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 | 6.75% | 6.75% | 2026-05-01 | -9.23% |
| buy & hold | participation factor overlay | 6 months | complete | 18.80% | 25.97% | 2026-06-22 | -9.23% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.95% | 4.11% | 2026-04-22 | -8.98% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 15.54% | 19.95% | 2026-07-06 | -8.98% |
| weekly rebalance | participation factor overlay | 3 months | complete | 9.50% | 9.73% | 2026-04-22 | -5.50% |
| weekly rebalance | participation factor overlay | 6 months | complete | 10.63% | 17.96% | 2026-06-02 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 9.40% | 9.95% | 2026-04-22 | -4.70% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 13.21% | 18.43% | 2026-06-30 | -7.33% |
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 |
|---|---|---|---|---|---|
| AIG | 2026-02-02 | 73.40 | 0.1740 | 0.4623 | no |
| APP | 2026-02-02 | 502.55 | 0.3638 | 0.4230 | no |
| AXON | 2026-02-02 | 482.00 | 0.2714 | 0.5080 | no |
| BAC | 2026-02-02 | 52.36 | 0.2665 | 0.4769 | no |
| CNC | 2026-02-02 | 42.67 | 0.1996 | 0.4532 | no |
| COIN | 2026-02-02 | 189.81 | 0.9148 | 0.4698 | no |
| CRWD | 2026-02-02 | 110.00 | 0.3778 | 0.4871 | no |
| DECK | 2026-02-02 | 119.00 | 0.1920 | 0.4221 | no |
| DELL | 2026-02-02 | 114.00 | 0.3659 | 0.5404 | no |
| DGX | 2026-02-02 | 184.45 | 0.2407 | 0.4292 | no |
| DLR | 2026-02-02 | 161.60 | 0.1865 | 0.4257 | no |
| DLTR | 2026-02-02 | 118.09 | 0.2956 | 0.5050 | no |
| DVA | 2026-02-02 | 109.06 | 0.2579 | 0.4610 | no |
| EXE | 2026-02-02 | 106.76 | 0.3768 | 0.4878 | no |
| EXPE | 2026-02-02 | 267.93 | 0.3054 | 0.5136 | no |
| FCX | 2026-02-02 | 59.60 | 1.1540 | 0.5584 | no |
| FSLR | 2026-02-02 | 225.25 | 0.2191 | 0.4904 | no |
| HLT | 2026-02-02 | 299.50 | 0.2115 | — | no |
| HOOD | 2026-02-02 | 95.88 | 0.2858 | 0.4443 | no |
| IBM | 2026-02-02 | 301.37 | 0.2002 | 0.5079 | no |
| IP | 2026-02-02 | 38.45 | 0.2805 | 0.4148 | no |
| IT | 2026-02-02 | 210.51 | 0.2294 | 0.4600 | no |
| LDOS | 2026-02-02 | 185.81 | 0.2001 | 0.5708 | no |
| LII | 2026-02-02 | 489.50 | 0.1985 | 0.4785 | no |
| LUV | 2026-02-02 | 48.12 | 0.2231 | 0.5262 | no |
| MCHP | 2026-02-02 | 73.54 | 0.3359 | 0.5883 | no |
| MPC | 2026-02-02 | 170.76 | 0.3303 | 0.4628 | no |
| MRNA | 2026-02-02 | 43.45 | 0.6058 | 0.5382 | no |
| MU | 2026-02-02 | 411.94 | 0.4851 | 0.6124 | no |
| ON | 2026-02-02 | 59.77 | 0.1928 | 0.5789 | no |
| ORCL | 2026-02-02 | 169.73 | 0.6321 | 0.5290 | no |
| PANW | 2026-02-02 | 177.45 | 0.2058 | 0.5084 | no |
| PGR | 2026-02-02 | 206.79 | 0.1824 | 0.4811 | no |
| PYPL | 2026-02-02 | 52.04 | 0.3530 | — | no |
| ROST | 2026-02-02 | 187.52 | 0.2578 | 0.4431 | no |
| SLB | 2026-02-02 | 46.90 | 0.5826 | 0.4871 | no |
| SMCI | 2026-02-02 | 29.03 | 0.3980 | 0.5141 | no |
| SNDK | 2026-02-02 | 588.81 | 0.1827 | 0.5524 | no |
| SWKS | 2026-02-02 | 54.38 | 0.2846 | 0.6326 | no |
| SYF | 2026-02-02 | 71.33 | 0.3613 | 0.4739 | no |
| SYK | 2026-02-02 | 365.96 | 0.2000 | 0.4358 | no |
| TPR | 2026-02-02 | 126.23 | 0.2035 | 0.4209 | no |
| TSLA | 2026-02-02 | 421.29 | 0.2248 | 0.4686 | no |
| TXN | 2026-02-02 | 213.26 | 0.2400 | 0.5918 | no |
| UAL | 2026-02-02 | 104.20 | 0.5922 | 0.5294 | no |
| UNH | 2026-02-02 | 280.47 | 0.2669 | 0.4650 | no |
| UNP | 2026-02-02 | 231.39 | 0.1853 | 0.4765 | no |
| USB | 2026-02-02 | 55.09 | 0.1750 | 0.4702 | no |
| VST | 2026-02-02 | 157.22 | 0.3100 | 0.4441 | no |
| WY | 2026-02-02 | 25.24 | 0.2013 | 0.4383 | no |