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 | 18.70% | 23.56% | 2026-06-03 | -5.82% |
| buy & hold | participation factor overlay | 6 months | complete | 23.46% | 26.58% | 2026-06-22 | -9.44% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 14.94% | 19.69% | 2026-06-02 | -6.07% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 22.20% | 24.07% | 2026-08-21 | -10.24% |
| weekly rebalance | participation factor overlay | 3 months | complete | 15.80% | 21.42% | 2026-06-02 | -4.66% |
| weekly rebalance | participation factor overlay | 6 months | complete | 21.82% | 24.75% | 2026-08-19 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 13.56% | 17.86% | 2026-06-02 | -4.01% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 21.80% | 25.42% | 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 |
|---|---|---|---|---|---|
| ALB | 2026-03-09 | 157.43 | 0.7070 | 0.4341 | no |
| AMAT | 2026-03-09 | 319.74 | 0.9199 | 0.5874 | no |
| AMD | 2026-03-09 | 189.36 | 0.7115 | 0.6083 | no |
| APP | 2026-03-09 | 498.35 | 0.7285 | 0.4151 | no |
| ARES | 2026-03-09 | 103.77 | 0.8704 | 0.4827 | no |
| ATO | 2026-03-09 | 181.00 | 0.2821 | 0.5244 | no |
| AXON | 2026-03-09 | 565.51 | 0.4674 | 0.4843 | no |
| BAC | 2026-03-09 | 47.45 | 0.3171 | 0.4769 | no |
| BSX | 2026-03-09 | 70.32 | 0.4255 | 0.4324 | no |
| CEG | 2026-03-09 | 311.30 | 0.8461 | 0.4532 | no |
| CF | 2026-03-09 | 115.63 | 0.3436 | 0.4150 | no |
| COF | 2026-03-09 | 181.69 | 0.6084 | 0.4790 | no |
| DOW | 2026-03-09 | 34.20 | 0.7852 | 0.4352 | no |
| EIX | 2026-03-09 | 69.70 | 0.5219 | 0.4285 | no |
| ELV | 2026-03-09 | 282.85 | 0.7934 | 0.4574 | no |
| FAST | 2026-03-09 | 45.52 | 0.2927 | 0.4506 | no |
| FCX | 2026-03-09 | 57.00 | 0.7821 | 0.5570 | no |
| FDX | 2026-03-09 | 281.16 | 0.4295 | 0.4662 | no |
| FICO | 2026-03-09 | 1446.48 | 0.7492 | 0.4443 | no |
| FSLR | 2026-03-09 | 187.35 | 0.2869 | 0.4722 | no |
| GEN | 2026-03-09 | 22.11 | 0.2941 | 0.4923 | no |
| HOOD | 2026-03-09 | 75.92 | 1.2148 | 0.4298 | no |
| HPQ | 2026-03-09 | 18.46 | 0.3109 | 0.5691 | no |
| IBKR | 2026-03-09 | 65.21 | 0.4395 | 0.5357 | no |
| KKR | 2026-03-09 | 88.98 | 0.5784 | 0.4889 | no |
| LHX | 2026-03-09 | 362.78 | 0.2907 | 0.5466 | no |
| LRCX | 2026-03-09 | 194.86 | 0.9151 | 0.6000 | no |
| LYB | 2026-03-09 | 67.28 | 0.7845 | 0.4222 | no |
| MDT | 2026-03-09 | 88.47 | 0.2903 | 0.4333 | no |
| MOS | 2026-03-09 | 25.77 | 0.4043 | 0.4327 | no |
| MS | 2026-03-09 | 156.22 | 0.5272 | 0.4832 | no |
| MSFT | 2026-03-09 | 403.29 | 0.3553 | 0.4633 | no |
| MTB | 2026-03-09 | 202.06 | 0.3241 | 0.4536 | no |
| MU | 2026-03-09 | 363.75 | 0.6789 | 0.6080 | no |
| NCLH | 2026-03-09 | 19.42 | 0.5675 | 0.4490 | no |
| NEM | 2026-03-09 | 111.83 | 0.5735 | 0.6306 | no |
| NOW | 2026-03-09 | 123.06 | 0.3894 | 0.4275 | no |
| RCL | 2026-03-09 | 265.07 | 0.3370 | 0.4478 | no |
| ROK | 2026-03-09 | 362.06 | 0.3914 | 0.4865 | no |
| SNDK | 2026-03-09 | 517.00 | 0.4232 | 0.5489 | no |
| SNPS | 2026-03-09 | 432.57 | 0.8108 | 0.5099 | no |
| TER | 2026-03-09 | 265.20 | 0.5333 | 0.6247 | no |
| TYL | 2026-03-09 | 370.93 | 0.3235 | 0.4256 | no |
| VRSK | 2026-03-09 | 212.06 | 0.4314 | 0.4522 | no |
| VTRS | 2026-03-09 | 13.66 | 0.6843 | 0.5495 | no |
| WAT | 2026-03-09 | 299.65 | 0.4953 | 0.4316 | no |
| WDAY | 2026-03-09 | 149.69 | 0.4460 | 0.4413 | no |
| WDC | 2026-03-09 | 239.05 | 0.4638 | 0.5894 | no |
| WYNN | 2026-03-09 | 98.21 | 0.2855 | 0.4221 | no |
| ZBRA | 2026-03-09 | 215.00 | 0.3206 | 0.4655 | no |