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 | 9.57% | 9.57% | 2026-05-08 | -9.39% |
| buy & hold | participation factor overlay | 6 months | complete | 22.62% | 25.34% | 2026-06-30 | -9.39% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.54% | 5.54% | 2026-05-08 | -10.26% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 16.26% | 18.50% | 2026-06-01 | -10.26% |
| weekly rebalance | participation factor overlay | 3 months | complete | 10.67% | 11.14% | 2026-05-06 | -6.20% |
| weekly rebalance | participation factor overlay | 6 months | complete | 18.84% | 22.04% | 2026-06-30 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 10.06% | 10.26% | 2026-05-07 | -5.72% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 16.99% | 20.56% | 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 |
|---|---|---|---|---|---|
| AAPL | 2026-02-09 | 277.41 | 0.2408 | 0.5322 | no |
| ABNB | 2026-02-09 | 121.81 | 0.3004 | 0.5111 | no |
| ADSK | 2026-02-09 | 238.86 | 0.2824 | 0.4145 | no |
| AFL | 2026-02-09 | 114.84 | 0.2357 | 0.4883 | no |
| APP | 2026-02-09 | 421.34 | 0.2982 | 0.4230 | no |
| ARES | 2026-02-09 | 128.41 | 0.5321 | 0.4827 | no |
| BALL | 2026-02-09 | 65.37 | 0.3314 | 0.4373 | no |
| BBY | 2026-02-09 | 66.73 | 0.3116 | 0.5008 | no |
| CDW | 2026-02-09 | 138.96 | 0.2846 | 0.4960 | no |
| COIN | 2026-02-09 | 160.10 | 1.2576 | 0.4698 | no |
| CRWD | 2026-02-09 | 99.05 | 0.4490 | 0.4787 | no |
| DDOG | 2026-02-09 | 115.05 | 1.0469 | 0.4198 | no |
| DELL | 2026-02-09 | 119.73 | 0.2571 | 0.5403 | no |
| DLTR | 2026-02-09 | 123.77 | 0.4825 | 0.5131 | no |
| FCX | 2026-02-09 | 61.08 | 0.6982 | 0.5570 | no |
| FDS | 2026-02-09 | 202.46 | 0.3204 | 0.4763 | no |
| FDX | 2026-02-09 | 293.04 | 0.4204 | 0.4661 | no |
| FSLR | 2026-02-09 | 221.30 | 0.3026 | 0.4904 | no |
| HOOD | 2026-02-09 | 84.88 | 0.8860 | 0.4443 | no |
| IBKR | 2026-02-09 | 74.50 | 0.2488 | 0.5357 | no |
| IP | 2026-02-09 | 44.60 | 0.3427 | 0.4148 | no |
| JCI | 2026-02-09 | 135.21 | 0.2987 | 0.4943 | no |
| JNJ | 2026-02-09 | 236.45 | 0.2259 | 0.4779 | no |
| LMT | 2026-02-09 | 614.16 | 0.3847 | 0.5377 | no |
| LRCX | 2026-02-09 | 228.57 | 0.4049 | 0.5965 | no |
| LUV | 2026-02-09 | 53.11 | 0.5050 | 0.5259 | no |
| MCHP | 2026-02-09 | 73.07 | 0.5436 | 0.6297 | no |
| MRNA | 2026-02-09 | 41.07 | 0.6437 | 0.5382 | no |
| MU | 2026-02-09 | 380.47 | 0.2507 | 0.6091 | no |
| NDSN | 2026-02-09 | 287.97 | 0.2327 | 0.4738 | no |
| NOW | 2026-02-09 | 100.00 | 0.2972 | 0.4326 | no |
| NTAP | 2026-02-09 | 101.72 | 0.2090 | 0.5497 | no |
| NVR | 2026-02-09 | 8034.78 | 0.2306 | — | no |
| ODFL | 2026-02-09 | 200.58 | 0.5278 | 0.4622 | no |
| ORCL | 2026-02-09 | 147.46 | 0.7541 | 0.5149 | no |
| PODD | 2026-02-09 | 243.26 | 0.3450 | 0.4270 | no |
| PSKY | 2026-02-09 | 10.35 | 0.5737 | — | no |
| ROST | 2026-02-09 | 189.52 | 0.3263 | 0.4434 | no |
| SNDK | 2026-02-09 | 592.16 | 0.2419 | 0.5492 | no |
| SNPS | 2026-02-09 | 427.88 | 0.4717 | 0.5682 | no |
| SWKS | 2026-02-09 | 60.74 | 0.2994 | 0.6086 | no |
| SYK | 2026-02-09 | 352.55 | 0.2654 | 0.4355 | no |
| TECH | 2026-02-09 | 65.79 | 0.2554 | 0.4344 | no |
| TER | 2026-02-09 | 297.43 | 0.4325 | 0.6219 | no |
| TKO | 2026-02-09 | 209.02 | 0.3312 | 0.4342 | no |
| TSLA | 2026-02-09 | 409.91 | 0.6170 | 0.4674 | no |
| UAL | 2026-02-09 | 115.46 | 0.2509 | 0.5289 | no |
| UNH | 2026-02-09 | 268.83 | 0.2273 | 0.4650 | no |
| WDAY | 2026-02-09 | 149.71 | 0.3288 | 0.4453 | no |
| XOM | 2026-02-09 | 146.32 | 0.2350 | 0.4717 | no |