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 | 22.85% | 22.85% | 2026-06-02 | -8.99% |
| buy & hold | participation factor overlay | 6 months | complete | 20.05% | 25.50% | 2026-06-22 | -10.22% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 21.67% | 21.67% | 2026-06-02 | -9.52% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 17.59% | 23.80% | 2026-06-22 | -10.86% |
| weekly rebalance | participation factor overlay | 3 months | complete | 19.53% | 19.53% | 2026-06-02 | -5.93% |
| weekly rebalance | participation factor overlay | 6 months | complete | 14.17% | 19.93% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 18.96% | 18.96% | 2026-06-02 | -5.69% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 15.57% | 19.74% | 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 | 2026-03-02 | 118.35 | 0.2418 | 0.4499 | no |
| ADI | 2026-03-02 | 345.69 | 0.3013 | 0.5954 | no |
| ALB | 2026-03-02 | 172.07 | 0.4283 | 0.4341 | no |
| AMAT | 2026-03-02 | 365.73 | 0.7407 | 0.5874 | no |
| AMD | 2026-03-02 | 193.85 | 0.3989 | 0.6083 | no |
| ATO | 2026-03-02 | 184.63 | 0.1934 | 0.5244 | no |
| AXON | 2026-03-02 | 548.16 | 0.8631 | 0.4843 | no |
| BBY | 2026-03-02 | 58.29 | 0.3860 | 0.5038 | no |
| BDX | 2026-03-02 | 170.76 | 0.2721 | 0.4314 | no |
| BKR | 2026-03-02 | 66.04 | 0.2671 | 0.4304 | no |
| COF | 2026-03-02 | 190.07 | 0.5715 | 0.4790 | no |
| CRWD | 2026-03-02 | 93.97 | 0.3525 | 0.4729 | no |
| DE | 2026-03-02 | 622.32 | 0.6771 | 0.4596 | no |
| ELV | 2026-03-02 | 310.51 | 0.2022 | 0.4574 | no |
| EME | 2026-03-02 | 718.55 | 0.3063 | 0.5373 | no |
| FCX | 2026-03-02 | 66.85 | 0.4319 | 0.5570 | no |
| FICO | 2026-03-02 | 1380.14 | 0.2820 | 0.4443 | no |
| FSLR | 2026-03-02 | 193.10 | 0.5170 | 0.4722 | no |
| GNRC | 2026-03-02 | 220.70 | 0.2514 | 0.4967 | no |
| GPN | 2026-03-02 | 73.76 | 0.4293 | 0.4418 | no |
| GS | 2026-03-02 | 832.24 | 0.2727 | 0.4717 | no |
| HOOD | 2026-03-02 | 73.49 | 0.6357 | 0.4298 | no |
| HPQ | 2026-03-02 | 18.02 | 0.2021 | 0.5691 | no |
| KKR | 2026-03-02 | 85.42 | 0.7074 | 0.4889 | no |
| LMT | 2026-03-02 | 676.86 | 0.5227 | 0.5387 | no |
| LOW | 2026-03-02 | 257.17 | 0.2141 | 0.4923 | no |
| LVS | 2026-03-02 | 54.99 | 0.3599 | 0.4298 | no |
| MOS | 2026-03-02 | 28.23 | 0.3309 | 0.4327 | no |
| MSFT | 2026-03-02 | 391.27 | 0.2575 | 0.4633 | no |
| MTD | 2026-03-02 | 1346.63 | 0.2313 | 0.4162 | no |
| MU | 2026-03-02 | 401.24 | 0.4362 | 0.6080 | no |
| NRG | 2026-03-02 | 174.53 | 0.3293 | 0.4695 | no |
| ORCL | 2026-03-02 | 140.64 | 0.4511 | 0.5117 | no |
| Q | 2026-03-02 | 124.28 | 0.3077 | 0.5204 | no |
| ROP | 2026-03-02 | 346.25 | 0.2945 | 0.4158 | no |
| SNDK | 2026-03-02 | 618.65 | 0.7424 | 0.5489 | no |
| SNPS | 2026-03-02 | 413.37 | 0.6985 | 0.5099 | no |
| SRE | 2026-03-02 | 94.79 | 0.2106 | 0.4572 | no |
| STX | 2026-03-02 | 392.62 | 0.5311 | 0.5791 | no |
| SW | 2026-03-02 | 44.93 | 0.2530 | 0.4310 | no |
| SWK | 2026-03-02 | 81.74 | 0.2447 | 0.4885 | no |
| TER | 2026-03-02 | 310.26 | 0.5346 | 0.6247 | no |
| TSLA | 2026-03-02 | 390.60 | 0.4839 | 0.4671 | no |
| TTD | 2026-03-02 | 23.08 | 1.2669 | 0.4169 | no |
| TTWO | 2026-03-02 | 209.00 | 0.3345 | 0.4146 | no |
| VRSK | 2026-03-02 | 208.34 | 0.3106 | 0.4522 | no |
| WAT | 2026-03-02 | 313.11 | 0.2599 | 0.4316 | no |
| WDAY | 2026-03-02 | 131.77 | 0.4334 | 0.4413 | no |
| WDC | 2026-03-02 | 270.21 | 0.7610 | 0.5894 | no |
| ZBRA | 2026-03-02 | 216.20 | 0.3995 | 0.4655 | no |