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 | 24.39% | 29.76% | 2026-06-03 | -5.96% |
| buy & hold | participation factor overlay | 6 months | complete | 25.78% | 33.42% | 2026-06-22 | -12.22% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 23.23% | 28.90% | 2026-06-03 | -5.86% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 23.82% | 32.16% | 2026-06-22 | -12.78% |
| weekly rebalance | participation factor overlay | 3 months | complete | 18.39% | 24.07% | 2026-06-02 | -4.58% |
| weekly rebalance | participation factor overlay | 6 months | complete | 22.95% | 26.46% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 17.45% | 22.20% | 2026-06-02 | -4.23% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 21.62% | 25.27% | 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 |
|---|---|---|---|---|---|
| ADI | 2026-03-09 | 308.45 | 0.2353 | 0.5954 | no |
| ALB | 2026-03-09 | 157.43 | 0.4586 | 0.4341 | no |
| ALGN | 2026-03-09 | 170.60 | 0.2554 | 0.4394 | no |
| AMAT | 2026-03-09 | 319.74 | 0.7548 | 0.5874 | no |
| AMD | 2026-03-09 | 189.36 | 0.7959 | 0.6083 | no |
| APP | 2026-03-09 | 498.35 | 0.8037 | 0.4151 | no |
| ARES | 2026-03-09 | 103.77 | 1.4216 | 0.4827 | no |
| AXON | 2026-03-09 | 565.51 | 0.5270 | 0.4843 | no |
| BSX | 2026-03-09 | 70.32 | 0.4865 | 0.4324 | no |
| CEG | 2026-03-09 | 311.30 | 0.6024 | 0.4532 | no |
| COF | 2026-03-09 | 181.69 | 0.5365 | 0.4790 | no |
| DOW | 2026-03-09 | 34.20 | 0.5621 | 0.4352 | no |
| EIX | 2026-03-09 | 69.70 | 0.3997 | 0.4285 | no |
| ELV | 2026-03-09 | 282.85 | 0.5989 | 0.4574 | no |
| FCX | 2026-03-09 | 57.00 | 0.5757 | 0.5570 | no |
| FICO | 2026-03-09 | 1446.48 | 0.7748 | 0.4443 | no |
| FSLR | 2026-03-09 | 187.35 | 0.3543 | 0.4722 | no |
| HOOD | 2026-03-09 | 75.92 | 1.2769 | 0.4298 | no |
| HPE | 2026-03-09 | 20.40 | 0.5300 | 0.5585 | no |
| IBKR | 2026-03-09 | 65.21 | 0.3051 | 0.5357 | no |
| IDXX | 2026-03-09 | 601.52 | 0.2487 | 0.4632 | no |
| KKR | 2026-03-09 | 88.98 | 0.6163 | 0.4889 | no |
| LMT | 2026-03-09 | 667.06 | 0.4427 | 0.5387 | no |
| LRCX | 2026-03-09 | 194.86 | 1.0179 | 0.6000 | no |
| LYB | 2026-03-09 | 67.28 | 0.3486 | 0.4222 | no |
| MET | 2026-03-09 | 69.72 | 0.2396 | 0.4696 | no |
| MOS | 2026-03-09 | 25.77 | 0.4584 | 0.4327 | no |
| MPWR | 2026-03-09 | 1009.49 | 0.4350 | 0.5787 | no |
| MS | 2026-03-09 | 156.22 | 0.4494 | 0.4832 | no |
| MSFT | 2026-03-09 | 403.29 | 0.2786 | 0.4633 | no |
| MTB | 2026-03-09 | 202.06 | 0.2449 | 0.4536 | no |
| MU | 2026-03-09 | 363.75 | 0.4742 | 0.6080 | no |
| NCLH | 2026-03-09 | 19.42 | 0.4940 | 0.4490 | no |
| NEM | 2026-03-09 | 111.83 | 0.5465 | 0.6306 | no |
| ON | 2026-03-09 | 55.97 | 0.2609 | 0.5930 | no |
| RMD | 2026-03-09 | 248.63 | 0.2553 | 0.4548 | no |
| ROK | 2026-03-09 | 362.06 | 0.3571 | 0.4865 | no |
| RTX | 2026-03-09 | 210.18 | 0.2583 | 0.5349 | no |
| SNDK | 2026-03-09 | 517.00 | 0.4434 | 0.5489 | no |
| SNPS | 2026-03-09 | 432.57 | 0.4956 | 0.5099 | no |
| TECH | 2026-03-09 | 52.65 | 0.2678 | 0.4312 | no |
| TER | 2026-03-09 | 265.20 | 0.7883 | 0.6247 | no |
| TRGP | 2026-03-09 | 235.49 | 0.3023 | 0.4975 | no |
| TYL | 2026-03-09 | 370.93 | 0.2534 | 0.4256 | no |
| VTRS | 2026-03-09 | 13.66 | 0.6924 | 0.5495 | no |
| WAT | 2026-03-09 | 299.65 | 0.4611 | 0.4316 | no |
| WDAY | 2026-03-09 | 149.69 | 0.5035 | 0.4413 | no |
| WDC | 2026-03-09 | 239.05 | 0.4331 | 0.5894 | no |
| WSM | 2026-03-09 | 180.60 | 0.2547 | 0.4752 | no |
| WYNN | 2026-03-09 | 98.21 | 0.3526 | 0.4221 | no |