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 | 2.00% | 2.66% | 2026-04-22 | -10.75% |
| buy & hold | participation factor overlay | 6 months | complete | 13.62% | 20.80% | 2026-06-02 | -10.75% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.22% | 4.13% | 2026-04-22 | -10.35% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.26% | 20.81% | 2026-06-02 | -10.35% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.40% | 3.22% | 2026-04-22 | -8.12% |
| weekly rebalance | participation factor overlay | 6 months | complete | 5.50% | 13.38% | 2026-06-30 | -8.12% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.83% | 3.16% | 2026-04-21 | -7.32% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 5.23% | 12.58% | 2026-06-30 | -7.32% |
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 |
|---|---|---|---|---|---|
| ALLE | 2026-01-26 | 164.94 | 0.1781 | 0.4875 | no |
| APO | 2026-01-26 | 134.15 | 0.1544 | — | no |
| APP | 2026-01-26 | 531.97 | 0.2191 | 0.4236 | no |
| BBY | 2026-01-26 | 64.53 | 0.1544 | 0.4994 | no |
| BG | 2026-01-26 | 111.97 | 0.3340 | 0.4363 | no |
| BLDR | 2026-01-26 | 122.57 | 0.4756 | 0.4409 | no |
| CARR | 2026-01-26 | 56.86 | 0.1486 | 0.4961 | no |
| CDNS | 2026-01-26 | 317.86 | 0.2409 | 0.5746 | no |
| CHRW | 2026-01-26 | 174.94 | 0.3434 | 0.4533 | no |
| COF | 2026-01-26 | 215.35 | 0.2260 | 0.4791 | no |
| COIN | 2026-01-26 | 212.18 | 0.6459 | 0.4705 | no |
| CRWD | 2026-01-26 | 113.50 | 0.1983 | 0.4935 | no |
| CTAS | 2026-01-26 | 191.28 | 0.1536 | 0.4546 | no |
| DELL | 2026-01-26 | 114.47 | 0.5208 | 0.5503 | no |
| DG | 2026-01-26 | 147.30 | 0.2060 | 0.5080 | no |
| DGX | 2026-01-26 | 180.61 | 0.2827 | 0.4304 | no |
| DHI | 2026-01-26 | 149.17 | 0.3421 | 0.4209 | no |
| DXCM | 2026-01-26 | 72.95 | 0.1703 | 0.4411 | no |
| FCX | 2026-01-26 | 63.13 | 0.6979 | 0.5584 | no |
| FICO | 2026-01-26 | 1545.00 | 0.3658 | 0.4550 | no |
| GNRC | 2026-01-26 | 173.09 | 0.2952 | 0.4444 | no |
| HOOD | 2026-01-26 | 106.26 | 0.2269 | 0.4457 | no |
| HPE | 2026-01-26 | 20.82 | 0.1922 | 0.5611 | no |
| HUM | 2026-01-26 | 262.89 | 0.2126 | 0.4772 | no |
| J | 2026-01-26 | 137.59 | 0.1877 | 0.5148 | no |
| LLY | 2026-01-26 | 1057.10 | 0.2338 | 0.4774 | no |
| LVS | 2026-01-26 | 58.97 | 0.1965 | 0.4318 | no |
| MSFT | 2026-01-26 | 462.38 | 0.2067 | 0.4838 | no |
| MU | 2026-01-26 | 395.27 | 0.1800 | 0.6089 | no |
| NCLH | 2026-01-26 | 20.81 | 0.4844 | 0.4561 | no |
| NDSN | 2026-01-26 | 268.61 | 0.1997 | 0.4724 | no |
| NEM | 2026-01-26 | 126.89 | 0.3126 | 0.6018 | no |
| NOW | 2026-01-26 | 134.55 | 0.5631 | 0.4235 | no |
| NRG | 2026-01-26 | 148.76 | 0.1915 | 0.4592 | no |
| ORCL | 2026-01-26 | 177.86 | 0.2173 | 0.5344 | no |
| ORLY | 2026-01-26 | 99.76 | 0.1974 | 0.4896 | no |
| PPG | 2026-01-26 | 110.43 | 0.1684 | 0.4154 | no |
| PPL | 2026-01-26 | 35.57 | 0.2102 | 0.4485 | no |
| PTC | 2026-01-26 | 162.59 | 0.2089 | 0.4829 | no |
| PWR | 2026-01-26 | 470.39 | 0.1807 | 0.5276 | no |
| ROST | 2026-01-26 | 186.49 | 0.2060 | 0.4406 | no |
| SMCI | 2026-01-26 | 31.48 | 0.2917 | 0.5177 | no |
| SNDK | 2026-01-26 | 476.48 | 0.2050 | 0.5614 | no |
| SOLV | 2026-01-26 | 80.13 | 0.2327 | 0.4749 | no |
| SWKS | 2026-01-26 | 57.47 | 0.1739 | 0.6314 | no |
| TER | 2026-01-26 | 228.91 | 0.5758 | 0.6476 | no |
| TPR | 2026-01-26 | 128.12 | 0.3281 | 0.4162 | no |
| TTD | 2026-01-26 | 36.36 | 0.1651 | 0.4144 | no |
| TYL | 2026-01-26 | 434.99 | 0.4113 | 0.4307 | no |
| UNP | 2026-01-26 | 226.42 | 0.1657 | 0.4701 | no |