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 | 13.77% | 17.64% | 2026-06-04 | -5.71% |
| buy & hold | participation factor overlay | 6 months | complete | 14.84% | 20.12% | 2026-08-14 | -6.46% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.63% | 12.08% | 2026-06-02 | -6.48% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 14.42% | 18.75% | 2026-08-25 | -6.48% |
| weekly rebalance | participation factor overlay | 3 months | complete | 13.93% | 18.44% | 2026-06-02 | -4.83% |
| weekly rebalance | participation factor overlay | 6 months | complete | 18.77% | 22.87% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 11.50% | 16.06% | 2026-06-02 | -4.70% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 16.82% | 21.89% | 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 |
|---|---|---|---|---|---|
| ADI | 2026-03-09 | 308.45 | 0.2811 | 0.5954 | no |
| AFL | 2026-03-09 | 108.97 | 0.2816 | 0.4883 | no |
| ALB | 2026-03-09 | 157.43 | 0.5530 | 0.4341 | no |
| ALGN | 2026-03-09 | 170.60 | 0.3456 | 0.4394 | no |
| AMAT | 2026-03-09 | 319.74 | 0.8176 | 0.5874 | no |
| AMD | 2026-03-09 | 189.36 | 0.7450 | 0.6083 | no |
| APP | 2026-03-09 | 498.35 | 0.8375 | 0.4151 | no |
| ARES | 2026-03-09 | 103.77 | 1.1188 | 0.4827 | no |
| AXON | 2026-03-09 | 565.51 | 0.7307 | 0.4843 | no |
| AXP | 2026-03-09 | 292.80 | 0.3501 | 0.4394 | no |
| BSX | 2026-03-09 | 70.32 | 0.4330 | 0.4324 | no |
| CEG | 2026-03-09 | 311.30 | 0.7968 | 0.4532 | no |
| CF | 2026-03-09 | 115.63 | 0.2927 | 0.4150 | no |
| COF | 2026-03-09 | 181.69 | 0.6765 | 0.4790 | no |
| DAL | 2026-03-09 | 57.27 | 0.2856 | 0.5227 | no |
| DOW | 2026-03-09 | 34.20 | 0.3988 | 0.4352 | no |
| EIX | 2026-03-09 | 69.70 | 0.4665 | 0.4285 | no |
| ELV | 2026-03-09 | 282.85 | 0.6778 | 0.4574 | no |
| FCX | 2026-03-09 | 57.00 | 0.7032 | 0.5570 | no |
| FICO | 2026-03-09 | 1446.48 | 0.5686 | 0.4443 | no |
| FSLR | 2026-03-09 | 187.35 | 0.4942 | 0.4722 | no |
| GNRC | 2026-03-09 | 200.05 | 0.2761 | 0.4967 | no |
| HOOD | 2026-03-09 | 75.92 | 1.4025 | 0.4298 | no |
| IBKR | 2026-03-09 | 65.21 | 0.3441 | 0.5357 | no |
| IDXX | 2026-03-09 | 601.52 | 0.2813 | 0.4632 | no |
| KKR | 2026-03-09 | 88.98 | 0.6991 | 0.4889 | no |
| LMT | 2026-03-09 | 667.06 | 0.2877 | 0.5387 | no |
| LRCX | 2026-03-09 | 194.86 | 0.8509 | 0.6000 | no |
| LYB | 2026-03-09 | 67.28 | 0.4501 | 0.4222 | no |
| MET | 2026-03-09 | 69.72 | 0.3034 | 0.4696 | no |
| MOS | 2026-03-09 | 25.77 | 0.3589 | 0.4327 | no |
| MPWR | 2026-03-09 | 1009.49 | 0.3602 | 0.5787 | no |
| MS | 2026-03-09 | 156.22 | 0.3782 | 0.4832 | no |
| MSFT | 2026-03-09 | 403.29 | 0.3178 | 0.4633 | no |
| NCLH | 2026-03-09 | 19.42 | 0.5820 | 0.4490 | no |
| NEM | 2026-03-09 | 111.83 | 0.6615 | 0.6306 | no |
| NOW | 2026-03-09 | 123.06 | 0.3702 | 0.4275 | no |
| RMD | 2026-03-09 | 248.63 | 0.2933 | 0.4548 | no |
| SNPS | 2026-03-09 | 432.57 | 0.4430 | 0.5099 | no |
| TER | 2026-03-09 | 265.20 | 0.5214 | 0.6247 | no |
| TTWO | 2026-03-09 | 208.69 | 0.3938 | 0.4146 | no |
| TYL | 2026-03-09 | 370.93 | 0.3163 | 0.4256 | no |
| UAL | 2026-03-09 | 89.08 | 0.4315 | 0.5326 | no |
| VTRS | 2026-03-09 | 13.66 | 0.7455 | 0.5495 | no |
| WAT | 2026-03-09 | 299.65 | 0.3082 | 0.4316 | no |
| WDAY | 2026-03-09 | 149.69 | 0.7953 | 0.4413 | no |
| WDC | 2026-03-09 | 239.05 | 0.2880 | 0.5894 | no |
| WSM | 2026-03-09 | 180.60 | 0.2997 | 0.4752 | no |
| WYNN | 2026-03-09 | 98.21 | 0.2930 | 0.4221 | no |
| ZBRA | 2026-03-09 | 215.00 | 0.3923 | 0.4655 | no |