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 | 4.88% | 5.60% | 2026-04-22 | -8.65% |
| buy & hold | participation factor overlay | 6 months | complete | 16.24% | 25.60% | 2026-06-30 | -9.61% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.29% | 6.35% | 2026-04-22 | -8.16% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 15.34% | 24.70% | 2026-06-30 | -9.73% |
| weekly rebalance | participation factor overlay | 3 months | complete | 8.86% | 8.86% | 2026-04-22 | -6.20% |
| weekly rebalance | participation factor overlay | 6 months | complete | 12.14% | 21.13% | 2026-06-30 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 8.29% | 8.57% | 2026-04-22 | -5.72% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 10.95% | 19.85% | 2026-06-30 | -10.84% |
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 |
|---|---|---|---|---|---|
| AMAT | 2026-02-02 | 319.46 | 0.4205 | 0.6152 | no |
| APP | 2026-02-02 | 502.55 | 0.3466 | 0.4230 | no |
| AZO | 2026-02-02 | 3693.42 | 0.2213 | 0.4845 | no |
| CCI | 2026-02-02 | 83.37 | 0.1981 | 0.4257 | no |
| COIN | 2026-02-02 | 189.81 | 0.5947 | 0.4698 | no |
| COST | 2026-02-02 | 941.37 | 0.1979 | 0.4793 | no |
| CRM | 2026-02-02 | 212.89 | 0.2029 | 0.4885 | no |
| CRWD | 2026-02-02 | 110.00 | 0.5104 | 0.4871 | no |
| DAL | 2026-02-02 | 66.23 | 0.2468 | 0.5197 | no |
| DELL | 2026-02-02 | 114.00 | 0.2117 | 0.5404 | no |
| DGX | 2026-02-02 | 184.45 | 0.2886 | 0.4292 | no |
| DLTR | 2026-02-02 | 118.09 | 0.1859 | 0.5050 | no |
| EXE | 2026-02-02 | 106.76 | 0.2828 | 0.4878 | no |
| FCX | 2026-02-02 | 59.60 | 0.8286 | 0.5584 | no |
| FDS | 2026-02-02 | 251.13 | 0.1984 | 0.4760 | no |
| FSLR | 2026-02-02 | 225.25 | 0.1977 | 0.4904 | no |
| HPQ | 2026-02-02 | 18.76 | 0.2062 | 0.4781 | no |
| IBM | 2026-02-02 | 301.37 | 0.1926 | 0.5079 | no |
| IT | 2026-02-02 | 210.51 | 0.1999 | 0.4600 | no |
| LRCX | 2026-02-02 | 232.89 | 0.3936 | 0.5993 | no |
| LUV | 2026-02-02 | 48.12 | 0.3966 | 0.5262 | no |
| MCHP | 2026-02-02 | 73.54 | 0.2989 | 0.5883 | no |
| MGM | 2026-02-02 | 33.50 | 0.2502 | 0.4309 | no |
| MPC | 2026-02-02 | 170.76 | 0.4431 | 0.4628 | no |
| MRNA | 2026-02-02 | 43.45 | 0.5505 | 0.5382 | no |
| MU | 2026-02-02 | 411.94 | 0.4248 | 0.6124 | no |
| ORCL | 2026-02-02 | 169.73 | 0.4864 | 0.5290 | no |
| PANW | 2026-02-02 | 177.45 | 0.3262 | 0.5084 | no |
| PODD | 2026-02-02 | 256.91 | 0.3377 | 0.4276 | no |
| PSKY | 2026-02-02 | 10.94 | 0.1850 | — | no |
| PYPL | 2026-02-02 | 52.04 | 0.2384 | — | no |
| ROST | 2026-02-02 | 187.52 | 0.2305 | 0.4431 | no |
| SLB | 2026-02-02 | 46.90 | 0.2061 | 0.4871 | no |
| SMCI | 2026-02-02 | 29.03 | 0.3525 | 0.5141 | no |
| SNDK | 2026-02-02 | 588.81 | 0.2354 | 0.5524 | no |
| SWKS | 2026-02-02 | 54.38 | 0.3976 | 0.6326 | no |
| SYF | 2026-02-02 | 71.33 | 0.2758 | 0.4739 | no |
| SYK | 2026-02-02 | 365.96 | 0.2074 | 0.4358 | no |
| TER | 2026-02-02 | 240.77 | 0.3503 | 0.6496 | no |
| TKO | 2026-02-02 | 199.45 | 0.2338 | 0.4342 | no |
| TPR | 2026-02-02 | 126.23 | 0.4639 | 0.4209 | no |
| TROW | 2026-02-02 | 101.22 | 0.1812 | 0.4972 | no |
| TRV | 2026-02-02 | 282.72 | 0.2191 | 0.4813 | no |
| TSLA | 2026-02-02 | 421.29 | 0.3335 | 0.4686 | no |
| TXN | 2026-02-02 | 213.26 | 0.1958 | 0.5918 | no |
| UAL | 2026-02-02 | 104.20 | 0.4961 | 0.5294 | no |
| UBER | 2026-02-02 | 79.80 | 0.2129 | 0.5142 | no |
| ULTA | 2026-02-02 | 647.04 | 0.1911 | 0.4154 | no |
| VLTO | 2026-02-02 | 98.65 | 0.1877 | 0.4820 | no |
| WY | 2026-02-02 | 25.24 | 0.2166 | 0.4383 | no |