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 | 9.44% | 10.24% | 2026-05-11 | -9.67% |
| buy & hold | participation factor overlay | 6 months | complete | 19.04% | 21.50% | 2026-06-22 | -11.05% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.83% | 9.20% | 2026-05-11 | -9.24% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 17.52% | 17.78% | 2026-08-19 | -9.24% |
| weekly rebalance | participation factor overlay | 3 months | complete | 9.31% | 9.31% | 2026-05-22 | -7.39% |
| weekly rebalance | participation factor overlay | 6 months | complete | 17.22% | 18.61% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 7.63% | 7.63% | 2026-05-22 | -6.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 17.70% | 18.71% | 2026-08-19 | -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 |
|---|---|---|---|---|---|
| A | 2026-02-23 | 121.32 | 0.4728 | 0.4284 | no |
| ADI | 2026-02-23 | 349.41 | 0.8062 | 0.5954 | no |
| AIG | 2026-02-23 | 78.72 | 0.2439 | 0.4649 | no |
| ALB | 2026-02-23 | 167.01 | 0.2525 | 0.4341 | no |
| AMAT | 2026-02-23 | 371.54 | 0.7547 | 0.5874 | no |
| APP | 2026-02-23 | 401.63 | 0.4743 | 0.4151 | no |
| AWK | 2026-02-23 | 128.63 | 0.2555 | 0.4579 | no |
| BAC | 2026-02-23 | 52.01 | 0.2405 | 0.4769 | no |
| BBY | 2026-02-23 | 61.57 | 0.3214 | 0.5038 | no |
| BSX | 2026-02-23 | 74.27 | 0.3589 | 0.4324 | no |
| CAT | 2026-02-23 | 756.11 | 0.4568 | 0.4788 | no |
| CEG | 2026-02-23 | 292.70 | 0.3142 | 0.4532 | no |
| CRWD | 2026-02-23 | 96.24 | 0.4161 | 0.4729 | no |
| DOW | 2026-02-23 | 29.10 | 0.3197 | 0.4352 | no |
| EIX | 2026-02-23 | 71.96 | 0.2064 | 0.4285 | no |
| FCX | 2026-02-23 | 63.94 | 0.5266 | 0.5570 | no |
| FDS | 2026-02-23 | 190.27 | 0.2933 | 0.4772 | no |
| GNRC | 2026-02-23 | 227.09 | 0.2919 | 0.4968 | no |
| HOOD | 2026-02-23 | 74.60 | 0.8974 | 0.4298 | no |
| IBKR | 2026-02-23 | 73.72 | 0.3232 | 0.5357 | no |
| IBM | 2026-02-23 | 250.71 | 0.2173 | 0.5013 | no |
| IQV | 2026-02-23 | 163.86 | 0.2444 | 0.4284 | no |
| JPM | 2026-02-23 | 305.85 | 0.3253 | 0.4593 | no |
| LMT | 2026-02-23 | 643.96 | 0.2888 | 0.5382 | no |
| LRCX | 2026-02-23 | 244.88 | 0.2234 | 0.6000 | no |
| LUV | 2026-02-23 | 51.18 | 1.0685 | 0.5259 | no |
| MAS | 2026-02-23 | 74.47 | 0.4738 | 0.4458 | no |
| MCO | 2026-02-23 | 442.13 | 0.2086 | 0.4669 | no |
| MRNA | 2026-02-23 | 48.69 | 0.3959 | 0.4146 | no |
| MU | 2026-02-23 | 422.07 | 0.8153 | 0.6080 | no |
| NEM | 2026-02-23 | 122.57 | 0.4895 | 0.6306 | no |
| NOW | 2026-02-23 | 101.94 | 0.3977 | 0.4280 | no |
| NRG | 2026-02-23 | 176.37 | 0.4401 | 0.4612 | no |
| ODFL | 2026-02-23 | 200.53 | 0.6245 | 0.4622 | no |
| ORCL | 2026-02-23 | 144.68 | 0.4752 | 0.5117 | no |
| PODD | 2026-02-23 | 245.85 | 0.4534 | 0.4268 | no |
| Q | 2026-02-23 | 112.55 | 0.2899 | 0.4755 | no |
| SNDK | 2026-02-23 | 659.59 | 0.3446 | 0.5489 | no |
| SNPS | 2026-02-23 | 429.39 | 0.2569 | 0.5712 | no |
| SOLS | 2026-02-23 | 79.75 | 0.7686 | 0.4146 | no |
| SOLV | 2026-02-23 | 72.19 | 0.2535 | 0.4709 | no |
| STX | 2026-02-23 | 409.39 | 0.5154 | 0.5791 | no |
| SW | 2026-02-23 | 45.20 | 0.4726 | 0.4310 | no |
| TER | 2026-02-23 | 319.05 | 0.5828 | 0.6247 | no |
| TTD | 2026-02-23 | 24.91 | 0.7376 | 0.4140 | no |
| UHS | 2026-02-23 | 229.10 | 0.2574 | 0.4814 | no |
| VTRS | 2026-02-23 | 15.49 | 1.0618 | 0.5442 | no |
| WAB | 2026-02-23 | 264.41 | 0.3493 | 0.5254 | no |
| WDAY | 2026-02-23 | 134.41 | 0.4565 | 0.4423 | no |
| WDC | 2026-02-23 | 283.32 | 0.9530 | 0.5894 | no |