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 | 22.73% | 27.62% | 2026-06-03 | -6.53% |
| buy & hold | participation factor overlay | 6 months | complete | 24.83% | 31.84% | 2026-06-22 | -11.59% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 18.57% | 23.35% | 2026-06-03 | -6.75% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 25.39% | 28.56% | 2026-06-30 | -11.91% |
| weekly rebalance | participation factor overlay | 3 months | complete | 17.87% | 23.53% | 2026-06-02 | -4.59% |
| weekly rebalance | participation factor overlay | 6 months | complete | 18.38% | 23.95% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 16.63% | 21.65% | 2026-06-02 | -4.56% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 17.89% | 22.46% | 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 |
|---|---|---|---|---|---|
| ALB | 2026-03-09 | 157.43 | 0.8152 | 0.4341 | no |
| ALGN | 2026-03-09 | 170.60 | 0.2796 | 0.4394 | no |
| AMAT | 2026-03-09 | 319.74 | 0.7255 | 0.5874 | no |
| AMD | 2026-03-09 | 189.36 | 0.4921 | 0.6083 | no |
| APP | 2026-03-09 | 498.35 | 0.8177 | 0.4151 | no |
| ARES | 2026-03-09 | 103.77 | 1.3559 | 0.4827 | no |
| AXON | 2026-03-09 | 565.51 | 0.8156 | 0.4843 | no |
| AXP | 2026-03-09 | 292.80 | 0.2859 | 0.4394 | no |
| BSX | 2026-03-09 | 70.32 | 0.4140 | 0.4324 | no |
| CAT | 2026-03-09 | 662.73 | 0.4478 | 0.4788 | no |
| CEG | 2026-03-09 | 311.30 | 0.7350 | 0.4532 | no |
| COF | 2026-03-09 | 181.69 | 0.6217 | 0.4790 | no |
| DG | 2026-03-09 | 143.34 | 0.2644 | 0.5230 | no |
| DOW | 2026-03-09 | 34.20 | 0.3333 | 0.4352 | no |
| EIX | 2026-03-09 | 69.70 | 0.2746 | 0.4285 | no |
| ELV | 2026-03-09 | 282.85 | 0.6082 | 0.4574 | no |
| FCX | 2026-03-09 | 57.00 | 0.6042 | 0.5570 | no |
| FDX | 2026-03-09 | 281.16 | 0.4002 | 0.4662 | no |
| FICO | 2026-03-09 | 1446.48 | 0.6661 | 0.4443 | no |
| FSLR | 2026-03-09 | 187.35 | 0.3165 | 0.4722 | no |
| HOOD | 2026-03-09 | 75.92 | 1.1317 | 0.4298 | no |
| HPE | 2026-03-09 | 20.40 | 0.2752 | 0.5585 | no |
| IBKR | 2026-03-09 | 65.21 | 0.2882 | 0.5357 | no |
| IQV | 2026-03-09 | 174.49 | 0.3192 | 0.4272 | no |
| KKR | 2026-03-09 | 88.98 | 0.6683 | 0.4889 | no |
| LHX | 2026-03-09 | 362.78 | 0.2760 | 0.5466 | no |
| LMT | 2026-03-09 | 667.06 | 0.3659 | 0.5387 | no |
| LOW | 2026-03-09 | 247.40 | 0.3412 | 0.4923 | no |
| LRCX | 2026-03-09 | 194.86 | 0.8272 | 0.6000 | no |
| LYB | 2026-03-09 | 67.28 | 0.5160 | 0.4222 | no |
| MOS | 2026-03-09 | 25.77 | 0.4233 | 0.4327 | no |
| MPWR | 2026-03-09 | 1009.49 | 0.2786 | 0.5787 | no |
| MSFT | 2026-03-09 | 403.29 | 0.3954 | 0.4633 | no |
| MU | 2026-03-09 | 363.75 | 0.5035 | 0.6080 | no |
| NCLH | 2026-03-09 | 19.42 | 0.5654 | 0.4490 | no |
| NEM | 2026-03-09 | 111.83 | 0.5859 | 0.6306 | no |
| Q | 2026-03-09 | 106.87 | 0.2845 | 0.5204 | no |
| ROK | 2026-03-09 | 362.06 | 0.3983 | 0.4865 | no |
| RVTY | 2026-03-09 | 89.87 | 0.3566 | 0.4457 | no |
| SNDK | 2026-03-09 | 517.00 | 0.4412 | 0.5489 | no |
| SNPS | 2026-03-09 | 432.57 | 0.7535 | 0.5099 | no |
| TER | 2026-03-09 | 265.20 | 0.5983 | 0.6247 | no |
| UAL | 2026-03-09 | 89.08 | 0.2794 | 0.5326 | no |
| VRSK | 2026-03-09 | 212.06 | 0.2729 | 0.4522 | no |
| VTRS | 2026-03-09 | 13.66 | 0.7180 | 0.5495 | no |
| WAB | 2026-03-09 | 240.47 | 0.3191 | 0.5263 | no |
| WAT | 2026-03-09 | 299.65 | 0.3244 | 0.4316 | no |
| WDAY | 2026-03-09 | 149.69 | 0.5975 | 0.4413 | no |
| WDC | 2026-03-09 | 239.05 | 0.4491 | 0.5894 | no |
| WSM | 2026-03-09 | 180.60 | 0.3114 | 0.4752 | no |