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 | 8.69% | 8.69% | 2026-05-08 | -10.40% |
| buy & hold | participation factor overlay | 6 months | complete | 18.85% | 21.36% | 2026-06-30 | -10.40% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 5.67% | 5.67% | 2026-05-08 | -10.12% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.11% | 15.28% | 2026-08-04 | -10.12% |
| weekly rebalance | participation factor overlay | 3 months | complete | 10.34% | 11.43% | 2026-05-06 | -5.50% |
| weekly rebalance | participation factor overlay | 6 months | complete | 16.00% | 17.98% | 2026-06-02 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 10.19% | 11.16% | 2026-05-06 | -4.70% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 18.33% | 18.77% | 2026-08-04 | -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 |
|---|---|---|---|---|---|
| A | 2026-02-09 | 127.25 | 0.2314 | 0.4311 | no |
| AAPL | 2026-02-09 | 277.41 | 0.2471 | 0.5322 | no |
| ABNB | 2026-02-09 | 121.81 | 0.4043 | 0.5111 | no |
| ADSK | 2026-02-09 | 238.86 | 0.2901 | 0.4145 | no |
| AMD | 2026-02-09 | 206.90 | 0.2155 | 0.6072 | no |
| APP | 2026-02-09 | 421.34 | 0.2196 | 0.4230 | no |
| ARES | 2026-02-09 | 128.41 | 0.2986 | 0.4827 | no |
| BBY | 2026-02-09 | 66.73 | 0.2916 | 0.5008 | no |
| CAT | 2026-02-09 | 721.78 | 0.2225 | 0.4788 | no |
| CDW | 2026-02-09 | 138.96 | 0.2129 | 0.4960 | no |
| COIN | 2026-02-09 | 160.10 | 1.2084 | 0.4698 | no |
| CRWD | 2026-02-09 | 99.05 | 0.5554 | 0.4787 | no |
| DDOG | 2026-02-09 | 115.05 | 0.9710 | 0.4198 | no |
| DGX | 2026-02-09 | 188.41 | 0.2143 | 0.4292 | no |
| DLTR | 2026-02-09 | 123.77 | 0.5116 | 0.5131 | no |
| EXPE | 2026-02-09 | 233.91 | 0.2309 | 0.5136 | no |
| FCX | 2026-02-09 | 61.08 | 1.0941 | 0.5570 | no |
| FDX | 2026-02-09 | 293.04 | 0.2941 | 0.4661 | no |
| FSLR | 2026-02-09 | 221.30 | 0.2042 | 0.4904 | no |
| GEN | 2026-02-09 | 23.79 | 0.2587 | 0.4971 | no |
| HOOD | 2026-02-09 | 84.88 | 0.5441 | 0.4443 | no |
| IBKR | 2026-02-09 | 74.50 | 0.2160 | 0.5357 | no |
| JCI | 2026-02-09 | 135.21 | 0.2957 | 0.4943 | no |
| LMT | 2026-02-09 | 614.16 | 0.3825 | 0.5377 | no |
| LRCX | 2026-02-09 | 228.57 | 0.5000 | 0.5965 | no |
| LUV | 2026-02-09 | 53.11 | 0.5911 | 0.5259 | no |
| MCHP | 2026-02-09 | 73.07 | 0.5579 | 0.6297 | no |
| MRNA | 2026-02-09 | 41.07 | 0.4382 | 0.5382 | no |
| MTB | 2026-02-09 | 232.02 | 0.2334 | 0.4536 | no |
| MU | 2026-02-09 | 380.47 | 0.5259 | 0.6091 | no |
| NDSN | 2026-02-09 | 287.97 | 0.2703 | 0.4738 | no |
| NOW | 2026-02-09 | 100.00 | 0.4121 | 0.4326 | no |
| ODFL | 2026-02-09 | 200.58 | 0.5829 | 0.4622 | no |
| ORCL | 2026-02-09 | 147.46 | 0.6433 | 0.5149 | no |
| PNC | 2026-02-09 | 238.01 | 0.3543 | 0.4687 | no |
| PSKY | 2026-02-09 | 10.35 | 0.5866 | — | no |
| SLB | 2026-02-09 | 49.66 | 0.2689 | 0.4871 | no |
| SNPS | 2026-02-09 | 427.88 | 0.2667 | 0.5682 | no |
| SW | 2026-02-09 | 42.87 | 0.3128 | 0.4390 | no |
| SYK | 2026-02-09 | 352.55 | 0.2339 | 0.4355 | no |
| TECH | 2026-02-09 | 65.79 | 0.3056 | 0.4344 | no |
| TER | 2026-02-09 | 297.43 | 0.4257 | 0.6219 | no |
| TSLA | 2026-02-09 | 409.91 | 0.5934 | 0.4674 | no |
| TXN | 2026-02-09 | 219.02 | 0.2724 | 0.5879 | no |
| USB | 2026-02-09 | 59.33 | 0.4326 | 0.4702 | no |
| VST | 2026-02-09 | 149.59 | 0.2404 | 0.4441 | no |
| WDAY | 2026-02-09 | 149.71 | 0.2747 | 0.4453 | no |
| WDC | 2026-02-09 | 279.49 | 0.3124 | 0.5869 | no |
| WY | 2026-02-09 | 25.95 | 0.3764 | 0.4383 | no |
| XOM | 2026-02-09 | 146.32 | 0.3487 | 0.4717 | no |