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 | -0.04% | 8.25% | 2026-03-02 | -7.66% |
| buy & hold | participation factor overlay | 6 months | complete | 12.19% | 13.50% | 2026-06-04 | -8.46% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 1.49% | 9.53% | 2026-02-27 | -7.34% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.80% | 14.55% | 2026-06-15 | -7.97% |
| weekly rebalance | participation factor overlay | 3 months | complete | -2.22% | 3.68% | 2026-01-06 | -6.60% |
| weekly rebalance | participation factor overlay | 6 months | complete | 15.17% | 17.88% | 2026-06-02 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.22% | 3.53% | 2026-01-06 | -4.82% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 17.53% | 18.36% | 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 |
|---|---|---|---|---|---|
| AKAM | 2025-12-29 | 88.03 | 0.3782 | 0.5015 | no |
| AME | 2025-12-29 | 207.37 | 0.2082 | 0.4888 | no |
| AXON | 2025-12-29 | 580.00 | 0.2153 | 0.5140 | no |
| BG | 2025-12-29 | 87.37 | 0.2867 | 0.4228 | no |
| CHTR | 2025-12-29 | 207.05 | 0.2831 | 0.4499 | no |
| CMS | 2025-12-29 | 68.54 | 0.2757 | 0.4688 | no |
| COIN | 2025-12-29 | 234.36 | 0.7990 | 0.4598 | no |
| DASH | 2025-12-29 | 233.07 | 0.2203 | 0.4561 | no |
| DGX | 2025-12-29 | 173.46 | 0.3527 | 0.4133 | no |
| DHI | 2025-12-29 | 144.76 | 0.2266 | 0.4187 | no |
| DLR | 2025-12-29 | 152.06 | 0.5149 | 0.4181 | no |
| DXCM | 2025-12-29 | 67.59 | 0.2787 | 0.4160 | no |
| EG | 2025-12-29 | 331.22 | 0.4409 | 0.4482 | no |
| ETN | 2025-12-29 | 319.67 | 0.2060 | 0.4980 | no |
| GE | 2025-12-29 | 312.49 | 0.2676 | 0.5088 | no |
| GNRC | 2025-12-29 | 139.39 | 1.1637 | 0.4313 | no |
| GPN | 2025-12-29 | 79.42 | 0.4759 | 0.4210 | no |
| GRMN | 2025-12-29 | 202.53 | 0.3367 | 0.4838 | no |
| HOOD | 2025-12-29 | 116.89 | 0.6584 | 0.4504 | no |
| INTU | 2025-12-29 | 666.54 | 0.2686 | 0.4286 | no |
| IR | 2025-12-29 | 81.30 | 0.3320 | 0.4961 | no |
| KEY | 2025-12-29 | 20.51 | 0.2370 | 0.4483 | no |
| KMX | 2025-12-29 | 39.43 | 0.4522 | 0.4570 | no |
| LII | 2025-12-29 | 495.79 | 0.3524 | 0.4735 | no |
| MCHP | 2025-12-29 | 63.92 | 0.3719 | 0.5797 | no |
| MOH | 2025-12-29 | 165.00 | 0.4957 | 0.4590 | no |
| NCLH | 2025-12-29 | 22.60 | 0.3832 | 0.4395 | no |
| NEE | 2025-12-29 | 78.70 | 0.2413 | 0.4708 | no |
| NI | 2025-12-29 | 40.93 | 0.2523 | 0.4802 | no |
| NTAP | 2025-12-29 | 108.43 | 0.3142 | 0.5504 | no |
| ODFL | 2025-12-29 | 159.01 | 0.3826 | 0.4152 | no |
| OMC | 2025-12-29 | 78.52 | 0.4744 | 0.4431 | no |
| ON | 2025-12-29 | 54.60 | 0.5065 | 0.5683 | no |
| ORLY | 2025-12-29 | 92.82 | 0.2073 | 0.4850 | no |
| OXY | 2025-12-29 | 39.54 | 0.3363 | 0.5050 | no |
| PSX | 2025-12-29 | 125.90 | 0.2481 | 0.4869 | no |
| PWR | 2025-12-29 | 430.28 | 0.3600 | 0.5158 | no |
| RJF | 2025-12-29 | 163.53 | 0.3215 | 0.4712 | no |
| SMCI | 2025-12-29 | 30.07 | 0.2447 | 0.5177 | no |
| SO | 2025-12-29 | 85.20 | 0.2548 | 0.4521 | no |
| TDY | 2025-12-29 | 517.24 | 0.2066 | 0.5040 | no |
| TFC | 2025-12-29 | 49.12 | 0.2187 | 0.4482 | no |
| TKO | 2025-12-29 | 213.78 | 0.2072 | 0.4390 | no |
| TPR | 2025-12-29 | 128.23 | 0.2695 | 0.4037 | no |
| TTWO | 2025-12-29 | 255.00 | 0.2615 | 0.4557 | no |
| TXT | 2025-12-29 | 90.06 | 0.2282 | 0.5273 | no |
| URI | 2025-12-29 | 820.57 | 0.3403 | 0.4788 | no |
| VST | 2025-12-29 | 160.56 | 0.7113 | 0.4569 | no |
| WEC | 2025-12-29 | 103.12 | 0.2468 | 0.4442 | no |
| ZBH | 2025-12-29 | 90.24 | 0.3043 | 0.4175 | no |