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 | 6.91% | 6.91% | 2026-05-08 | -10.57% |
| buy & hold | participation factor overlay | 6 months | complete | 16.86% | 20.30% | 2026-06-30 | -10.57% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.55% | 7.55% | 2026-05-08 | -11.14% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 16.31% | 20.87% | 2026-06-30 | -11.14% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.24% | 8.05% | 2026-05-06 | -7.58% |
| weekly rebalance | participation factor overlay | 6 months | complete | 14.95% | 16.77% | 2026-06-30 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 5.20% | 6.20% | 2026-04-21 | -6.80% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 14.41% | 15.89% | 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 |
|---|---|---|---|---|---|
| ABNB | 2026-02-09 | 121.81 | 0.2571 | 0.5111 | no |
| ADSK | 2026-02-09 | 238.86 | 0.4380 | 0.4145 | no |
| AFL | 2026-02-09 | 114.84 | 0.2319 | 0.4883 | no |
| AMAT | 2026-02-09 | 316.43 | 0.3373 | 0.6143 | no |
| ARES | 2026-02-09 | 128.41 | 0.3698 | 0.4827 | no |
| BALL | 2026-02-09 | 65.37 | 0.2696 | 0.4373 | no |
| BBY | 2026-02-09 | 66.73 | 0.2679 | 0.5008 | no |
| BKR | 2026-02-09 | 58.51 | 0.2818 | 0.4304 | no |
| BLDR | 2026-02-09 | 125.18 | 0.2573 | 0.4411 | no |
| CDW | 2026-02-09 | 138.96 | 0.3132 | 0.4960 | no |
| COIN | 2026-02-09 | 160.10 | 0.8184 | 0.4698 | no |
| CRWD | 2026-02-09 | 99.05 | 0.4232 | 0.4787 | no |
| DDOG | 2026-02-09 | 115.05 | 0.7100 | 0.4198 | no |
| DGX | 2026-02-09 | 188.41 | 0.2680 | 0.4292 | no |
| DLTR | 2026-02-09 | 123.77 | 0.5487 | 0.5131 | no |
| ETN | 2026-02-09 | 369.91 | 0.2243 | 0.4974 | no |
| FCX | 2026-02-09 | 61.08 | 0.9672 | 0.5570 | no |
| FDS | 2026-02-09 | 202.46 | 0.2842 | 0.4763 | no |
| FDX | 2026-02-09 | 293.04 | 0.4349 | 0.4661 | no |
| GEN | 2026-02-09 | 23.79 | 0.2652 | 0.4971 | no |
| HOOD | 2026-02-09 | 84.88 | 0.7109 | 0.4443 | no |
| LMT | 2026-02-09 | 614.16 | 0.2376 | 0.5377 | no |
| LRCX | 2026-02-09 | 228.57 | 0.3338 | 0.5965 | no |
| LUV | 2026-02-09 | 53.11 | 0.5373 | 0.5259 | no |
| MCHP | 2026-02-09 | 73.07 | 0.6243 | 0.6297 | no |
| MRNA | 2026-02-09 | 41.07 | 0.5287 | 0.5382 | no |
| MTB | 2026-02-09 | 232.02 | 0.3882 | 0.4536 | no |
| MU | 2026-02-09 | 380.47 | 0.7100 | 0.6091 | no |
| NDSN | 2026-02-09 | 287.97 | 0.3258 | 0.4738 | no |
| NEM | 2026-02-09 | 115.91 | 0.3372 | 0.6018 | no |
| NOW | 2026-02-09 | 100.00 | 0.3320 | 0.4326 | no |
| ODFL | 2026-02-09 | 200.58 | 0.7515 | 0.4622 | no |
| OMC | 2026-02-09 | 68.31 | 0.2272 | 0.4557 | no |
| ORCL | 2026-02-09 | 147.46 | 0.8033 | 0.5149 | no |
| PNC | 2026-02-09 | 238.01 | 0.3328 | 0.4687 | no |
| PODD | 2026-02-09 | 243.26 | 0.2294 | 0.4270 | no |
| PSKY | 2026-02-09 | 10.35 | 0.2563 | — | no |
| SNDK | 2026-02-09 | 592.16 | 0.3412 | 0.5492 | no |
| SNPS | 2026-02-09 | 427.88 | 0.5580 | 0.5682 | no |
| SPGI | 2026-02-09 | 411.52 | 0.2250 | 0.4546 | no |
| SYK | 2026-02-09 | 352.55 | 0.2559 | 0.4355 | no |
| TECH | 2026-02-09 | 65.79 | 0.2953 | 0.4344 | no |
| TER | 2026-02-09 | 297.43 | 0.5394 | 0.6219 | no |
| TSLA | 2026-02-09 | 409.91 | 0.5452 | 0.4674 | no |
| TXN | 2026-02-09 | 219.02 | 0.3017 | 0.5879 | no |
| UAL | 2026-02-09 | 115.46 | 0.4492 | 0.5289 | no |
| USB | 2026-02-09 | 59.33 | 0.3131 | 0.4702 | no |
| VST | 2026-02-09 | 149.59 | 0.2583 | 0.4441 | no |
| WDAY | 2026-02-09 | 149.71 | 0.4803 | 0.4453 | no |
| XOM | 2026-02-09 | 146.32 | 0.2544 | 0.4717 | no |