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 | 3.88% | 3.92% | 2026-04-22 | -10.36% |
| buy & hold | participation factor overlay | 6 months | complete | 18.37% | 26.35% | 2026-06-30 | -10.36% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.12% | 3.59% | 2026-04-22 | -10.65% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 16.04% | 23.57% | 2026-06-30 | -10.65% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.16% | 7.33% | 2026-04-22 | -6.41% |
| weekly rebalance | participation factor overlay | 6 months | complete | 7.36% | 18.65% | 2026-06-15 | -9.51% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.24% | 6.87% | 2026-04-22 | -6.11% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.03% | 17.13% | 2026-06-30 | -8.62% |
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 |
|---|---|---|---|---|---|
| A | 2026-01-26 | 134.16 | 0.1781 | 0.4310 | no |
| ALLE | 2026-01-26 | 164.94 | 0.2435 | 0.4875 | no |
| AMD | 2026-01-26 | 256.75 | 0.4605 | 0.5899 | no |
| APO | 2026-01-26 | 134.15 | 0.2327 | — | no |
| APP | 2026-01-26 | 531.97 | 0.2347 | 0.4236 | no |
| AVGO | 2026-01-26 | 318.63 | 0.2411 | 0.5870 | no |
| AXON | 2026-01-26 | 611.00 | 0.1986 | 0.5065 | no |
| BALL | 2026-01-26 | 56.97 | 0.1938 | 0.4203 | no |
| BBY | 2026-01-26 | 64.53 | 0.1591 | 0.4994 | no |
| BG | 2026-01-26 | 111.97 | 0.2644 | 0.4363 | no |
| BLDR | 2026-01-26 | 122.57 | 0.3312 | 0.4409 | no |
| CARR | 2026-01-26 | 56.86 | 0.2489 | 0.4961 | no |
| CDW | 2026-01-26 | 124.03 | 0.1800 | 0.5163 | no |
| CHRW | 2026-01-26 | 174.94 | 0.2527 | 0.4533 | no |
| COF | 2026-01-26 | 215.35 | 0.2672 | 0.4791 | no |
| COIN | 2026-01-26 | 212.18 | 0.4991 | 0.4705 | no |
| COST | 2026-01-26 | 982.10 | 0.1579 | 0.4805 | no |
| CRWD | 2026-01-26 | 113.50 | 0.1589 | 0.4935 | no |
| DASH | 2026-01-26 | 207.01 | 0.2070 | 0.4567 | no |
| DELL | 2026-01-26 | 114.47 | 0.5933 | 0.5503 | no |
| FCX | 2026-01-26 | 63.13 | 0.8289 | 0.5584 | no |
| GNRC | 2026-01-26 | 173.09 | 0.4047 | 0.4444 | no |
| HOOD | 2026-01-26 | 106.26 | 0.1869 | 0.4457 | no |
| HPE | 2026-01-26 | 20.82 | 0.2250 | 0.5611 | no |
| HUM | 2026-01-26 | 262.89 | 0.2977 | 0.4772 | no |
| IP | 2026-01-26 | 41.86 | 0.3061 | 0.4227 | no |
| J | 2026-01-26 | 137.59 | 0.1601 | 0.5148 | no |
| KEYS | 2026-01-26 | 213.32 | 0.2234 | 0.5171 | no |
| KMI | 2026-01-26 | 28.97 | 0.1823 | 0.4864 | no |
| LDOS | 2026-01-26 | 191.22 | 0.1884 | 0.5674 | no |
| LLY | 2026-01-26 | 1057.10 | 0.1935 | 0.4774 | no |
| MCHP | 2026-01-26 | 73.46 | 0.1746 | 0.5856 | no |
| MSFT | 2026-01-26 | 462.38 | 0.1910 | 0.4838 | no |
| MU | 2026-01-26 | 395.27 | 0.4693 | 0.6089 | no |
| NCLH | 2026-01-26 | 20.81 | 0.3161 | 0.4561 | no |
| NEM | 2026-01-26 | 126.89 | 0.2244 | 0.6018 | no |
| NOW | 2026-01-26 | 134.55 | 0.4166 | 0.4235 | no |
| NTAP | 2026-01-26 | 97.06 | 0.1930 | 0.5520 | no |
| ORLY | 2026-01-26 | 99.76 | 0.1900 | 0.4896 | no |
| PPL | 2026-01-26 | 35.57 | 0.1954 | 0.4485 | no |
| QCOM | 2026-01-26 | 152.42 | 0.2025 | 0.6056 | no |
| SMCI | 2026-01-26 | 31.48 | 0.4524 | 0.5177 | no |
| SNDK | 2026-01-26 | 476.48 | 0.2806 | 0.5614 | no |
| SYK | 2026-01-26 | 353.39 | 0.2369 | 0.4598 | no |
| TER | 2026-01-26 | 228.91 | 0.5878 | 0.6476 | no |
| TPR | 2026-01-26 | 128.12 | 0.4384 | 0.4162 | no |
| TTD | 2026-01-26 | 36.36 | 0.3379 | 0.4144 | no |
| UAL | 2026-01-26 | 106.93 | 0.2115 | 0.5283 | no |
| UHS | 2026-01-26 | 204.97 | 0.1715 | 0.4816 | no |
| WST | 2026-01-26 | 237.93 | 0.1765 | 0.4289 | no |