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 | 19.11% | 19.11% | 2026-06-02 | -9.65% |
| buy & hold | participation factor overlay | 6 months | complete | 16.30% | 22.14% | 2026-06-22 | -9.76% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 17.60% | 17.60% | 2026-06-02 | -9.28% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.38% | 20.36% | 2026-06-30 | -10.24% |
| weekly rebalance | participation factor overlay | 3 months | complete | 15.17% | 15.17% | 2026-06-02 | -6.90% |
| weekly rebalance | participation factor overlay | 6 months | complete | 15.42% | 19.48% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 13.50% | 13.50% | 2026-06-02 | -6.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 14.70% | 19.19% | 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 | 2026-03-02 | 118.35 | 0.2743 | 0.4499 | no |
| ADI | 2026-03-02 | 345.69 | 0.3658 | 0.5954 | no |
| AMAT | 2026-03-02 | 365.73 | 0.3792 | 0.5874 | no |
| AMD | 2026-03-02 | 193.85 | 0.5102 | 0.6083 | no |
| AXON | 2026-03-02 | 548.16 | 0.3179 | 0.4843 | no |
| BALL | 2026-03-02 | 66.12 | 0.3376 | 0.4377 | no |
| BBY | 2026-03-02 | 58.29 | 0.4813 | 0.5038 | no |
| CAT | 2026-03-02 | 730.74 | 0.3803 | 0.4788 | no |
| CEG | 2026-03-02 | 320.52 | 0.3135 | 0.4532 | no |
| COF | 2026-03-02 | 190.07 | 0.6127 | 0.4790 | no |
| COIN | 2026-03-02 | 172.50 | 0.2311 | — | no |
| CRWD | 2026-03-02 | 93.97 | 0.7393 | 0.4729 | no |
| DE | 2026-03-02 | 622.32 | 0.6708 | 0.4596 | no |
| EME | 2026-03-02 | 718.55 | 0.2444 | 0.5373 | no |
| FCX | 2026-03-02 | 66.85 | 0.4105 | 0.5570 | no |
| FSLR | 2026-03-02 | 193.10 | 0.4854 | 0.4722 | no |
| GEHC | 2026-03-02 | 82.84 | 0.2840 | 0.4647 | no |
| GNRC | 2026-03-02 | 220.70 | 0.4492 | 0.4967 | no |
| GS | 2026-03-02 | 832.24 | 0.3254 | 0.4717 | no |
| HOOD | 2026-03-02 | 73.49 | 0.7468 | 0.4298 | no |
| IR | 2026-03-02 | 92.68 | 0.3246 | 0.4922 | no |
| JCI | 2026-03-02 | 143.36 | 0.4155 | 0.4945 | no |
| KKR | 2026-03-02 | 85.42 | 0.4459 | 0.4889 | no |
| LHX | 2026-03-02 | 365.79 | 0.2571 | 0.5466 | no |
| LMT | 2026-03-02 | 676.86 | 0.5471 | 0.5387 | no |
| MCO | 2026-03-02 | 467.39 | 0.3257 | 0.4648 | no |
| MOS | 2026-03-02 | 28.23 | 0.4268 | 0.4327 | no |
| MSFT | 2026-03-02 | 391.27 | 0.4564 | 0.4633 | no |
| NRG | 2026-03-02 | 174.53 | 0.8587 | 0.4695 | no |
| ORCL | 2026-03-02 | 140.64 | 0.6129 | 0.5117 | no |
| PLTR | 2026-03-02 | 140.77 | 0.3516 | 0.5539 | no |
| PRU | 2026-03-02 | 94.85 | 0.2611 | 0.4902 | no |
| Q | 2026-03-02 | 124.28 | 0.3354 | 0.5204 | no |
| SNDK | 2026-03-02 | 618.65 | 0.5235 | 0.5489 | no |
| SNPS | 2026-03-02 | 413.37 | 0.7753 | 0.5099 | no |
| STX | 2026-03-02 | 392.62 | 0.5617 | 0.5791 | no |
| SW | 2026-03-02 | 44.93 | 0.2677 | 0.4310 | no |
| TER | 2026-03-02 | 310.26 | 0.4737 | 0.6247 | no |
| TFC | 2026-03-02 | 47.42 | 0.3477 | 0.4672 | no |
| TSLA | 2026-03-02 | 390.60 | 0.5314 | 0.4671 | no |
| TTD | 2026-03-02 | 23.08 | 0.9094 | 0.4169 | no |
| TTWO | 2026-03-02 | 209.00 | 0.3450 | 0.4146 | no |
| V | 2026-03-02 | 314.26 | 0.2782 | 0.4249 | no |
| VRSK | 2026-03-02 | 208.34 | 0.3417 | 0.4522 | no |
| VTRS | 2026-03-02 | 14.59 | 0.2881 | 0.5495 | no |
| WAT | 2026-03-02 | 313.11 | 0.2921 | 0.4316 | no |
| WDAY | 2026-03-02 | 131.77 | 0.5189 | 0.4413 | no |
| WDC | 2026-03-02 | 270.21 | 0.5439 | 0.5894 | no |
| WYNN | 2026-03-02 | 102.55 | 0.2285 | 0.4221 | no |
| ZBRA | 2026-03-02 | 216.20 | 0.5447 | 0.4655 | no |