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 | -0.40% | 6.31% | 2026-02-26 | -10.07% |
| buy & hold | participation factor overlay | 6 months | complete | 20.70% | 27.09% | 2026-06-22 | -10.07% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -2.95% | 5.07% | 2026-01-22 | -11.26% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 17.41% | 21.15% | 2026-06-25 | -11.26% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.55% | 4.75% | 2026-02-18 | -6.41% |
| weekly rebalance | participation factor overlay | 6 months | complete | 16.53% | 23.49% | 2026-06-15 | -6.66% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.14% | 5.06% | 2026-01-22 | -6.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 16.83% | 22.98% | 2026-06-30 | -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 |
|---|---|---|---|---|---|
| AFL | 2026-01-05 | 107.62 | 0.2439 | 0.4798 | no |
| ALL | 2026-01-05 | 199.47 | 0.2830 | 0.4624 | no |
| ALLE | 2026-01-05 | 158.11 | 0.2026 | 0.4859 | no |
| AME | 2026-01-05 | 207.23 | 0.2702 | 0.4876 | no |
| AOS | 2026-01-05 | 66.67 | 0.2184 | 0.4576 | no |
| AXP | 2026-01-05 | 370.11 | 0.2441 | 0.4458 | no |
| BALL | 2026-01-05 | 52.30 | 0.1919 | 0.4059 | no |
| BRK.B | 2026-01-05 | 494.94 | 0.2543 | — | no |
| BSX | 2026-01-05 | 94.28 | 0.2374 | 0.4182 | no |
| CMS | 2026-01-05 | 68.56 | 0.1839 | 0.4655 | no |
| COF | 2026-01-05 | 244.69 | 0.3103 | 0.4705 | no |
| COIN | 2026-01-05 | 247.11 | 1.0010 | 0.4605 | no |
| DECK | 2026-01-05 | 107.38 | 0.4812 | 0.4167 | no |
| DLTR | 2026-01-05 | 128.00 | 0.1887 | 0.4995 | no |
| EPAM | 2026-01-05 | 200.39 | 0.5447 | 0.4189 | no |
| EQT | 2026-01-05 | 52.44 | 0.1803 | 0.5061 | no |
| GEN | 2026-01-05 | 25.60 | 0.1808 | 0.5312 | no |
| GM | 2026-01-05 | 80.01 | 0.2894 | 0.4407 | no |
| GNRC | 2026-01-05 | 143.00 | 0.7121 | 0.4287 | no |
| GPC | 2026-01-05 | 119.63 | 0.2777 | 0.4866 | no |
| GPN | 2026-01-05 | 74.33 | 0.1999 | 0.4225 | no |
| HOOD | 2026-01-05 | 117.92 | 0.7323 | 0.4395 | no |
| HUM | 2026-01-05 | 262.64 | 0.4881 | 0.4849 | no |
| INTC | 2026-01-05 | 41.59 | 0.4020 | 0.6131 | no |
| JBHT | 2026-01-05 | 196.20 | 0.5918 | 0.4471 | no |
| KEY | 2026-01-05 | 20.41 | 0.2464 | 0.4499 | no |
| KEYS | 2026-01-05 | 207.57 | 0.1987 | 0.5113 | no |
| LDOS | 2026-01-05 | 183.53 | 0.2432 | 0.5445 | no |
| MCHP | 2026-01-05 | 64.26 | 0.3005 | 0.5779 | no |
| MOH | 2026-01-05 | 180.25 | 0.4298 | 0.4652 | no |
| NCLH | 2026-01-05 | 22.50 | 0.2411 | 0.4464 | no |
| NFLX | 2026-01-05 | 90.92 | 0.2456 | — | no |
| NOC | 2026-01-05 | 586.80 | 0.1921 | 0.5385 | no |
| NXPI | 2026-01-05 | 218.97 | 0.2125 | 0.5831 | no |
| ODFL | 2026-01-05 | 158.35 | 0.3048 | 0.4363 | no |
| ON | 2026-01-05 | 57.52 | 0.3434 | 0.5657 | no |
| ORCL | 2026-01-05 | 196.45 | 0.2243 | 0.5493 | no |
| ORLY | 2026-01-05 | 89.42 | 0.1978 | 0.4841 | no |
| PAYC | 2026-01-05 | 151.87 | 0.2073 | 0.4115 | no |
| PKG | 2026-01-05 | 206.27 | 0.1884 | 0.4218 | no |
| PNC | 2026-01-05 | 206.89 | 0.2347 | 0.4535 | no |
| PNR | 2026-01-05 | 101.73 | 0.2033 | 0.4711 | no |
| SNDK | 2026-01-05 | 284.22 | 0.9530 | 0.5574 | no |
| SO | 2026-01-05 | 84.66 | 0.1853 | 0.4494 | no |
| T | 2026-01-05 | 23.56 | 0.1990 | 0.4109 | no |
| TPR | 2026-01-05 | 128.45 | 0.7704 | 0.4073 | no |
| VICI | 2026-01-05 | 26.68 | 0.1904 | 0.4053 | no |
| VST | 2026-01-05 | 168.90 | 0.3435 | 0.4525 | no |
| WDC | 2026-01-05 | 192.97 | 0.1960 | 0.6058 | no |
| XYL | 2026-01-05 | 135.05 | 0.2473 | 0.4801 | no |