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 | 21.16% | 21.16% | 2026-06-02 | -9.13% |
| buy & hold | participation factor overlay | 6 months | complete | 19.67% | 23.66% | 2026-08-14 | -9.13% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 20.89% | 20.89% | 2026-06-02 | -8.33% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 21.60% | 24.09% | 2026-08-19 | -10.07% |
| weekly rebalance | participation factor overlay | 3 months | complete | 18.33% | 18.33% | 2026-06-02 | -4.61% |
| weekly rebalance | participation factor overlay | 6 months | complete | 17.67% | 21.57% | 2026-08-19 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 15.97% | 15.97% | 2026-06-02 | -4.29% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 19.73% | 23.41% | 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 |
|---|---|---|---|---|---|
| ADI | 2026-03-02 | 345.69 | 0.4439 | 0.5954 | no |
| AMAT | 2026-03-02 | 365.73 | 0.8231 | 0.5874 | no |
| AMD | 2026-03-02 | 193.85 | 0.4828 | 0.6083 | no |
| AXON | 2026-03-02 | 548.16 | 0.4935 | 0.4843 | no |
| BBY | 2026-03-02 | 58.29 | 0.2530 | 0.5038 | no |
| BKR | 2026-03-02 | 66.04 | 0.2309 | 0.4304 | no |
| CAT | 2026-03-02 | 730.74 | 0.3748 | 0.4788 | no |
| CEG | 2026-03-02 | 320.52 | 0.2083 | 0.4532 | no |
| COF | 2026-03-02 | 190.07 | 0.7196 | 0.4790 | no |
| CRWD | 2026-03-02 | 93.97 | 0.3981 | 0.4729 | no |
| DE | 2026-03-02 | 622.32 | 0.6334 | 0.4596 | no |
| DOW | 2026-03-02 | 30.04 | 0.2860 | 0.4352 | no |
| FCX | 2026-03-02 | 66.85 | 0.2992 | 0.5570 | no |
| FSLR | 2026-03-02 | 193.10 | 0.4675 | 0.4722 | no |
| GEN | 2026-03-02 | 22.03 | 0.2021 | 0.4923 | no |
| GS | 2026-03-02 | 832.24 | 0.2828 | 0.4717 | no |
| HOOD | 2026-03-02 | 73.49 | 0.7083 | 0.4298 | no |
| HPQ | 2026-03-02 | 18.02 | 0.2947 | 0.5691 | no |
| IR | 2026-03-02 | 92.68 | 0.2867 | 0.4922 | no |
| JCI | 2026-03-02 | 143.36 | 0.2117 | 0.4945 | no |
| KKR | 2026-03-02 | 85.42 | 0.5346 | 0.4889 | no |
| LHX | 2026-03-02 | 365.79 | 0.3560 | 0.5466 | no |
| LMT | 2026-03-02 | 676.86 | 0.3917 | 0.5387 | no |
| MOS | 2026-03-02 | 28.23 | 0.2242 | 0.4327 | no |
| MSFT | 2026-03-02 | 391.27 | 0.3367 | 0.4633 | no |
| MU | 2026-03-02 | 401.24 | 0.4482 | 0.6080 | no |
| NEM | 2026-03-02 | 130.73 | 0.2572 | 0.6306 | no |
| NOW | 2026-03-02 | 105.98 | 0.3074 | 0.4275 | no |
| NRG | 2026-03-02 | 174.53 | 0.6447 | 0.4695 | no |
| ORCL | 2026-03-02 | 140.64 | 0.6092 | 0.5117 | no |
| PRU | 2026-03-02 | 94.85 | 0.2365 | 0.4902 | no |
| Q | 2026-03-02 | 124.28 | 0.5189 | 0.5204 | no |
| RMD | 2026-03-02 | 252.82 | 0.2000 | 0.4548 | no |
| ROP | 2026-03-02 | 346.25 | 0.2437 | 0.4158 | no |
| SNDK | 2026-03-02 | 618.65 | 0.4642 | 0.5489 | no |
| SNPS | 2026-03-02 | 413.37 | 0.7485 | 0.5099 | no |
| SW | 2026-03-02 | 44.93 | 0.2577 | 0.4310 | no |
| SWK | 2026-03-02 | 81.74 | 0.3030 | 0.4885 | no |
| TER | 2026-03-02 | 310.26 | 0.4127 | 0.6247 | no |
| TSLA | 2026-03-02 | 390.60 | 0.5125 | 0.4671 | no |
| TTD | 2026-03-02 | 23.08 | 0.9665 | 0.4169 | no |
| TTWO | 2026-03-02 | 209.00 | 0.4229 | 0.4146 | no |
| TXN | 2026-03-02 | 208.90 | 0.2729 | 0.5910 | no |
| VRSK | 2026-03-02 | 208.34 | 0.1956 | 0.4522 | no |
| VTRS | 2026-03-02 | 14.59 | 0.2036 | 0.5495 | no |
| WAT | 2026-03-02 | 313.11 | 0.2409 | 0.4316 | no |
| WDAY | 2026-03-02 | 131.77 | 0.6936 | 0.4413 | no |
| WDC | 2026-03-02 | 270.21 | 0.7812 | 0.5894 | no |
| WYNN | 2026-03-02 | 102.55 | 0.2332 | 0.4221 | no |
| ZBRA | 2026-03-02 | 216.20 | 0.4664 | 0.4655 | no |