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 | 2.39% | 2.79% | 2026-04-22 | -8.88% |
| buy & hold | participation factor overlay | 6 months | complete | 12.44% | 18.14% | 2026-06-30 | -8.88% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 1.73% | 1.85% | 2026-04-22 | -9.03% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 9.96% | 16.50% | 2026-06-30 | -9.03% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.52% | 6.52% | 2026-05-01 | -7.58% |
| weekly rebalance | participation factor overlay | 6 months | complete | 9.63% | 16.76% | 2026-06-30 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.05% | 5.60% | 2026-04-21 | -6.80% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 8.73% | 15.24% | 2026-06-30 | -8.63% |
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 | 0.1893 | 0.5242 | no |
| AMAT | 2026-02-02 | 319.46 | 0.1976 | 0.6152 | no |
| APP | 2026-02-02 | 502.55 | 0.5301 | 0.4230 | no |
| AVY | 2026-02-02 | 182.17 | 0.1886 | 0.4439 | no |
| AZO | 2026-02-02 | 3693.42 | 0.1979 | 0.4845 | no |
| BAC | 2026-02-02 | 52.36 | 0.2434 | 0.4769 | no |
| COF | 2026-02-02 | 215.73 | 0.2008 | 0.4791 | no |
| COIN | 2026-02-02 | 189.81 | 0.9758 | 0.4698 | no |
| CRWD | 2026-02-02 | 110.00 | 0.4676 | 0.4871 | no |
| DAL | 2026-02-02 | 66.23 | 0.4431 | 0.5197 | no |
| DGX | 2026-02-02 | 184.45 | 0.4166 | 0.4292 | no |
| DLTR | 2026-02-02 | 118.09 | 0.2318 | 0.5050 | no |
| EPAM | 2026-02-02 | 208.00 | 0.1914 | 0.4280 | no |
| ETN | 2026-02-02 | 348.27 | 0.1771 | 0.4952 | no |
| EXE | 2026-02-02 | 106.76 | 0.3308 | 0.4878 | no |
| EXPE | 2026-02-02 | 267.93 | 0.2666 | 0.5136 | no |
| FCX | 2026-02-02 | 59.60 | 1.0386 | 0.5584 | no |
| FDS | 2026-02-02 | 251.13 | 0.1793 | 0.4760 | no |
| FSLR | 2026-02-02 | 225.25 | 0.2848 | 0.4904 | no |
| GPN | 2026-02-02 | 70.70 | 0.1758 | 0.4476 | no |
| IT | 2026-02-02 | 210.51 | 0.2160 | 0.4600 | no |
| LDOS | 2026-02-02 | 185.81 | 0.2655 | 0.5708 | no |
| LUV | 2026-02-02 | 48.12 | 0.3815 | 0.5262 | no |
| MCHP | 2026-02-02 | 73.54 | 0.2701 | 0.5883 | no |
| MCK | 2026-02-02 | 833.59 | 0.1781 | 0.4153 | no |
| MGM | 2026-02-02 | 33.50 | 0.1763 | 0.4309 | no |
| MPC | 2026-02-02 | 170.76 | 0.2663 | 0.4628 | no |
| MRK | 2026-02-02 | 107.89 | 0.2283 | 0.4839 | no |
| MRNA | 2026-02-02 | 43.45 | 0.5373 | 0.5382 | no |
| MU | 2026-02-02 | 411.94 | 0.5141 | 0.6124 | no |
| ORCL | 2026-02-02 | 169.73 | 0.6018 | 0.5290 | no |
| PANW | 2026-02-02 | 177.45 | 0.2959 | 0.5084 | no |
| PGR | 2026-02-02 | 206.79 | 0.2100 | 0.4811 | no |
| PYPL | 2026-02-02 | 52.04 | 0.3281 | — | no |
| ROST | 2026-02-02 | 187.52 | 0.1930 | 0.4431 | no |
| SLB | 2026-02-02 | 46.90 | 0.2080 | 0.4871 | no |
| SMCI | 2026-02-02 | 29.03 | 0.3073 | 0.5141 | no |
| SNDK | 2026-02-02 | 588.81 | 0.1910 | 0.5524 | no |
| SWKS | 2026-02-02 | 54.38 | 0.4719 | 0.6326 | no |
| SYF | 2026-02-02 | 71.33 | 0.2714 | 0.4739 | no |
| SYK | 2026-02-02 | 365.96 | 0.1855 | 0.4358 | no |
| TKO | 2026-02-02 | 199.45 | 0.2962 | 0.4342 | no |
| TPR | 2026-02-02 | 126.23 | 0.2897 | 0.4209 | no |
| TSLA | 2026-02-02 | 421.29 | 0.2280 | 0.4686 | no |
| UAL | 2026-02-02 | 104.20 | 0.3868 | 0.5294 | no |
| UNH | 2026-02-02 | 280.47 | 0.2830 | 0.4650 | no |
| UNP | 2026-02-02 | 231.39 | 0.1867 | 0.4765 | no |
| USB | 2026-02-02 | 55.09 | 0.1818 | 0.4702 | no |
| WRB | 2026-02-02 | 67.84 | 0.1757 | 0.4776 | no |
| WY | 2026-02-02 | 25.24 | 0.1972 | 0.4383 | no |