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 | 20.09% | 20.09% | 2026-06-02 | -9.95% |
| buy & hold | participation factor overlay | 6 months | complete | 15.59% | 22.37% | 2026-06-22 | -10.51% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 18.37% | 18.37% | 2026-06-02 | -9.74% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.69% | 20.64% | 2026-06-30 | -11.01% |
| weekly rebalance | participation factor overlay | 3 months | complete | 20.05% | 20.05% | 2026-06-02 | -6.20% |
| weekly rebalance | participation factor overlay | 6 months | complete | 18.44% | 22.37% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 18.41% | 18.41% | 2026-06-02 | -5.04% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 18.50% | 21.38% | 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 | 2026-03-02 | 118.35 | 0.2370 | 0.4499 | no |
| ADI | 2026-03-02 | 345.69 | 0.2454 | 0.5954 | no |
| ALB | 2026-03-02 | 172.07 | 0.3219 | 0.4341 | no |
| ALGN | 2026-03-02 | 184.59 | 0.2464 | 0.4394 | no |
| AMAT | 2026-03-02 | 365.73 | 0.5984 | 0.5874 | no |
| AMD | 2026-03-02 | 193.85 | 0.5207 | 0.6083 | no |
| AXON | 2026-03-02 | 548.16 | 0.3125 | 0.4843 | no |
| BBY | 2026-03-02 | 58.29 | 0.4212 | 0.5038 | no |
| CAT | 2026-03-02 | 730.74 | 0.3785 | 0.4788 | no |
| CCL | 2026-03-02 | 28.52 | 0.3922 | 0.4199 | no |
| CEG | 2026-03-02 | 320.52 | 0.3857 | 0.4532 | no |
| COF | 2026-03-02 | 190.07 | 0.6092 | 0.4790 | no |
| CRWD | 2026-03-02 | 93.97 | 0.5714 | 0.4729 | no |
| DE | 2026-03-02 | 622.32 | 0.5637 | 0.4596 | no |
| FCX | 2026-03-02 | 66.85 | 0.4344 | 0.5570 | no |
| FICO | 2026-03-02 | 1380.14 | 0.3557 | 0.4443 | no |
| FITB | 2026-03-02 | 48.24 | 0.2835 | — | no |
| FSLR | 2026-03-02 | 193.10 | 0.5118 | 0.4722 | no |
| GEN | 2026-03-02 | 22.03 | 0.3215 | 0.4923 | no |
| GNRC | 2026-03-02 | 220.70 | 0.2895 | 0.4967 | no |
| GS | 2026-03-02 | 832.24 | 0.2495 | 0.4717 | no |
| HII | 2026-03-02 | 447.16 | 0.3543 | 0.5289 | no |
| HOOD | 2026-03-02 | 73.49 | 0.7813 | 0.4298 | no |
| HPQ | 2026-03-02 | 18.02 | 0.3807 | 0.5691 | no |
| IR | 2026-03-02 | 92.68 | 0.4148 | 0.4922 | no |
| KKR | 2026-03-02 | 85.42 | 0.3674 | 0.4889 | no |
| LHX | 2026-03-02 | 365.79 | 0.2689 | 0.5466 | no |
| LMT | 2026-03-02 | 676.86 | 0.5658 | 0.5387 | no |
| LOW | 2026-03-02 | 257.17 | 0.2758 | 0.4923 | no |
| MAS | 2026-03-02 | 71.57 | 0.2529 | 0.4484 | no |
| MOS | 2026-03-02 | 28.23 | 0.3620 | 0.4327 | no |
| MSFT | 2026-03-02 | 391.27 | 0.4243 | 0.4633 | no |
| NRG | 2026-03-02 | 174.53 | 0.7121 | 0.4695 | no |
| ORCL | 2026-03-02 | 140.64 | 0.9362 | 0.5117 | no |
| PLTR | 2026-03-02 | 140.77 | 0.2928 | 0.5539 | no |
| Q | 2026-03-02 | 124.28 | 0.4618 | 0.5204 | no |
| RMD | 2026-03-02 | 252.82 | 0.2489 | 0.4548 | no |
| SNDK | 2026-03-02 | 618.65 | 0.7095 | 0.5489 | no |
| SNPS | 2026-03-02 | 413.37 | 0.7521 | 0.5099 | no |
| STX | 2026-03-02 | 392.62 | 0.3421 | 0.5791 | no |
| TER | 2026-03-02 | 310.26 | 0.4172 | 0.6247 | no |
| TSLA | 2026-03-02 | 390.60 | 0.3780 | 0.4671 | no |
| TTD | 2026-03-02 | 23.08 | 1.0128 | 0.4169 | no |
| TTWO | 2026-03-02 | 209.00 | 0.3195 | 0.4146 | no |
| TXN | 2026-03-02 | 208.90 | 0.4049 | 0.5910 | no |
| WAT | 2026-03-02 | 313.11 | 0.3157 | 0.4316 | no |
| WDAY | 2026-03-02 | 131.77 | 0.5252 | 0.4413 | no |
| WDC | 2026-03-02 | 270.21 | 0.5734 | 0.5894 | no |
| WYNN | 2026-03-02 | 102.55 | 0.3148 | 0.4221 | no |
| ZBRA | 2026-03-02 | 216.20 | 0.2872 | 0.4655 | no |