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 | -4.18% | 3.69% | 2026-02-26 | -11.52% |
| buy & hold | participation factor overlay | 6 months | complete | 15.33% | 21.67% | 2026-06-22 | -11.52% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -2.77% | 5.29% | 2026-02-26 | -11.01% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.93% | 19.21% | 2026-06-22 | -11.01% |
| weekly rebalance | participation factor overlay | 3 months | complete | -2.19% | 3.70% | 2026-01-22 | -8.45% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.95% | 17.16% | 2026-06-30 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.64% | 4.36% | 2026-01-22 | -7.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 12.73% | 17.21% | 2026-06-30 | -7.54% |
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 |
|---|---|---|---|---|---|
| ACGL | 2026-01-05 | 92.81 | 0.2147 | 0.4622 | no |
| ALL | 2026-01-05 | 199.47 | 0.2608 | 0.4624 | no |
| AME | 2026-01-05 | 207.23 | 0.2461 | 0.4876 | no |
| AOS | 2026-01-05 | 66.67 | 0.1955 | 0.4576 | no |
| AXP | 2026-01-05 | 370.11 | 0.1895 | 0.4458 | no |
| BAC | 2026-01-05 | 55.28 | 0.2262 | 0.4741 | no |
| BLK | 2026-01-05 | 1068.33 | 0.2092 | 0.4711 | no |
| BSX | 2026-01-05 | 94.28 | 0.1974 | 0.4182 | no |
| COF | 2026-01-05 | 244.69 | 0.3568 | 0.4705 | no |
| COIN | 2026-01-05 | 247.11 | 0.5986 | 0.4605 | no |
| CVS | 2026-01-05 | 78.17 | 0.2376 | 0.4437 | no |
| DECK | 2026-01-05 | 107.38 | 0.2321 | 0.4167 | no |
| DXCM | 2026-01-05 | 66.64 | 0.2639 | 0.4265 | no |
| EG | 2026-01-05 | 329.20 | 0.1954 | 0.4704 | no |
| EPAM | 2026-01-05 | 200.39 | 0.4370 | 0.4189 | no |
| GM | 2026-01-05 | 80.01 | 0.5542 | 0.4407 | no |
| GNRC | 2026-01-05 | 143.00 | 0.6038 | 0.4287 | no |
| HOOD | 2026-01-05 | 117.92 | 0.7095 | 0.4395 | no |
| HUM | 2026-01-05 | 262.64 | 0.2525 | 0.4849 | no |
| INTC | 2026-01-05 | 41.59 | 0.1799 | 0.6131 | no |
| ISRG | 2026-01-05 | 561.15 | 0.2994 | 0.4137 | no |
| JBHT | 2026-01-05 | 196.20 | 0.2165 | 0.4471 | no |
| KEY | 2026-01-05 | 20.41 | 0.1832 | 0.4499 | no |
| LDOS | 2026-01-05 | 183.53 | 0.2754 | 0.5445 | no |
| MCHP | 2026-01-05 | 64.26 | 0.2596 | 0.5779 | no |
| MOH | 2026-01-05 | 180.25 | 0.1980 | 0.4652 | no |
| MSFT | 2026-01-05 | 471.07 | 0.2490 | 0.4935 | no |
| NVR | 2026-01-05 | 7251.10 | 0.2548 | — | no |
| NXPI | 2026-01-05 | 218.97 | 0.2630 | 0.5831 | no |
| ON | 2026-01-05 | 57.52 | 0.3545 | 0.5657 | no |
| ORCL | 2026-01-05 | 196.45 | 0.2854 | 0.5493 | no |
| ORLY | 2026-01-05 | 89.42 | 0.3044 | 0.4841 | no |
| OTIS | 2026-01-05 | 86.27 | 0.2361 | 0.5100 | no |
| PNC | 2026-01-05 | 206.89 | 0.2224 | 0.4535 | no |
| PNR | 2026-01-05 | 101.73 | 0.2543 | 0.4711 | no |
| PSKY | 2026-01-05 | 12.94 | 0.4633 | — | no |
| ROL | 2026-01-05 | 57.69 | 0.2600 | 0.4542 | no |
| SCHW | 2026-01-05 | 100.74 | 0.2405 | — | no |
| SMCI | 2026-01-05 | 31.68 | 0.3038 | 0.5166 | no |
| SNDK | 2026-01-05 | 284.22 | 0.9346 | 0.5574 | no |
| SO | 2026-01-05 | 84.66 | 0.2820 | 0.4494 | no |
| SOLV | 2026-01-05 | 78.26 | 0.2503 | 0.4758 | no |
| T | 2026-01-05 | 23.56 | 0.1974 | 0.4109 | no |
| TER | 2026-01-05 | 211.60 | 0.2785 | 0.6124 | no |
| TPR | 2026-01-05 | 128.45 | 0.5741 | 0.4073 | no |
| VST | 2026-01-05 | 168.90 | 0.5930 | 0.4525 | no |
| WEC | 2026-01-05 | 103.26 | 0.4669 | 0.4405 | no |
| WFC | 2026-01-05 | 93.55 | 0.1922 | 0.4492 | no |
| XYL | 2026-01-05 | 135.05 | 0.1832 | 0.4801 | no |
| ZBH | 2026-01-05 | 89.79 | 0.2058 | 0.4302 | no |