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 | 4.81% | 5.09% | 2026-04-22 | -8.16% |
| buy & hold | participation factor overlay | 6 months | complete | 19.14% | 24.53% | 2026-06-30 | -8.16% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.32% | 4.36% | 2026-04-22 | -9.07% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.31% | 20.28% | 2026-06-30 | -9.07% |
| weekly rebalance | participation factor overlay | 3 months | complete | 10.89% | 10.89% | 2026-05-01 | -6.41% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.95% | 22.16% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 9.84% | 9.84% | 2026-05-01 | -6.11% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 10.45% | 20.31% | 2026-06-30 | -10.57% |
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 |
|---|---|---|---|---|---|
| ABBV | 2026-02-02 | 221.42 | 0.1819 | 0.5242 | no |
| ALLE | 2026-02-02 | 163.14 | 0.1696 | 0.4875 | no |
| AMAT | 2026-02-02 | 319.46 | 0.2066 | 0.6152 | no |
| AMD | 2026-02-02 | 235.77 | 0.4274 | 0.5914 | no |
| APO | 2026-02-02 | 132.58 | 0.2599 | — | no |
| APP | 2026-02-02 | 502.55 | 0.5111 | 0.4230 | no |
| COIN | 2026-02-02 | 189.81 | 0.5776 | 0.4698 | no |
| CRWD | 2026-02-02 | 110.00 | 0.4447 | 0.4871 | no |
| DGX | 2026-02-02 | 184.45 | 0.2940 | 0.4292 | no |
| DLR | 2026-02-02 | 161.60 | 0.2148 | 0.4257 | no |
| DLTR | 2026-02-02 | 118.09 | 0.5004 | 0.5050 | no |
| DVA | 2026-02-02 | 109.06 | 0.1944 | 0.4610 | no |
| ETN | 2026-02-02 | 348.27 | 0.2423 | 0.4952 | no |
| EXE | 2026-02-02 | 106.76 | 0.2060 | 0.4878 | no |
| EXPE | 2026-02-02 | 267.93 | 0.3264 | 0.5136 | no |
| FCX | 2026-02-02 | 59.60 | 1.0922 | 0.5584 | no |
| FDS | 2026-02-02 | 251.13 | 0.2813 | 0.4760 | no |
| FSLR | 2026-02-02 | 225.25 | 0.2030 | 0.4904 | no |
| HII | 2026-02-02 | 412.76 | 0.2179 | 0.5301 | no |
| HOOD | 2026-02-02 | 95.88 | 0.4424 | 0.4443 | no |
| IP | 2026-02-02 | 38.45 | 0.2452 | 0.4148 | no |
| IT | 2026-02-02 | 210.51 | 0.2105 | 0.4600 | no |
| LDOS | 2026-02-02 | 185.81 | 0.3092 | 0.5708 | no |
| LUV | 2026-02-02 | 48.12 | 0.2871 | 0.5262 | no |
| MPC | 2026-02-02 | 170.76 | 0.1904 | 0.4628 | no |
| MRNA | 2026-02-02 | 43.45 | 0.4215 | 0.5382 | no |
| MU | 2026-02-02 | 411.94 | 0.6933 | 0.6124 | no |
| NTAP | 2026-02-02 | 95.27 | 0.2313 | 0.5498 | no |
| ORCL | 2026-02-02 | 169.73 | 0.5443 | 0.5290 | no |
| PANW | 2026-02-02 | 177.45 | 0.2329 | 0.5084 | no |
| PH | 2026-02-02 | 930.03 | 0.2325 | 0.4922 | no |
| PODD | 2026-02-02 | 256.91 | 0.2282 | 0.4276 | no |
| ROST | 2026-02-02 | 187.52 | 0.1971 | 0.4431 | no |
| RVTY | 2026-02-02 | 104.35 | 0.2792 | 0.4391 | no |
| SLB | 2026-02-02 | 46.90 | 0.3655 | 0.4871 | no |
| SNDK | 2026-02-02 | 588.81 | 0.5560 | 0.5524 | no |
| SNPS | 2026-02-02 | 460.69 | 0.2088 | 0.5736 | no |
| SWKS | 2026-02-02 | 54.38 | 0.3827 | 0.6326 | no |
| SYF | 2026-02-02 | 71.33 | 0.3004 | 0.4739 | no |
| SYK | 2026-02-02 | 365.96 | 0.1935 | 0.4358 | no |
| TPR | 2026-02-02 | 126.23 | 0.2196 | 0.4209 | no |
| TRV | 2026-02-02 | 282.72 | 0.2340 | 0.4813 | no |
| UAL | 2026-02-02 | 104.20 | 0.4040 | 0.5294 | no |
| ULTA | 2026-02-02 | 647.04 | 0.2066 | 0.4154 | no |
| UNH | 2026-02-02 | 280.47 | 0.2209 | 0.4650 | no |
| UNP | 2026-02-02 | 231.39 | 0.1874 | 0.4765 | no |
| VLTO | 2026-02-02 | 98.65 | 0.1658 | 0.4820 | no |
| WDC | 2026-02-02 | 243.50 | 0.1814 | 0.5904 | no |
| WY | 2026-02-02 | 25.24 | 0.2780 | 0.4383 | no |
| XOM | 2026-02-02 | 137.08 | 0.1641 | 0.4717 | no |