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 | 1.32% | 1.52% | 2026-04-22 | -9.83% |
| buy & hold | participation factor overlay | 6 months | complete | 12.77% | 19.82% | 2026-06-30 | -9.83% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.56% | 3.97% | 2026-04-22 | -9.17% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.78% | 21.29% | 2026-06-30 | -9.17% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.93% | 6.85% | 2026-04-22 | -6.02% |
| weekly rebalance | participation factor overlay | 6 months | complete | 7.02% | 14.87% | 2026-06-02 | -6.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.38% | 7.46% | 2026-04-22 | -4.70% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 9.83% | 15.75% | 2026-06-30 | -5.51% |
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 |
|---|---|---|---|---|---|
| APD | 2026-01-26 | 259.75 | 0.1836 | 0.4131 | no |
| APO | 2026-01-26 | 134.15 | 0.1885 | — | no |
| AXON | 2026-01-26 | 611.00 | 0.1881 | 0.5065 | no |
| AZO | 2026-01-26 | 3724.96 | 0.2296 | 0.4845 | no |
| BALL | 2026-01-26 | 56.97 | 0.2055 | 0.4203 | no |
| BBY | 2026-01-26 | 64.53 | 0.2878 | 0.4994 | no |
| BG | 2026-01-26 | 111.97 | 0.3625 | 0.4363 | no |
| BLDR | 2026-01-26 | 122.57 | 0.2928 | 0.4409 | no |
| CARR | 2026-01-26 | 56.86 | 0.1890 | 0.4961 | no |
| CHRW | 2026-01-26 | 174.94 | 0.3153 | 0.4533 | no |
| CI | 2026-01-26 | 274.84 | 0.1957 | 0.4586 | no |
| COF | 2026-01-26 | 215.35 | 0.2799 | 0.4791 | no |
| COIN | 2026-01-26 | 212.18 | 0.7585 | 0.4705 | no |
| COST | 2026-01-26 | 982.10 | 0.2343 | 0.4805 | no |
| CRWD | 2026-01-26 | 113.50 | 0.1940 | 0.4935 | no |
| DELL | 2026-01-26 | 114.47 | 0.3179 | 0.5503 | no |
| DGX | 2026-01-26 | 180.61 | 0.2551 | 0.4304 | no |
| DHI | 2026-01-26 | 149.17 | 0.2302 | 0.4209 | no |
| DXCM | 2026-01-26 | 72.95 | 0.1625 | 0.4411 | no |
| EXE | 2026-01-26 | 109.58 | 0.1681 | 0.4878 | no |
| EXPD | 2026-01-26 | 158.77 | 0.2239 | — | no |
| FCX | 2026-01-26 | 63.13 | 0.5748 | 0.5584 | no |
| FICO | 2026-01-26 | 1545.00 | 0.1990 | 0.4550 | no |
| GNRC | 2026-01-26 | 173.09 | 0.5166 | 0.4444 | no |
| HOOD | 2026-01-26 | 106.26 | 0.2246 | 0.4457 | no |
| HUM | 2026-01-26 | 262.89 | 0.2267 | 0.4772 | no |
| LLY | 2026-01-26 | 1057.10 | 0.3707 | 0.4774 | no |
| MCHP | 2026-01-26 | 73.46 | 0.3428 | 0.5856 | no |
| MOS | 2026-01-26 | 28.32 | 0.1701 | 0.4320 | no |
| MSFT | 2026-01-26 | 462.38 | 0.3444 | 0.4838 | no |
| MU | 2026-01-26 | 395.27 | 0.2427 | 0.6089 | no |
| NCLH | 2026-01-26 | 20.81 | 0.3966 | 0.4561 | no |
| NEM | 2026-01-26 | 126.89 | 0.2492 | 0.6018 | no |
| NOW | 2026-01-26 | 134.55 | 0.5259 | 0.4235 | no |
| NSC | 2026-01-26 | 284.48 | 0.2278 | 0.4592 | no |
| NTAP | 2026-01-26 | 97.06 | 0.2550 | 0.5520 | no |
| ORCL | 2026-01-26 | 177.86 | 0.3741 | 0.5344 | no |
| ORLY | 2026-01-26 | 99.76 | 0.1810 | 0.4896 | no |
| PGR | 2026-01-26 | 205.91 | 0.1759 | 0.4811 | no |
| QCOM | 2026-01-26 | 152.42 | 0.2828 | 0.6056 | no |
| RCL | 2026-01-26 | 282.97 | 0.2197 | 0.4650 | no |
| SNDK | 2026-01-26 | 476.48 | 0.2592 | 0.5614 | no |
| TER | 2026-01-26 | 228.91 | 0.3638 | 0.6476 | no |
| TPR | 2026-01-26 | 128.12 | 0.4470 | 0.4162 | no |
| TSLA | 2026-01-26 | 445.00 | 0.2635 | — | no |
| TTD | 2026-01-26 | 36.36 | 0.2495 | 0.4144 | no |
| TYL | 2026-01-26 | 434.99 | 0.1733 | 0.4307 | no |
| UNP | 2026-01-26 | 226.42 | 0.1982 | 0.4701 | no |
| VST | 2026-01-26 | 160.15 | 0.3110 | 0.4415 | no |
| ZBH | 2026-01-26 | 86.30 | 0.2108 | 0.4382 | no |