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 | 8.09% | 8.09% | 2026-05-08 | -9.65% |
| buy & hold | participation factor overlay | 6 months | complete | 18.84% | 22.77% | 2026-06-30 | -9.65% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.39% | 8.39% | 2026-05-08 | -9.32% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 16.42% | 20.79% | 2026-06-30 | -9.32% |
| weekly rebalance | participation factor overlay | 3 months | complete | 12.41% | 13.30% | 2026-05-06 | -6.41% |
| weekly rebalance | participation factor overlay | 6 months | complete | 16.42% | 22.12% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 12.42% | 13.17% | 2026-05-06 | -6.11% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 16.47% | 21.26% | 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 |
|---|---|---|---|---|---|
| A | 2026-02-09 | 127.25 | 0.2519 | 0.4311 | no |
| AAPL | 2026-02-09 | 277.41 | 0.1955 | 0.5322 | no |
| ABNB | 2026-02-09 | 121.81 | 0.3459 | 0.5111 | no |
| ADSK | 2026-02-09 | 238.86 | 0.4442 | 0.4145 | no |
| AFL | 2026-02-09 | 114.84 | 0.1993 | 0.4883 | no |
| AMAT | 2026-02-09 | 316.43 | 0.2528 | 0.6143 | no |
| ARES | 2026-02-09 | 128.41 | 0.3950 | 0.4827 | no |
| BBY | 2026-02-09 | 66.73 | 0.2529 | 0.5008 | no |
| CDW | 2026-02-09 | 138.96 | 0.3513 | 0.4960 | no |
| COIN | 2026-02-09 | 160.10 | 1.1853 | 0.4698 | no |
| CRWD | 2026-02-09 | 99.05 | 0.3736 | 0.4787 | no |
| DDOG | 2026-02-09 | 115.05 | 0.7439 | 0.4198 | no |
| DLTR | 2026-02-09 | 123.77 | 0.5145 | 0.5131 | no |
| FCX | 2026-02-09 | 61.08 | 1.0242 | 0.5570 | no |
| FDX | 2026-02-09 | 293.04 | 0.4435 | 0.4661 | no |
| FTNT | 2026-02-09 | 82.27 | 0.1907 | 0.4397 | no |
| GEN | 2026-02-09 | 23.79 | 0.3609 | 0.4971 | no |
| HII | 2026-02-09 | 396.18 | 0.4777 | 0.5283 | no |
| HOOD | 2026-02-09 | 84.88 | 0.9212 | 0.4443 | no |
| HPQ | 2026-02-09 | 18.67 | 0.1902 | 0.4752 | no |
| JNJ | 2026-02-09 | 236.45 | 0.2389 | 0.4779 | no |
| LMT | 2026-02-09 | 614.16 | 0.1962 | 0.5377 | no |
| LRCX | 2026-02-09 | 228.57 | 0.6203 | 0.5965 | no |
| LUV | 2026-02-09 | 53.11 | 0.5341 | 0.5259 | no |
| MCHP | 2026-02-09 | 73.07 | 0.4464 | 0.6297 | no |
| MOS | 2026-02-09 | 27.82 | 0.2016 | 0.4325 | no |
| MRNA | 2026-02-09 | 41.07 | 0.7522 | 0.5382 | no |
| MTB | 2026-02-09 | 232.02 | 0.2552 | 0.4536 | no |
| MU | 2026-02-09 | 380.47 | 0.5073 | 0.6091 | no |
| NEM | 2026-02-09 | 115.91 | 0.3205 | 0.6018 | no |
| NKE | 2026-02-09 | 61.93 | 0.1998 | 0.4228 | no |
| NOW | 2026-02-09 | 100.00 | 0.4235 | 0.4326 | no |
| ODFL | 2026-02-09 | 200.58 | 0.5008 | 0.4622 | no |
| ORCL | 2026-02-09 | 147.46 | 0.6752 | 0.5149 | no |
| PCG | 2026-02-09 | 16.20 | 0.1905 | 0.4506 | no |
| PGR | 2026-02-09 | 201.38 | 0.2380 | 0.4809 | no |
| PODD | 2026-02-09 | 243.26 | 0.2293 | 0.4270 | no |
| SNDK | 2026-02-09 | 592.16 | 0.3544 | 0.5492 | no |
| SPGI | 2026-02-09 | 411.52 | 0.2456 | 0.4546 | no |
| SW | 2026-02-09 | 42.87 | 0.2123 | 0.4390 | no |
| SYK | 2026-02-09 | 352.55 | 0.2565 | 0.4355 | no |
| TER | 2026-02-09 | 297.43 | 0.4038 | 0.6219 | no |
| TSLA | 2026-02-09 | 409.91 | 0.4757 | 0.4674 | no |
| TXN | 2026-02-09 | 219.02 | 0.2002 | 0.5879 | no |
| USB | 2026-02-09 | 59.33 | 0.2676 | 0.4702 | no |
| VST | 2026-02-09 | 149.59 | 0.1932 | 0.4441 | no |
| WDAY | 2026-02-09 | 149.71 | 0.3521 | 0.4453 | no |
| WDC | 2026-02-09 | 279.49 | 0.5687 | 0.5869 | no |
| WY | 2026-02-09 | 25.95 | 0.2337 | 0.4383 | no |
| XOM | 2026-02-09 | 146.32 | 0.3772 | 0.4717 | no |