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 | -3.35% | 4.97% | 2026-02-27 | -7.92% |
| buy & hold | participation factor overlay | 6 months | complete | 19.96% | 19.96% | 2026-06-22 | -10.22% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -1.87% | 5.29% | 2026-02-27 | -6.80% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 20.30% | 20.30% | 2026-06-22 | -8.52% |
| weekly rebalance | participation factor overlay | 3 months | complete | -2.79% | 3.06% | 2026-01-06 | -6.60% |
| weekly rebalance | participation factor overlay | 6 months | complete | 16.98% | 17.17% | 2026-06-02 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.96% | 2.97% | 2026-01-06 | -4.82% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 17.12% | 17.71% | 2026-06-15 | -5.37% |
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 |
|---|---|---|---|---|---|
| AIG | 2025-12-22 | 84.50 | 0.2201 | 0.4493 | no |
| AKAM | 2025-12-22 | 89.19 | 0.2262 | 0.5023 | no |
| AMGN | 2025-12-22 | 320.45 | 0.1962 | 0.5009 | no |
| ANET | 2025-12-22 | 133.43 | 0.2515 | 0.5408 | no |
| APP | 2025-12-22 | 731.97 | 0.2640 | 0.4183 | no |
| AXON | 2025-12-22 | 603.95 | 0.2059 | 0.5147 | no |
| BLK | 2025-12-22 | 1049.10 | 0.2942 | 0.4711 | no |
| CARR | 2025-12-22 | 53.37 | 0.2312 | 0.5005 | no |
| CHTR | 2025-12-22 | 205.31 | 0.3384 | 0.4535 | no |
| COIN | 2025-12-22 | 251.68 | 1.0525 | 0.4592 | no |
| DELL | 2025-12-22 | 127.60 | 0.6723 | 0.5502 | no |
| DHI | 2025-12-22 | 145.14 | 0.2968 | 0.4216 | no |
| EG | 2025-12-22 | 324.85 | 0.3482 | 0.4471 | no |
| EPAM | 2025-12-22 | 209.13 | 0.3330 | 0.4149 | no |
| GE | 2025-12-22 | 308.46 | 0.2957 | 0.5091 | no |
| GNRC | 2025-12-22 | 139.95 | 0.6911 | 0.4328 | no |
| GOOG | 2025-12-22 | 310.62 | 0.2054 | — | no |
| GOOGL | 2025-12-22 | 309.28 | 0.2917 | 0.5384 | no |
| GPN | 2025-12-22 | 79.83 | 0.7127 | 0.4209 | no |
| HD | 2025-12-22 | 337.97 | 0.2318 | 0.4668 | no |
| HOOD | 2025-12-22 | 123.51 | 0.3246 | 0.4503 | no |
| HPQ | 2025-12-22 | 22.62 | 0.2507 | 0.4917 | no |
| INCY | 2025-12-22 | 101.94 | 0.2211 | 0.4677 | no |
| INTC | 2025-12-22 | 37.89 | 0.2230 | 0.6123 | no |
| JBHT | 2025-12-22 | 197.61 | 0.3416 | 0.4164 | no |
| LUV | 2025-12-22 | 40.66 | 0.5096 | — | no |
| LVS | 2025-12-22 | 66.06 | 0.2345 | 0.4095 | no |
| MAS | 2025-12-22 | 63.46 | 0.2695 | 0.4362 | no |
| MCHP | 2025-12-22 | 64.94 | 0.4742 | 0.5802 | no |
| MHK | 2025-12-22 | 107.58 | 0.2693 | 0.4212 | no |
| MSFT | 2025-12-22 | 483.06 | 0.2518 | 0.4956 | no |
| NCLH | 2025-12-22 | 22.91 | 0.4192 | 0.4337 | no |
| NEE | 2025-12-22 | 77.33 | 0.2511 | 0.4722 | no |
| NEM | 2025-12-22 | 104.13 | 0.3016 | 0.5589 | no |
| NFLX | 2025-12-22 | 94.71 | 0.4811 | — | no |
| NOC | 2025-12-22 | 562.04 | 0.2611 | 0.5331 | no |
| NTAP | 2025-12-22 | 111.36 | 0.2043 | 0.5507 | no |
| ODFL | 2025-12-22 | 157.73 | 0.6103 | 0.4120 | no |
| OMC | 2025-12-22 | 79.26 | 0.2448 | 0.4464 | no |
| ON | 2025-12-22 | 55.66 | 0.8397 | 0.5690 | no |
| ORCL | 2025-12-22 | 194.94 | 0.3528 | 0.5527 | no |
| PNR | 2025-12-22 | 102.85 | 0.2563 | 0.4747 | no |
| SHW | 2025-12-22 | 319.15 | 0.1957 | 0.4015 | no |
| SO | 2025-12-22 | 83.23 | 0.3037 | 0.4530 | no |
| TPR | 2025-12-22 | 125.50 | 0.2758 | 0.4034 | no |
| VST | 2025-12-22 | 163.55 | 0.7443 | 0.4577 | no |
| WDC | 2025-12-22 | 186.27 | 0.2551 | 0.6075 | no |
| WEC | 2025-12-22 | 100.67 | 0.2856 | 0.4451 | no |
| WY | 2025-12-22 | 22.79 | 0.2784 | 0.4300 | no |
| XYL | 2025-12-22 | 136.65 | 0.2394 | 0.4832 | no |