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 | -1.02% | 6.32% | 2026-02-26 | -10.72% |
| buy & hold | participation factor overlay | 6 months | complete | 16.06% | 23.23% | 2026-06-22 | -10.72% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 0.06% | 6.88% | 2026-02-26 | -9.92% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.90% | 19.30% | 2026-06-25 | -9.92% |
| weekly rebalance | participation factor overlay | 3 months | complete | 0.03% | 3.58% | 2026-01-06 | -6.99% |
| weekly rebalance | participation factor overlay | 6 months | complete | 12.76% | 17.75% | 2026-06-02 | -6.99% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.49% | 3.20% | 2026-01-06 | -4.82% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.25% | 19.06% | 2026-06-30 | -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 |
|---|---|---|---|---|---|
| ALL | 2026-01-05 | 199.47 | 0.2448 | 0.4624 | no |
| ALLE | 2026-01-05 | 158.11 | 0.1759 | 0.4859 | no |
| AOS | 2026-01-05 | 66.67 | 0.2434 | 0.4576 | no |
| BBY | 2026-01-05 | 66.40 | 0.1879 | 0.4908 | no |
| BKNG | 2026-01-05 | 210.21 | 0.2394 | 0.4801 | no |
| BRK.B | 2026-01-05 | 494.94 | 0.1913 | — | no |
| BSX | 2026-01-05 | 94.28 | 0.2539 | 0.4182 | no |
| CHTR | 2026-01-05 | 209.91 | 0.2236 | 0.4530 | no |
| CMS | 2026-01-05 | 68.56 | 0.2188 | 0.4655 | no |
| COF | 2026-01-05 | 244.69 | 0.3703 | 0.4705 | no |
| COIN | 2026-01-05 | 247.11 | 0.7894 | 0.4605 | no |
| CVS | 2026-01-05 | 78.17 | 0.2008 | 0.4437 | no |
| DD | 2026-01-05 | 120.63 | 0.2075 | 0.4170 | no |
| DECK | 2026-01-05 | 107.38 | 0.3329 | 0.4167 | no |
| DLTR | 2026-01-05 | 128.00 | 0.3592 | 0.4995 | no |
| EPAM | 2026-01-05 | 200.39 | 0.3476 | 0.4189 | no |
| GEHC | 2026-01-05 | 82.67 | 0.2395 | 0.4118 | no |
| GM | 2026-01-05 | 80.01 | 0.3368 | 0.4407 | no |
| GNRC | 2026-01-05 | 143.00 | 0.8130 | 0.4287 | no |
| GWW | 2026-01-05 | 990.46 | 0.2662 | 0.4639 | no |
| HCA | 2026-01-05 | 465.52 | 0.2105 | 0.4888 | no |
| HOOD | 2026-01-05 | 117.92 | 0.5755 | 0.4395 | no |
| HUM | 2026-01-05 | 262.64 | 0.3136 | 0.4849 | no |
| JBHT | 2026-01-05 | 196.20 | 0.4032 | 0.4471 | no |
| KEY | 2026-01-05 | 20.41 | 0.3242 | 0.4499 | no |
| KEYS | 2026-01-05 | 207.57 | 0.3521 | 0.5113 | no |
| LDOS | 2026-01-05 | 183.53 | 0.3326 | 0.5445 | no |
| MCHP | 2026-01-05 | 64.26 | 0.2316 | 0.5779 | no |
| NCLH | 2026-01-05 | 22.50 | 0.3436 | 0.4464 | no |
| NVR | 2026-01-05 | 7251.10 | 0.1756 | — | no |
| NXPI | 2026-01-05 | 218.97 | 0.2028 | 0.5831 | no |
| ODFL | 2026-01-05 | 158.35 | 0.1780 | 0.4363 | no |
| ON | 2026-01-05 | 57.52 | 0.1912 | 0.5657 | no |
| ORCL | 2026-01-05 | 196.45 | 0.4023 | 0.5493 | no |
| PSKY | 2026-01-05 | 12.94 | 0.2687 | — | no |
| RTX | 2026-01-05 | 185.29 | 0.3362 | 0.5308 | no |
| SCHW | 2026-01-05 | 100.74 | 0.2626 | — | no |
| SHW | 2026-01-05 | 323.77 | 0.2161 | 0.4052 | no |
| SNDK | 2026-01-05 | 284.22 | 0.9790 | 0.5574 | no |
| SOLV | 2026-01-05 | 78.26 | 0.1832 | 0.4758 | no |
| T | 2026-01-05 | 23.56 | 0.2139 | 0.4109 | no |
| TER | 2026-01-05 | 211.60 | 0.2429 | 0.6124 | no |
| TPR | 2026-01-05 | 128.45 | 0.6250 | 0.4073 | no |
| TTD | 2026-01-05 | 37.95 | 0.2953 | 0.4103 | no |
| TYL | 2026-01-05 | 431.93 | 0.1765 | 0.4367 | no |
| VICI | 2026-01-05 | 26.68 | 0.2466 | 0.4053 | no |
| VST | 2026-01-05 | 168.90 | 0.5624 | 0.4525 | no |
| WDC | 2026-01-05 | 192.97 | 0.3441 | 0.6058 | no |
| WEC | 2026-01-05 | 103.26 | 0.3316 | 0.4405 | no |
| ZBH | 2026-01-05 | 89.79 | 0.3878 | 0.4302 | no |