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 | 3.82% | 5.84% | 2026-03-02 | -7.68% |
| buy & hold | participation factor overlay | 6 months | complete | 18.94% | 24.23% | 2026-06-30 | -7.68% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 1.58% | 5.08% | 2026-03-02 | -8.43% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 11.32% | 15.02% | 2026-06-30 | -8.43% |
| weekly rebalance | participation factor overlay | 3 months | complete | 0.14% | 1.48% | 2026-01-15 | -7.75% |
| weekly rebalance | participation factor overlay | 6 months | complete | 16.77% | 19.66% | 2026-06-30 | -7.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.13% | 1.59% | 2026-01-15 | -6.81% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.38% | 18.70% | 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 |
|---|---|---|---|---|---|
| AME | 2026-01-12 | 208.97 | 0.1973 | 0.4883 | no |
| AOS | 2026-01-12 | 68.71 | 0.2117 | 0.4606 | no |
| APP | 2026-01-12 | 638.63 | 0.2585 | 0.4213 | no |
| BLDR | 2026-01-12 | 123.38 | 0.2045 | 0.4381 | no |
| BX | 2026-01-12 | 150.71 | 0.2294 | 0.4736 | no |
| CF | 2026-01-12 | 80.47 | 0.1891 | 0.4144 | no |
| COST | 2026-01-12 | 916.36 | 0.2449 | 0.4740 | no |
| DGX | 2026-01-12 | 173.54 | 0.1770 | 0.4306 | no |
| DHR | 2026-01-12 | 237.29 | 0.1930 | 0.4184 | no |
| ECL | 2026-01-12 | 269.22 | 0.2018 | 0.4211 | no |
| EG | 2026-01-12 | 324.84 | 0.2342 | 0.4735 | no |
| EOG | 2026-01-12 | 102.91 | 0.3667 | 0.5317 | no |
| FITB | 2026-01-12 | 47.96 | 0.1844 | 0.4426 | no |
| FOX | 2026-01-12 | 65.31 | 0.2670 | — | no |
| FSLR | 2026-01-12 | 235.53 | 0.4590 | 0.4892 | no |
| GNRC | 2026-01-12 | 152.77 | 0.4497 | 0.4267 | no |
| GPN | 2026-01-12 | 77.91 | 0.1813 | 0.4474 | no |
| HOOD | 2026-01-12 | 114.51 | 0.3813 | 0.4437 | no |
| IBM | 2026-01-12 | 296.58 | 0.1989 | 0.5596 | no |
| INTC | 2026-01-12 | 44.24 | 0.2448 | 0.6182 | no |
| J | 2026-01-12 | 138.70 | 0.1783 | 0.5140 | no |
| JBHT | 2026-01-12 | 204.80 | 0.3152 | 0.4586 | no |
| KEY | 2026-01-12 | 20.49 | 0.5435 | 0.4502 | no |
| KEYS | 2026-01-12 | 205.96 | 0.2074 | 0.5152 | no |
| KR | 2026-01-12 | 58.76 | 0.2150 | 0.5261 | no |
| LDOS | 2026-01-12 | 196.97 | 0.1991 | 0.5586 | no |
| LUV | 2026-01-12 | 43.41 | 0.4279 | — | no |
| MPC | 2026-01-12 | 173.90 | 0.1979 | 0.4662 | no |
| MU | 2026-01-12 | 340.35 | 0.4986 | 0.6042 | no |
| NOC | 2026-01-12 | 616.11 | 0.2184 | 0.5409 | no |
| NSC | 2026-01-12 | 281.41 | 0.2239 | 0.4590 | no |
| NVR | 2026-01-12 | 7608.97 | 0.1870 | — | no |
| ORCL | 2026-01-12 | 196.23 | 0.2195 | 0.5463 | no |
| POOL | 2026-01-12 | 251.71 | 0.3141 | 0.4381 | no |
| PSKY | 2026-01-12 | 11.84 | 0.4400 | — | no |
| PSX | 2026-01-12 | 138.83 | 0.2014 | 0.4869 | no |
| PWR | 2026-01-12 | 420.93 | 0.2341 | 0.5145 | no |
| ROST | 2026-01-12 | 189.86 | 0.2109 | 0.4390 | no |
| SNDK | 2026-01-12 | 373.97 | 0.1831 | 0.5583 | no |
| SRE | 2026-01-12 | 87.25 | 0.2359 | 0.4701 | no |
| SYK | 2026-01-12 | 364.48 | 0.2652 | 0.4607 | no |
| SYY | 2026-01-12 | 73.63 | 0.2238 | 0.4362 | no |
| TER | 2026-01-12 | 217.68 | 0.3065 | 0.6334 | no |
| TPR | 2026-01-12 | 132.06 | 0.6202 | 0.4153 | no |
| TTD | 2026-01-12 | 37.35 | 0.2244 | 0.4116 | no |
| UBER | 2026-01-12 | 84.64 | 0.2055 | 0.5139 | no |
| URI | 2026-01-12 | 929.37 | 0.3493 | 0.4880 | no |
| VST | 2026-01-12 | 164.22 | 0.4976 | 0.4429 | no |
| WEC | 2026-01-12 | 101.92 | 0.2040 | 0.4313 | no |
| ZBH | 2026-01-12 | 92.30 | 0.1802 | 0.4375 | no |