EG | 2025-12-29 | 331.22 | 0.2816 | 0.4482 | no |
| ERIE | 2025-12-29 | 279.31 | 0.1976 | — | no |
| ETN | 2025-12-29 | 319.67 | 0.2252 | 0.4980 | no |
| EVRG | 2025-12-29 | 71.23 | 0.1871 | 0.4029 | no |
| EXC | 2025-12-29 | 42.49 | 0.2060 | 0.4924 | no |
| GE | 2025-12-29 | 312.49 | 0.2771 | 0.5088 | no |
| GNRC | 2025-12-29 | 139.39 | 0.8336 | 0.4313 | no |
| GPN | 2025-12-29 | 79.42 | 0.1897 | 0.4210 | no |
| HOOD | 2025-12-29 | 116.89 | 0.6321 | 0.4504 | no |
| HPQ | 2025-12-29 | 22.32 | 0.3948 | 0.4883 | no |
| IR | 2025-12-29 | 81.30 | 0.2615 | 0.4961 | no |
| KMX | 2025-12-29 | 39.43 | 0.5198 | 0.4570 | no |
| KR | 2025-12-29 | 62.05 | 0.2032 | 0.5168 | no |
| LII | 2025-12-29 | 495.79 | 0.3499 | 0.4735 | no |
| MOH | 2025-12-29 | 165.00 | 0.5307 | 0.4590 | no |
| NCLH | 2025-12-29 | 22.60 | 0.3069 | 0.4395 | no |
| NTAP | 2025-12-29 | 108.43 | 0.2379 | 0.5504 | no |
| ODFL | 2025-12-29 | 159.01 | 0.3838 | 0.4152 | no |
| OMC | 2025-12-29 | 78.52 | 0.4080 | 0.4431 | no |
| ON | 2025-12-29 | 54.60 | 0.3561 | 0.5683 | no |
| PSKY | 2025-12-29 | 13.30 | 0.1846 | — | no |
| PWR | 2025-12-29 | 430.28 | 0.2238 | 0.5158 | no |
| RJF | 2025-12-29 | 163.53 | 0.2753 | 0.4712 | no |
| SO | 2025-12-29 | 85.20 | 0.3676 | 0.4521 | no |
| TFC | 2025-12-29 | 49.12 | 0.2052 | 0.4482 | no |
| TKO | 2025-12-29 | 213.78 | 0.1854 | 0.4390 | no |
| TPR | 2025-12-29 | 128.23 | 0.2810 | 0.4037 | no |
| TTWO | 2025-12-29 | 255.00 | 0.1927 | 0.4557 | no |
| TXT | 2025-12-29 | 90.06 | 0.2192 | 0.5273 | no |
| URI | 2025-12-29 | 820.57 | 0.2446 | 0.4788 | no |
| VST | 2025-12-29 | 160.56 | 0.7029 | 0.4569 | no |
| WDAY | 2025-12-29 | 219.87 | 0.2481 | 0.4787 | no |
| WEC | 2025-12-29 | 103.12 | 0.2338 | 0.4442 | no |
| ZBH | 2025-12-29 | 90.24 | 0.2036 | 0.4175 | no |