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 | 0.65% | 6.79% | 2026-02-27 | -9.29% |
| buy & hold | participation factor overlay | 6 months | complete | 23.21% | 29.24% | 2026-06-22 | -9.29% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 0.41% | 7.59% | 2026-02-26 | -10.07% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 22.90% | 28.33% | 2026-06-25 | -10.07% |
| weekly rebalance | participation factor overlay | 3 months | complete | -0.68% | 3.85% | 2026-01-15 | -7.75% |
| weekly rebalance | participation factor overlay | 6 months | complete | 16.93% | 22.45% | 2026-06-30 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.62% | 3.92% | 2026-01-15 | -6.81% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.89% | 21.42% | 2026-06-30 | -6.81% |
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 |
|---|---|---|---|---|---|
| ALL | 2026-01-05 | 199.47 | 0.2431 | 0.4624 | no |
| AME | 2026-01-05 | 207.23 | 0.3436 | 0.4876 | no |
| AOS | 2026-01-05 | 66.67 | 0.1856 | 0.4576 | no |
| BRK.B | 2026-01-05 | 494.94 | 0.1501 | — | no |
| CBRE | 2026-01-05 | 159.61 | 0.2568 | 0.4096 | no |
| COIN | 2026-01-05 | 247.11 | 0.6872 | 0.4605 | no |
| CVS | 2026-01-05 | 78.17 | 0.1563 | 0.4437 | no |
| DD | 2026-01-05 | 120.63 | 0.1613 | 0.4170 | no |
| DECK | 2026-01-05 | 107.38 | 0.2990 | 0.4167 | no |
| DELL | 2026-01-05 | 128.39 | 0.3608 | 0.5498 | no |
| DLTR | 2026-01-05 | 128.00 | 0.3015 | 0.4995 | no |
| EG | 2026-01-05 | 329.20 | 0.2009 | 0.4704 | no |
| EPAM | 2026-01-05 | 200.39 | 0.4030 | 0.4189 | no |
| EQT | 2026-01-05 | 52.44 | 0.2250 | 0.5061 | no |
| ERIE | 2026-01-05 | 271.31 | 0.1734 | — | no |
| GM | 2026-01-05 | 80.01 | 0.4417 | 0.4407 | no |
| GNRC | 2026-01-05 | 143.00 | 0.8614 | 0.4287 | no |
| GPC | 2026-01-05 | 119.63 | 0.1662 | 0.4866 | no |
| GPN | 2026-01-05 | 74.33 | 0.3146 | 0.4225 | no |
| GWW | 2026-01-05 | 990.46 | 0.1664 | 0.4639 | no |
| HCA | 2026-01-05 | 465.52 | 0.2635 | 0.4888 | no |
| HOOD | 2026-01-05 | 117.92 | 0.5626 | 0.4395 | no |
| HUM | 2026-01-05 | 262.64 | 0.5076 | 0.4849 | no |
| ISRG | 2026-01-05 | 561.15 | 0.1764 | 0.4137 | no |
| JBHT | 2026-01-05 | 196.20 | 0.4031 | 0.4471 | no |
| JCI | 2026-01-05 | 122.28 | 0.1738 | 0.4973 | no |
| KEY | 2026-01-05 | 20.41 | 0.2599 | 0.4499 | no |
| KR | 2026-01-05 | 61.35 | 0.1545 | 0.5202 | no |
| LDOS | 2026-01-05 | 183.53 | 0.3125 | 0.5445 | no |
| MCHP | 2026-01-05 | 64.26 | 0.2097 | 0.5779 | no |
| MOH | 2026-01-05 | 180.25 | 0.2948 | 0.4652 | no |
| NCLH | 2026-01-05 | 22.50 | 0.2976 | 0.4464 | no |
| NFLX | 2026-01-05 | 90.92 | 0.3404 | — | no |
| NVR | 2026-01-05 | 7251.10 | 0.2351 | — | no |
| ON | 2026-01-05 | 57.52 | 0.3067 | 0.5657 | no |
| ORCL | 2026-01-05 | 196.45 | 0.3898 | 0.5493 | no |
| ORLY | 2026-01-05 | 89.42 | 0.1726 | 0.4841 | no |
| QCOM | 2026-01-05 | 172.76 | 0.1615 | 0.6000 | no |
| SHW | 2026-01-05 | 323.77 | 0.1681 | 0.4052 | no |
| SNDK | 2026-01-05 | 284.22 | 1.0098 | 0.5574 | no |
| SO | 2026-01-05 | 84.66 | 0.2903 | 0.4494 | no |
| TER | 2026-01-05 | 211.60 | 0.2517 | 0.6124 | no |
| TPR | 2026-01-05 | 128.45 | 0.6185 | 0.4073 | no |
| URI | 2026-01-05 | 854.82 | 0.1752 | 0.4830 | no |
| VICI | 2026-01-05 | 26.68 | 0.1675 | 0.4053 | no |
| VST | 2026-01-05 | 168.90 | 0.6804 | 0.4525 | no |
| WDC | 2026-01-05 | 192.97 | 0.4054 | 0.6058 | no |
| WEC | 2026-01-05 | 103.26 | 0.3157 | 0.4405 | no |
| WTW | 2026-01-05 | 323.16 | 0.1772 | 0.4627 | no |
| ZBH | 2026-01-05 | 89.79 | 0.2385 | 0.4302 | no |