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 | 2.37% | 2.37% | 2026-04-24 | -9.86% |
| buy & hold | participation factor overlay | 6 months | complete | 11.62% | 14.28% | 2026-06-01 | -9.86% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 2.57% | 2.76% | 2026-04-20 | -9.78% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 10.03% | 11.68% | 2026-06-02 | -9.78% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.47% | 6.04% | 2026-04-22 | -7.69% |
| weekly rebalance | participation factor overlay | 6 months | complete | 9.34% | 17.98% | 2026-06-30 | -7.69% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.29% | 5.94% | 2026-04-22 | -6.74% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 7.85% | 16.94% | 2026-06-30 | -7.77% |
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 |
|---|---|---|---|---|---|
| ABNB | 2026-01-26 | 132.49 | 0.1616 | 0.5111 | no |
| ALLE | 2026-01-26 | 164.94 | 0.2033 | 0.4875 | no |
| AMD | 2026-01-26 | 256.75 | 0.2057 | 0.5899 | no |
| APP | 2026-01-26 | 531.97 | 0.1792 | 0.4236 | no |
| BALL | 2026-01-26 | 56.97 | 0.1870 | 0.4203 | no |
| BBY | 2026-01-26 | 64.53 | 0.3251 | 0.4994 | no |
| BG | 2026-01-26 | 111.97 | 0.2120 | 0.4363 | no |
| BLDR | 2026-01-26 | 122.57 | 0.3111 | 0.4409 | no |
| CDNS | 2026-01-26 | 317.86 | 0.1618 | 0.5746 | no |
| CHRW | 2026-01-26 | 174.94 | 0.3059 | 0.4533 | no |
| CMI | 2026-01-26 | 563.82 | 0.1850 | 0.4598 | no |
| COF | 2026-01-26 | 215.35 | 0.3152 | 0.4791 | no |
| COIN | 2026-01-26 | 212.18 | 0.5352 | 0.4705 | no |
| CRWD | 2026-01-26 | 113.50 | 0.1971 | 0.4935 | no |
| DELL | 2026-01-26 | 114.47 | 0.2741 | 0.5503 | no |
| DG | 2026-01-26 | 147.30 | 0.1700 | 0.5080 | no |
| DGX | 2026-01-26 | 180.61 | 0.2161 | 0.4304 | no |
| DHI | 2026-01-26 | 149.17 | 0.2793 | 0.4209 | no |
| DOW | 2026-01-26 | 27.44 | 0.1873 | 0.4265 | no |
| EXPD | 2026-01-26 | 158.77 | 0.2666 | — | no |
| FCX | 2026-01-26 | 63.13 | 0.5855 | 0.5584 | no |
| GNRC | 2026-01-26 | 173.09 | 0.2779 | 0.4444 | no |
| GPN | 2026-01-26 | 74.66 | 0.2258 | 0.4476 | no |
| HOOD | 2026-01-26 | 106.26 | 0.3675 | 0.4457 | no |
| HPQ | 2026-01-26 | 18.76 | 0.1671 | 0.4781 | no |
| IP | 2026-01-26 | 41.86 | 0.2008 | 0.4227 | no |
| LLY | 2026-01-26 | 1057.10 | 0.1828 | 0.4774 | no |
| MCHP | 2026-01-26 | 73.46 | 0.2869 | 0.5856 | no |
| MSFT | 2026-01-26 | 462.38 | 0.1813 | 0.4838 | no |
| MTCH | 2026-01-26 | 30.84 | 0.2055 | 0.4185 | no |
| NCLH | 2026-01-26 | 20.81 | 0.4434 | 0.4561 | no |
| NEM | 2026-01-26 | 126.89 | 0.4990 | 0.6018 | no |
| NOW | 2026-01-26 | 134.55 | 0.4628 | 0.4235 | no |
| NSC | 2026-01-26 | 284.48 | 0.1895 | 0.4592 | no |
| ORLY | 2026-01-26 | 99.76 | 0.2725 | 0.4896 | no |
| PANW | 2026-01-26 | 181.37 | 0.1764 | 0.5142 | no |
| PGR | 2026-01-26 | 205.91 | 0.1796 | 0.4811 | no |
| PPL | 2026-01-26 | 35.57 | 0.2261 | 0.4485 | no |
| QCOM | 2026-01-26 | 152.42 | 0.2633 | 0.6056 | no |
| RCL | 2026-01-26 | 282.97 | 0.2377 | 0.4650 | no |
| SMCI | 2026-01-26 | 31.48 | 0.3144 | 0.5177 | no |
| SNPS | 2026-01-26 | 499.94 | 0.2746 | 0.5740 | no |
| SW | 2026-01-26 | 42.86 | 0.2561 | 0.4390 | no |
| SYK | 2026-01-26 | 353.39 | 0.2685 | 0.4598 | no |
| TER | 2026-01-26 | 228.91 | 0.3830 | 0.6476 | no |
| TPR | 2026-01-26 | 128.12 | 0.3530 | 0.4162 | no |
| TYL | 2026-01-26 | 434.99 | 0.2888 | 0.4307 | no |
| UNP | 2026-01-26 | 226.42 | 0.1892 | 0.4701 | no |
| VST | 2026-01-26 | 160.15 | 0.2230 | 0.4415 | no |
| ZBH | 2026-01-26 | 86.30 | 0.1637 | 0.4382 | no |