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 | 18.61% | 19.54% | 2026-06-15 | -5.28% |
| buy & hold | participation factor overlay | 6 months | complete | 12.04% | 19.54% | 2026-06-15 | -7.34% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 16.77% | 18.21% | 2026-06-01 | -5.37% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 13.64% | 20.75% | 2026-08-13 | -6.02% |
| weekly rebalance | participation factor overlay | 3 months | complete | 21.13% | 22.77% | 2026-06-15 | -6.66% |
| weekly rebalance | participation factor overlay | 6 months | complete | 14.08% | 22.77% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 20.12% | 21.52% | 2026-06-15 | -5.92% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 14.43% | 21.70% | 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 |
|---|---|---|---|---|---|
| A | 2026-03-16 | 112.71 | 0.2518 | 0.4499 | no |
| ADI | 2026-03-16 | 309.87 | 0.4277 | 0.5954 | no |
| ADSK | 2026-03-16 | 252.09 | 0.5015 | 0.4401 | no |
| ALGN | 2026-03-16 | 166.60 | 0.2664 | 0.4395 | no |
| AMAT | 2026-03-16 | 346.90 | 0.5370 | 0.5874 | no |
| APP | 2026-03-16 | 460.84 | 0.6302 | 0.4151 | no |
| ARES | 2026-03-16 | 98.73 | 0.8691 | 0.4827 | no |
| AXON | 2026-03-16 | 497.65 | 0.4145 | 0.4850 | no |
| BKNG | 2026-03-16 | 169.78 | 0.2554 | 0.4429 | no |
| BR | 2026-03-16 | 175.04 | 0.2512 | 0.5015 | no |
| CARR | 2026-03-16 | 55.62 | 0.4211 | 0.4920 | no |
| CAT | 2026-03-16 | 702.73 | 0.3569 | 0.4788 | no |
| CNC | 2026-03-16 | 34.73 | 0.5977 | 0.4585 | no |
| COF | 2026-03-16 | 180.19 | 0.5280 | 0.4790 | no |
| CTSH | 2026-03-16 | 60.00 | 0.3469 | 0.4268 | no |
| CVX | 2026-03-16 | 193.13 | 0.2804 | 0.4773 | no |
| DDOG | 2026-03-16 | 125.81 | 0.4151 | 0.4338 | no |
| DG | 2026-03-16 | 131.77 | 0.2494 | 0.5280 | no |
| DOW | 2026-03-16 | 35.61 | 0.9787 | 0.4346 | no |
| FCX | 2026-03-16 | 56.95 | 0.2650 | 0.5543 | no |
| FICO | 2026-03-16 | 1141.24 | 0.7756 | 0.4475 | no |
| FSLR | 2026-03-16 | 200.48 | 0.4381 | 0.4722 | no |
| GEV | 2026-03-16 | 816.59 | 0.4156 | 0.5049 | no |
| HAL | 2026-03-16 | 33.52 | 0.3618 | 0.4308 | no |
| HOOD | 2026-03-16 | 75.10 | 0.9493 | 0.4298 | no |
| HPQ | 2026-03-16 | 18.59 | 0.3309 | 0.5694 | no |
| IBKR | 2026-03-16 | 67.12 | 0.3273 | 0.5357 | no |
| IBM | 2026-03-16 | 244.31 | 0.3112 | 0.5015 | no |
| ISRG | 2026-03-16 | 473.32 | 0.3058 | 0.4212 | no |
| KKR | 2026-03-16 | 86.66 | 0.3782 | 0.4889 | no |
| LHX | 2026-03-16 | 356.86 | 0.2859 | 0.5484 | no |
| LRCX | 2026-03-16 | 217.80 | 0.5692 | 0.6000 | no |
| LYB | 2026-03-16 | 70.04 | 0.6699 | 0.4217 | no |
| MOS | 2026-03-16 | 28.09 | 0.3015 | 0.4325 | no |
| MSI | 2026-03-16 | 469.85 | 0.3145 | 0.5303 | no |
| NCLH | 2026-03-16 | 19.38 | 0.5241 | 0.4490 | no |
| NEM | 2026-03-16 | 107.96 | 0.3234 | 0.6306 | no |
| NUE | 2026-03-16 | 164.22 | 0.3965 | 0.5352 | no |
| Q | 2026-03-16 | 111.82 | 0.9850 | 0.5201 | no |
| ROK | 2026-03-16 | 363.04 | 0.2587 | 0.4865 | no |
| SNDK | 2026-03-16 | 687.52 | 0.3736 | 0.5491 | no |
| SNPS | 2026-03-16 | 420.18 | 0.6292 | 0.5099 | no |
| TEL | 2026-03-16 | 201.88 | 0.2611 | 0.4714 | no |
| TSLA | 2026-03-16 | 396.22 | 0.2992 | 0.4671 | no |
| TYL | 2026-03-16 | 348.84 | 0.5179 | 0.4257 | no |
| WAT | 2026-03-16 | 286.00 | 0.3751 | 0.4316 | no |
| WDAY | 2026-03-16 | 133.64 | 0.7458 | 0.4413 | no |
| WDC | 2026-03-16 | 282.63 | 0.3048 | 0.5895 | no |
| WYNN | 2026-03-16 | 100.74 | 0.2777 | 0.4221 | no |
| XOM | 2026-03-16 | 153.95 | 0.2886 | 0.4717 | no |