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 | 1.81% | 4.93% | 2026-03-02 | -9.28% |
| buy & hold | participation factor overlay | 6 months | complete | 14.10% | 19.59% | 2026-06-30 | -9.28% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 1.60% | 5.65% | 2026-02-26 | -9.96% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.59% | 20.35% | 2026-06-25 | -9.96% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.50% | 2.23% | 2026-04-08 | -6.41% |
| weekly rebalance | participation factor overlay | 6 months | complete | 15.40% | 20.41% | 2026-06-15 | -7.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.45% | 2.06% | 2026-04-08 | -6.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 14.56% | 19.11% | 2026-06-30 | -6.44% |
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 |
|---|---|---|---|---|---|
| ABBV | 2026-01-12 | 216.08 | 0.2635 | 0.5234 | no |
| ABT | 2026-01-12 | 124.09 | 0.2428 | 0.4350 | no |
| AME | 2026-01-12 | 208.97 | 0.1726 | 0.4883 | no |
| BAC | 2026-01-12 | 54.42 | 0.1680 | 0.4749 | no |
| CINF | 2026-01-12 | 160.82 | 0.1662 | 0.4847 | no |
| COIN | 2026-01-12 | 239.63 | 0.2090 | 0.4689 | no |
| COST | 2026-01-12 | 916.36 | 0.3305 | 0.4740 | no |
| DASH | 2026-01-12 | 212.51 | 0.1700 | 0.4572 | no |
| DECK | 2026-01-12 | 102.54 | 0.5160 | 0.4266 | no |
| DG | 2026-01-12 | 141.38 | 0.1974 | 0.4995 | no |
| EG | 2026-01-12 | 324.84 | 0.2929 | 0.4735 | no |
| EOG | 2026-01-12 | 102.91 | 0.3386 | 0.5317 | no |
| EQT | 2026-01-12 | 51.05 | 0.2192 | 0.5127 | no |
| ES | 2026-01-12 | 65.84 | 0.1819 | 0.4198 | no |
| FOX | 2026-01-12 | 65.31 | 0.1678 | — | no |
| FSLR | 2026-01-12 | 235.53 | 0.4505 | 0.4892 | no |
| GILD | 2026-01-12 | 118.45 | 0.1739 | 0.4792 | no |
| GNRC | 2026-01-12 | 152.77 | 0.7161 | 0.4267 | no |
| HOOD | 2026-01-12 | 114.51 | 0.2703 | 0.4437 | no |
| IBM | 2026-01-12 | 296.58 | 0.2356 | 0.5596 | no |
| INTC | 2026-01-12 | 44.24 | 0.4307 | 0.6182 | no |
| J | 2026-01-12 | 138.70 | 0.1881 | 0.5140 | no |
| JBHT | 2026-01-12 | 204.80 | 0.3495 | 0.4586 | no |
| KEY | 2026-01-12 | 20.49 | 0.3400 | 0.4502 | no |
| KR | 2026-01-12 | 58.76 | 0.3237 | 0.5261 | no |
| LDOS | 2026-01-12 | 196.97 | 0.2446 | 0.5586 | no |
| LUV | 2026-01-12 | 43.41 | 0.2899 | — | no |
| MU | 2026-01-12 | 340.35 | 0.4175 | 0.6042 | no |
| NEE | 2026-01-12 | 78.14 | 0.1563 | 0.4657 | no |
| NEM | 2026-01-12 | 111.84 | 0.5676 | 0.6003 | no |
| NOC | 2026-01-12 | 616.11 | 0.1517 | 0.5409 | no |
| NVR | 2026-01-12 | 7608.97 | 0.2761 | — | no |
| ORLY | 2026-01-12 | 94.06 | 0.1874 | 0.4850 | no |
| POOL | 2026-01-12 | 251.71 | 0.2413 | 0.4381 | no |
| PRU | 2026-01-12 | 112.72 | 0.1658 | 0.4857 | no |
| PSKY | 2026-01-12 | 11.84 | 0.2479 | — | no |
| SNDK | 2026-01-12 | 373.97 | 0.5511 | 0.5583 | no |
| SRE | 2026-01-12 | 87.25 | 0.3045 | 0.4701 | no |
| SW | 2026-01-12 | 41.43 | 0.2591 | 0.4390 | no |
| SYK | 2026-01-12 | 364.48 | 0.1956 | 0.4607 | no |
| TER | 2026-01-12 | 217.68 | 0.4674 | 0.6334 | no |
| TJX | 2026-01-12 | 156.26 | 0.2164 | 0.4250 | no |
| TKO | 2026-01-12 | 195.93 | 0.2339 | 0.4377 | no |
| TPR | 2026-01-12 | 132.06 | 0.6580 | 0.4153 | no |
| TTD | 2026-01-12 | 37.35 | 0.1969 | 0.4116 | no |
| UAL | 2026-01-12 | 115.50 | 0.3215 | 0.5295 | no |
| UBER | 2026-01-12 | 84.64 | 0.3383 | 0.5139 | no |
| VST | 2026-01-12 | 164.22 | 0.2625 | 0.4429 | no |
| WEC | 2026-01-12 | 101.92 | 0.2376 | 0.4313 | no |
| ZBH | 2026-01-12 | 92.30 | 0.2388 | 0.4375 | no |