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 | 9.80% | 10.34% | 2026-05-11 | -10.18% |
| buy & hold | participation factor overlay | 6 months | complete | 21.11% | 21.43% | 2026-06-22 | -10.74% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.76% | 8.47% | 2026-05-11 | -10.19% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 21.01% | 21.21% | 2026-08-19 | -10.19% |
| weekly rebalance | participation factor overlay | 3 months | complete | 13.71% | 13.71% | 2026-05-22 | -6.20% |
| weekly rebalance | participation factor overlay | 6 months | complete | 21.49% | 22.61% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 12.13% | 12.13% | 2026-05-22 | -5.72% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 19.81% | 20.72% | 2026-08-19 | -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 |
|---|---|---|---|---|---|
| A | 2026-02-23 | 121.32 | 0.5512 | 0.4284 | no |
| ADI | 2026-02-23 | 349.41 | 0.8553 | 0.5954 | no |
| ALB | 2026-02-23 | 167.01 | 0.5900 | 0.4341 | no |
| AMAT | 2026-02-23 | 371.54 | 0.9298 | 0.5874 | no |
| ARES | 2026-02-23 | 116.48 | 0.4003 | 0.4827 | no |
| AWK | 2026-02-23 | 128.63 | 0.2645 | 0.4579 | no |
| BBY | 2026-02-23 | 61.57 | 0.3738 | 0.5038 | no |
| BSX | 2026-02-23 | 74.27 | 0.3490 | 0.4324 | no |
| CAT | 2026-02-23 | 756.11 | 0.3570 | 0.4788 | no |
| CNC | 2026-02-23 | 42.83 | 0.2959 | 0.4585 | no |
| COIN | 2026-02-23 | 166.16 | 0.2591 | — | no |
| CRWD | 2026-02-23 | 96.24 | 0.4201 | 0.4729 | no |
| EIX | 2026-02-23 | 71.96 | 0.3873 | 0.4285 | no |
| FCX | 2026-02-23 | 63.94 | 0.4351 | 0.5570 | no |
| FICO | 2026-02-23 | 1335.97 | 0.2827 | 0.4494 | no |
| GNRC | 2026-02-23 | 227.09 | 0.5063 | 0.4968 | no |
| HOOD | 2026-02-23 | 74.60 | 1.3187 | 0.4298 | no |
| HPQ | 2026-02-23 | 17.78 | 0.3256 | 0.4752 | no |
| IBKR | 2026-02-23 | 73.72 | 0.2938 | 0.5357 | no |
| IQV | 2026-02-23 | 163.86 | 0.2613 | 0.4284 | no |
| JPM | 2026-02-23 | 305.85 | 0.3051 | 0.4593 | no |
| LMT | 2026-02-23 | 643.96 | 0.3334 | 0.5382 | no |
| LRCX | 2026-02-23 | 244.88 | 0.2607 | 0.6000 | no |
| LUV | 2026-02-23 | 51.18 | 1.1592 | 0.5259 | no |
| MRNA | 2026-02-23 | 48.69 | 0.4478 | 0.4146 | no |
| MU | 2026-02-23 | 422.07 | 0.8251 | 0.6080 | no |
| NEM | 2026-02-23 | 122.57 | 0.6033 | 0.6306 | no |
| NFLX | 2026-02-23 | 77.79 | 0.2665 | — | no |
| NOW | 2026-02-23 | 101.94 | 0.4937 | 0.4280 | no |
| NRG | 2026-02-23 | 176.37 | 0.4769 | 0.4612 | no |
| ODFL | 2026-02-23 | 200.53 | 0.5068 | 0.4622 | no |
| ORCL | 2026-02-23 | 144.68 | 0.6208 | 0.5117 | no |
| PLTR | 2026-02-23 | 132.04 | 0.2667 | 0.5539 | no |
| PODD | 2026-02-23 | 245.85 | 0.5487 | 0.4268 | no |
| PSKY | 2026-02-23 | 10.57 | 0.2648 | — | no |
| Q | 2026-02-23 | 112.55 | 0.6343 | 0.4755 | no |
| SNDK | 2026-02-23 | 659.59 | 0.6389 | 0.5489 | no |
| SOLS | 2026-02-23 | 79.75 | 0.7507 | 0.4146 | no |
| STX | 2026-02-23 | 409.39 | 0.4498 | 0.5791 | no |
| SW | 2026-02-23 | 45.20 | 0.5938 | 0.4310 | no |
| SYF | 2026-02-23 | 71.76 | 0.2857 | 0.4739 | no |
| TER | 2026-02-23 | 319.05 | 0.7302 | 0.6247 | no |
| TPR | 2026-02-23 | 152.67 | 0.3255 | 0.4240 | no |
| TTD | 2026-02-23 | 24.91 | 0.8301 | 0.4140 | no |
| UHS | 2026-02-23 | 229.10 | 0.3518 | 0.4814 | no |
| VTRS | 2026-02-23 | 15.49 | 1.1212 | 0.5442 | no |
| WAB | 2026-02-23 | 264.41 | 0.3555 | 0.5254 | no |
| WDAY | 2026-02-23 | 134.41 | 0.6117 | 0.4423 | no |
| WDC | 2026-02-23 | 283.32 | 0.8444 | 0.5894 | no |
| XOM | 2026-02-23 | 146.20 | 0.2662 | 0.4717 | no |