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 | 1.42% | 5.53% | 2026-02-11 | -10.28% |
| buy & hold | participation factor overlay | 6 months | complete | 16.04% | 20.29% | 2026-06-30 | -10.28% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 1.91% | 5.90% | 2026-02-26 | -10.13% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.83% | 19.18% | 2026-06-30 | -10.13% |
| weekly rebalance | participation factor overlay | 3 months | complete | -2.14% | 1.65% | 2026-01-22 | -8.45% |
| weekly rebalance | participation factor overlay | 6 months | complete | 11.56% | 14.84% | 2026-06-30 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -1.70% | 2.13% | 2026-01-22 | -7.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 11.78% | 14.70% | 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 |
|---|---|---|---|---|---|
| ABBV | 2026-01-12 | 216.08 | 0.2169 | 0.5234 | no |
| AMGN | 2026-01-12 | 321.88 | 0.1422 | 0.5231 | no |
| BALL | 2026-01-12 | 55.07 | 0.1447 | 0.4183 | no |
| CHRW | 2026-01-12 | 167.34 | 0.3107 | 0.4533 | no |
| COF | 2026-01-12 | 227.29 | 0.1539 | 0.4734 | no |
| COIN | 2026-01-12 | 239.63 | 0.2972 | 0.4689 | no |
| COST | 2026-01-12 | 916.36 | 0.2600 | 0.4740 | no |
| CVS | 2026-01-12 | 78.91 | 0.1804 | 0.4380 | no |
| DECK | 2026-01-12 | 102.54 | 0.1447 | 0.4266 | no |
| DG | 2026-01-12 | 141.38 | 0.2905 | 0.4995 | no |
| ECL | 2026-01-12 | 269.22 | 0.2401 | 0.4211 | no |
| EG | 2026-01-12 | 324.84 | 0.2514 | 0.4735 | no |
| EOG | 2026-01-12 | 102.91 | 0.2716 | 0.5317 | no |
| EPAM | 2026-01-12 | 211.06 | 0.1478 | 0.4231 | no |
| FITB | 2026-01-12 | 47.96 | 0.1638 | 0.4426 | no |
| FOX | 2026-01-12 | 65.31 | 0.2732 | — | no |
| FSLR | 2026-01-12 | 235.53 | 0.4409 | 0.4892 | no |
| FTNT | 2026-01-12 | 78.92 | 0.1605 | 0.4880 | no |
| GILD | 2026-01-12 | 118.45 | 0.1538 | 0.4792 | no |
| GNRC | 2026-01-12 | 152.77 | 0.3422 | 0.4267 | no |
| GPC | 2026-01-12 | 124.43 | 0.1963 | 0.4876 | no |
| HOOD | 2026-01-12 | 114.51 | 0.4082 | 0.4437 | no |
| INTC | 2026-01-12 | 44.24 | 0.2018 | 0.6182 | no |
| J | 2026-01-12 | 138.70 | 0.1536 | 0.5140 | no |
| JBHT | 2026-01-12 | 204.80 | 0.2476 | 0.4586 | no |
| KEY | 2026-01-12 | 20.49 | 0.3408 | 0.4502 | no |
| KR | 2026-01-12 | 58.76 | 0.2666 | 0.5261 | no |
| L | 2026-01-12 | 104.33 | 0.1696 | — | no |
| LDOS | 2026-01-12 | 196.97 | 0.2601 | 0.5586 | no |
| LUV | 2026-01-12 | 43.41 | 0.4668 | — | no |
| MCO | 2026-01-12 | 523.97 | 0.1978 | 0.4359 | no |
| MTCH | 2026-01-12 | 31.65 | 0.1655 | 0.4177 | no |
| NEE | 2026-01-12 | 78.14 | 0.2216 | 0.4657 | no |
| NEM | 2026-01-12 | 111.84 | 0.2864 | 0.6003 | no |
| NVR | 2026-01-12 | 7608.97 | 0.1853 | — | no |
| NXPI | 2026-01-12 | 235.14 | 0.2525 | 0.5894 | no |
| POOL | 2026-01-12 | 251.71 | 0.2523 | 0.4381 | no |
| PSKY | 2026-01-12 | 11.84 | 0.5007 | — | no |
| PWR | 2026-01-12 | 420.93 | 0.1728 | 0.5145 | no |
| SNDK | 2026-01-12 | 373.97 | 0.3534 | 0.5583 | no |
| SRE | 2026-01-12 | 87.25 | 0.3364 | 0.4701 | no |
| SYK | 2026-01-12 | 364.48 | 0.2609 | 0.4607 | no |
| SYY | 2026-01-12 | 73.63 | 0.2367 | 0.4362 | no |
| TER | 2026-01-12 | 217.68 | 0.3993 | 0.6334 | no |
| TPR | 2026-01-12 | 132.06 | 0.5637 | 0.4153 | no |
| TTD | 2026-01-12 | 37.35 | 0.3544 | 0.4116 | no |
| UAL | 2026-01-12 | 115.50 | 0.2027 | 0.5295 | no |
| URI | 2026-01-12 | 929.37 | 0.1851 | 0.4880 | no |
| VST | 2026-01-12 | 164.22 | 0.3788 | 0.4429 | no |
| WEC | 2026-01-12 | 101.92 | 0.2990 | 0.4313 | no |