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 | -0.63% | 3.27% | 2026-02-11 | -10.11% |
| buy & hold | participation factor overlay | 6 months | complete | 20.53% | 23.89% | 2026-06-30 | -10.11% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -2.95% | 2.50% | 2026-02-18 | -10.73% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.60% | 16.10% | 2026-06-25 | -10.73% |
| weekly rebalance | participation factor overlay | 3 months | complete | -0.02% | 0.74% | 2026-04-08 | -6.67% |
| weekly rebalance | participation factor overlay | 6 months | complete | 12.66% | 14.80% | 2026-06-02 | -6.67% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.59% | 2.29% | 2026-04-08 | -4.70% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.51% | 16.46% | 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 |
|---|---|---|---|---|---|
| APP | 2026-01-12 | 638.63 | 0.2061 | 0.4213 | no |
| BAC | 2026-01-12 | 54.42 | 0.2111 | 0.4749 | no |
| BEN | 2026-01-12 | 24.83 | 0.2147 | 0.4831 | no |
| CINF | 2026-01-12 | 160.82 | 0.1657 | 0.4847 | no |
| COST | 2026-01-12 | 916.36 | 0.2017 | 0.4740 | no |
| DECK | 2026-01-12 | 102.54 | 0.3837 | 0.4266 | no |
| DELL | 2026-01-12 | 117.92 | 0.1847 | 0.5520 | no |
| EG | 2026-01-12 | 324.84 | 0.2080 | 0.4735 | no |
| EOG | 2026-01-12 | 102.91 | 0.2718 | 0.5317 | no |
| FOX | 2026-01-12 | 65.31 | 0.3071 | — | no |
| FSLR | 2026-01-12 | 235.53 | 0.3667 | 0.4892 | no |
| FTNT | 2026-01-12 | 78.92 | 0.2137 | 0.4880 | no |
| GEN | 2026-01-12 | 26.45 | 0.1999 | 0.5270 | no |
| GM | 2026-01-12 | 81.66 | 0.2704 | 0.4525 | no |
| GNRC | 2026-01-12 | 152.77 | 0.5366 | 0.4267 | no |
| GPC | 2026-01-12 | 124.43 | 0.1854 | 0.4876 | no |
| GPN | 2026-01-12 | 77.91 | 0.2628 | 0.4474 | no |
| HOOD | 2026-01-12 | 114.51 | 0.2489 | 0.4437 | no |
| IP | 2026-01-12 | 41.20 | 0.2283 | 0.4144 | no |
| IR | 2026-01-12 | 85.24 | 0.1884 | 0.4954 | no |
| JBHT | 2026-01-12 | 204.80 | 0.3678 | 0.4586 | no |
| KEY | 2026-01-12 | 20.49 | 0.3897 | 0.4502 | no |
| KR | 2026-01-12 | 58.76 | 0.2396 | 0.5261 | no |
| LDOS | 2026-01-12 | 196.97 | 0.2133 | 0.5586 | no |
| LNT | 2026-01-12 | 63.53 | 0.1781 | 0.4461 | no |
| LUV | 2026-01-12 | 43.41 | 0.3018 | — | no |
| LVS | 2026-01-12 | 57.69 | 0.2569 | 0.4297 | no |
| MCHP | 2026-01-12 | 74.06 | 0.2050 | 0.5823 | no |
| MU | 2026-01-12 | 340.35 | 0.2078 | 0.6042 | no |
| NCLH | 2026-01-12 | 24.20 | 0.2969 | 0.4548 | no |
| NEM | 2026-01-12 | 111.84 | 0.2995 | 0.6003 | no |
| NSC | 2026-01-12 | 281.41 | 0.1928 | 0.4590 | no |
| NTAP | 2026-01-12 | 104.63 | 0.2175 | 0.5518 | no |
| OTIS | 2026-01-12 | 88.17 | 0.2063 | 0.5116 | no |
| PAYC | 2026-01-12 | 155.85 | 0.3749 | 0.4139 | no |
| POOL | 2026-01-12 | 251.71 | 0.2593 | 0.4381 | no |
| PSKY | 2026-01-12 | 11.84 | 0.2381 | — | no |
| SNDK | 2026-01-12 | 373.97 | 0.3003 | 0.5583 | no |
| SRE | 2026-01-12 | 87.25 | 0.2521 | 0.4701 | no |
| SYK | 2026-01-12 | 364.48 | 0.2063 | 0.4607 | no |
| TER | 2026-01-12 | 217.68 | 0.1848 | 0.6334 | no |
| TPR | 2026-01-12 | 132.06 | 0.6455 | 0.4153 | no |
| TTD | 2026-01-12 | 37.35 | 0.4953 | 0.4116 | no |
| TYL | 2026-01-12 | 445.28 | 0.2567 | 0.4337 | no |
| UAL | 2026-01-12 | 115.50 | 0.3110 | 0.5295 | no |
| UBER | 2026-01-12 | 84.64 | 0.2243 | 0.5139 | no |
| UNP | 2026-01-12 | 222.64 | 0.1714 | 0.4699 | no |
| URI | 2026-01-12 | 929.37 | 0.3564 | 0.4880 | no |
| VST | 2026-01-12 | 164.22 | 0.3390 | 0.4429 | no |
| WMT | 2026-01-12 | 116.76 | 0.2222 | 0.4962 | no |