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 | -4.03% | 2.47% | 2026-01-15 | -6.35% |
| buy & hold | participation factor overlay | 6 months | complete | 18.21% | 19.58% | 2026-06-01 | -10.83% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.60% | 3.16% | 2026-02-27 | -6.56% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 17.32% | 17.78% | 2026-06-04 | -10.50% |
| weekly rebalance | participation factor overlay | 3 months | complete | -2.34% | 2.94% | 2026-02-18 | -5.38% |
| weekly rebalance | participation factor overlay | 6 months | complete | 21.36% | 21.36% | 2026-06-15 | -6.66% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -1.73% | 3.31% | 2026-01-22 | -5.98% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 20.74% | 20.74% | 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 |
|---|---|---|---|---|---|
| ADBE | 2025-12-15 | 352.60 | 0.2739 | 0.4227 | no |
| ALLE | 2025-12-15 | 159.18 | 0.3362 | 0.4974 | no |
| ANET | 2025-12-15 | 125.50 | 0.4884 | 0.5408 | no |
| BIIB | 2025-12-15 | 173.67 | 0.4360 | 0.5143 | no |
| BX | 2025-12-15 | 147.98 | 0.5499 | 0.4616 | no |
| CNC | 2025-12-15 | 41.11 | 0.2265 | 0.4524 | no |
| COIN | 2025-12-15 | 267.99 | 0.4236 | 0.4603 | no |
| CRM | 2025-12-15 | 259.01 | 0.3306 | 0.5081 | no |
| CRWD | 2025-12-15 | 127.25 | 0.2450 | 0.5083 | no |
| DELL | 2025-12-15 | 130.11 | 0.5490 | 0.5502 | no |
| DLR | 2025-12-15 | 150.12 | 0.3164 | 0.4201 | no |
| EOG | 2025-12-15 | 105.56 | 0.3298 | 0.5177 | no |
| ETN | 2025-12-15 | 331.73 | 0.2892 | 0.4996 | no |
| FCX | 2025-12-15 | 48.47 | 0.2638 | — | no |
| FOXA | 2025-12-15 | 70.74 | 0.3119 | 0.4047 | no |
| GE | 2025-12-15 | 298.85 | 0.3689 | 0.5090 | no |
| GNRC | 2025-12-15 | 162.91 | 0.4520 | 0.4328 | no |
| GOOG | 2025-12-15 | 312.01 | 0.3234 | — | no |
| GOOGL | 2025-12-15 | 310.72 | 0.2462 | 0.5384 | no |
| GPN | 2025-12-15 | 81.39 | 0.3661 | 0.4209 | no |
| HD | 2025-12-15 | 351.75 | 0.3342 | 0.4668 | no |
| HOOD | 2025-12-15 | 120.40 | 0.7444 | 0.4507 | no |
| HUM | 2025-12-15 | 265.93 | 0.3395 | 0.4804 | no |
| INTC | 2025-12-15 | 38.33 | 0.2998 | 0.6123 | no |
| IR | 2025-12-15 | 82.07 | 0.3505 | 0.4973 | no |
| IRM | 2025-12-15 | 81.25 | 0.3476 | 0.4079 | no |
| JBHT | 2025-12-15 | 197.72 | 0.3295 | 0.4161 | no |
| MAS | 2025-12-15 | 64.10 | 0.3442 | 0.4362 | no |
| MCHP | 2025-12-15 | 66.92 | 0.4400 | 0.5802 | no |
| MET | 2025-12-15 | 81.22 | 0.3336 | 0.4475 | no |
| MHK | 2025-12-15 | 112.88 | 0.5319 | 0.4212 | no |
| MOS | 2025-12-15 | 25.06 | 0.2487 | 0.4105 | no |
| MSFT | 2025-12-15 | 477.07 | 0.2602 | 0.4956 | no |
| NCLH | 2025-12-15 | 20.85 | 0.3663 | 0.4330 | no |
| NFLX | 2025-12-15 | 96.02 | 0.2965 | — | no |
| NTAP | 2025-12-15 | 115.19 | 0.4125 | 0.5507 | no |
| NVDA | 2025-12-15 | 177.52 | 0.2290 | 0.6034 | no |
| ODFL | 2025-12-15 | 159.47 | 0.4820 | 0.4089 | no |
| ON | 2025-12-15 | 55.18 | 0.6584 | 0.5690 | no |
| ORCL | 2025-12-15 | 186.49 | 0.3503 | 0.5527 | no |
| PPL | 2025-12-15 | 33.34 | 0.2615 | 0.4582 | no |
| PSKY | 2025-12-15 | 13.53 | 0.2761 | — | no |
| SHW | 2025-12-15 | 328.87 | 0.3428 | 0.4015 | no |
| SMCI | 2025-12-15 | 32.80 | 0.3652 | 0.5185 | no |
| SNPS | 2025-12-15 | 458.00 | 0.3673 | 0.5586 | no |
| SRE | 2025-12-15 | 88.26 | 0.2525 | 0.4862 | no |
| SW | 2025-12-15 | 36.44 | 0.2646 | 0.4329 | no |
| TDY | 2025-12-15 | 518.08 | 0.3493 | 0.5088 | no |
| TTD | 2025-12-15 | 36.69 | 0.9969 | 0.4095 | no |
| VST | 2025-12-15 | 172.24 | 0.8514 | 0.4577 | no |