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 | 16.32% | 16.32% | 2026-05-22 | -8.60% |
| buy & hold | participation factor overlay | 6 months | complete | 28.81% | 30.53% | 2026-06-22 | -12.09% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 11.66% | 11.78% | 2026-05-11 | -8.64% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 22.49% | 22.79% | 2026-08-19 | -9.89% |
| weekly rebalance | participation factor overlay | 3 months | complete | 12.06% | 12.06% | 2026-05-22 | -5.23% |
| weekly rebalance | participation factor overlay | 6 months | complete | 19.80% | 20.66% | 2026-08-19 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 10.85% | 10.85% | 2026-05-22 | -4.53% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 22.05% | 22.92% | 2026-08-19 | -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 | 2026-02-23 | 121.32 | 0.3436 | 0.4284 | no |
| ABNB | 2026-02-23 | 127.09 | 0.2254 | 0.4783 | no |
| ADI | 2026-02-23 | 349.41 | 0.7212 | 0.5954 | no |
| ALB | 2026-02-23 | 167.01 | 0.3587 | 0.4341 | no |
| AMAT | 2026-02-23 | 371.54 | 1.0242 | 0.5874 | no |
| APO | 2026-02-23 | 117.11 | 0.2126 | — | no |
| APP | 2026-02-23 | 401.63 | 0.4530 | 0.4151 | no |
| ARES | 2026-02-23 | 116.48 | 0.3459 | 0.4827 | no |
| AVGO | 2026-02-23 | 331.03 | 0.2780 | 0.5851 | no |
| AXP | 2026-02-23 | 341.33 | 0.2157 | 0.4394 | no |
| BAC | 2026-02-23 | 52.01 | 0.2862 | 0.4769 | no |
| BBY | 2026-02-23 | 61.57 | 0.4412 | 0.5038 | no |
| BSX | 2026-02-23 | 74.27 | 0.2013 | 0.4324 | no |
| CAT | 2026-02-23 | 756.11 | 0.3380 | 0.4788 | no |
| CRWD | 2026-02-23 | 96.24 | 0.3409 | 0.4729 | no |
| DELL | 2026-02-23 | 120.69 | 0.2038 | 0.5423 | no |
| EIX | 2026-02-23 | 71.96 | 0.3292 | 0.4285 | no |
| GNRC | 2026-02-23 | 227.09 | 0.2358 | 0.4968 | no |
| HOOD | 2026-02-23 | 74.60 | 0.9928 | 0.4298 | no |
| HPE | 2026-02-23 | 20.98 | 0.2411 | 0.5585 | no |
| HPQ | 2026-02-23 | 17.78 | 0.3087 | 0.4752 | no |
| IQV | 2026-02-23 | 163.86 | 0.2229 | 0.4284 | no |
| LRCX | 2026-02-23 | 244.88 | 0.4212 | 0.6000 | no |
| LUV | 2026-02-23 | 51.18 | 1.1099 | 0.5259 | no |
| MCO | 2026-02-23 | 442.13 | 0.2794 | 0.4669 | no |
| MRNA | 2026-02-23 | 48.69 | 0.7660 | 0.4146 | no |
| MU | 2026-02-23 | 422.07 | 1.1618 | 0.6080 | no |
| NEM | 2026-02-23 | 122.57 | 0.7713 | 0.6306 | no |
| NFLX | 2026-02-23 | 77.79 | 0.3211 | — | no |
| NOW | 2026-02-23 | 101.94 | 0.3900 | 0.4280 | no |
| NRG | 2026-02-23 | 176.37 | 0.4961 | 0.4612 | no |
| ODFL | 2026-02-23 | 200.53 | 0.3952 | 0.4622 | no |
| ORCL | 2026-02-23 | 144.68 | 0.4051 | 0.5117 | no |
| PH | 2026-02-23 | 1010.19 | 0.2049 | 0.4922 | no |
| PLTR | 2026-02-23 | 132.04 | 0.2722 | 0.5539 | no |
| PODD | 2026-02-23 | 245.85 | 0.3794 | 0.4268 | no |
| Q | 2026-02-23 | 112.55 | 0.4904 | 0.4755 | no |
| QCOM | 2026-02-23 | 139.78 | 0.2030 | 0.6056 | no |
| SNDK | 2026-02-23 | 659.59 | 0.6608 | 0.5489 | no |
| SNPS | 2026-02-23 | 429.39 | 0.2626 | 0.5712 | no |
| SOLS | 2026-02-23 | 79.75 | 0.7025 | 0.4146 | no |
| STX | 2026-02-23 | 409.39 | 0.6088 | 0.5791 | no |
| SW | 2026-02-23 | 45.20 | 0.5803 | 0.4310 | no |
| TER | 2026-02-23 | 319.05 | 0.5034 | 0.6247 | no |
| TRMB | 2026-02-23 | 67.01 | 0.2490 | 0.4456 | no |
| TTD | 2026-02-23 | 24.91 | 0.8492 | 0.4140 | no |
| VTRS | 2026-02-23 | 15.49 | 1.0553 | 0.5442 | no |
| WAB | 2026-02-23 | 264.41 | 0.4214 | 0.5254 | no |
| WDAY | 2026-02-23 | 134.41 | 0.5895 | 0.4423 | no |
| WDC | 2026-02-23 | 283.32 | 1.1554 | 0.5894 | no |