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 | 8.41% | 9.48% | 2026-05-11 | -11.12% |
| buy & hold | participation factor overlay | 6 months | complete | 17.20% | 20.68% | 2026-06-22 | -11.96% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.38% | 9.92% | 2026-05-11 | -10.48% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 19.41% | 20.16% | 2026-06-22 | -10.48% |
| weekly rebalance | participation factor overlay | 3 months | complete | 12.93% | 12.93% | 2026-05-22 | -6.33% |
| weekly rebalance | participation factor overlay | 6 months | complete | 16.97% | 19.91% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 13.09% | 13.09% | 2026-05-22 | -6.11% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 17.50% | 19.45% | 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 | 2026-02-23 | 121.32 | 0.4197 | 0.4284 | no |
| ADI | 2026-02-23 | 349.41 | 0.7170 | 0.5954 | no |
| ALB | 2026-02-23 | 167.01 | 0.3920 | 0.4341 | no |
| AMAT | 2026-02-23 | 371.54 | 0.8828 | 0.5874 | no |
| APP | 2026-02-23 | 401.63 | 0.4537 | 0.4151 | no |
| ARES | 2026-02-23 | 116.48 | 0.4086 | 0.4827 | no |
| AWK | 2026-02-23 | 128.63 | 0.2300 | 0.4579 | no |
| BBY | 2026-02-23 | 61.57 | 0.4519 | 0.5038 | no |
| CAT | 2026-02-23 | 756.11 | 0.3854 | 0.4788 | no |
| CEG | 2026-02-23 | 292.70 | 0.4323 | 0.4532 | no |
| COIN | 2026-02-23 | 166.16 | 0.3908 | — | no |
| CRWD | 2026-02-23 | 96.24 | 0.2752 | 0.4729 | no |
| DHR | 2026-02-23 | 207.13 | 0.2378 | 0.4151 | no |
| EIX | 2026-02-23 | 71.96 | 0.3709 | 0.4285 | no |
| FCX | 2026-02-23 | 63.94 | 0.5387 | 0.5570 | no |
| FICO | 2026-02-23 | 1335.97 | 0.2727 | 0.4494 | no |
| GNRC | 2026-02-23 | 227.09 | 0.3092 | 0.4968 | no |
| HII | 2026-02-23 | 427.55 | 0.2314 | 0.5282 | no |
| HOOD | 2026-02-23 | 74.60 | 1.0356 | 0.4298 | no |
| HPQ | 2026-02-23 | 17.78 | 0.3328 | 0.4752 | no |
| HWM | 2026-02-23 | 255.84 | 0.2693 | 0.5292 | no |
| IBKR | 2026-02-23 | 73.72 | 0.3623 | 0.5357 | no |
| IR | 2026-02-23 | 95.29 | 0.4370 | 0.4922 | no |
| LMT | 2026-02-23 | 643.96 | 0.3283 | 0.5382 | no |
| LRCX | 2026-02-23 | 244.88 | 0.3070 | 0.6000 | no |
| LUV | 2026-02-23 | 51.18 | 0.9728 | 0.5259 | no |
| LVS | 2026-02-23 | 57.03 | 0.2680 | 0.4299 | no |
| MRNA | 2026-02-23 | 48.69 | 0.6067 | 0.4146 | no |
| MU | 2026-02-23 | 422.07 | 0.9407 | 0.6080 | no |
| NEM | 2026-02-23 | 122.57 | 0.5383 | 0.6306 | no |
| NOW | 2026-02-23 | 101.94 | 0.3550 | 0.4280 | no |
| NRG | 2026-02-23 | 176.37 | 0.5317 | 0.4612 | no |
| ODFL | 2026-02-23 | 200.53 | 0.3394 | 0.4622 | no |
| ORCL | 2026-02-23 | 144.68 | 0.4587 | 0.5117 | no |
| PCAR | 2026-02-23 | 127.11 | 0.2286 | 0.4907 | no |
| PODD | 2026-02-23 | 245.85 | 0.3554 | 0.4268 | no |
| PSKY | 2026-02-23 | 10.57 | 0.2200 | — | no |
| Q | 2026-02-23 | 112.55 | 0.5905 | 0.4755 | no |
| SLB | 2026-02-23 | 50.38 | 0.2124 | 0.4871 | no |
| SNDK | 2026-02-23 | 659.59 | 0.9175 | 0.5489 | no |
| SOLS | 2026-02-23 | 79.75 | 0.7993 | 0.4146 | no |
| STX | 2026-02-23 | 409.39 | 0.7157 | 0.5791 | no |
| SW | 2026-02-23 | 45.20 | 0.7796 | 0.4310 | no |
| TER | 2026-02-23 | 319.05 | 0.7584 | 0.6247 | no |
| TPR | 2026-02-23 | 152.67 | 0.3438 | 0.4240 | no |
| TTD | 2026-02-23 | 24.91 | 0.7659 | 0.4140 | no |
| VTRS | 2026-02-23 | 15.49 | 0.9378 | 0.5442 | no |
| WAB | 2026-02-23 | 264.41 | 0.4285 | 0.5254 | no |
| WDAY | 2026-02-23 | 134.41 | 0.6174 | 0.4423 | no |
| WDC | 2026-02-23 | 283.32 | 1.0131 | 0.5894 | no |