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 | 13.07% | 15.45% | 2026-06-04 | -4.77% |
| buy & hold | participation factor overlay | 6 months | complete | 8.45% | 15.80% | 2026-08-13 | -6.36% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 10.76% | 12.82% | 2026-06-04 | -4.38% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 9.86% | 16.75% | 2026-08-13 | -5.90% |
| weekly rebalance | participation factor overlay | 3 months | complete | 21.45% | 23.35% | 2026-06-15 | -6.66% |
| weekly rebalance | participation factor overlay | 6 months | complete | 19.21% | 25.39% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 18.98% | 20.74% | 2026-06-15 | -5.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 18.38% | 23.67% | 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 | 2026-03-16 | 309.87 | 0.5480 | 0.5954 | no |
| ADSK | 2026-03-16 | 252.09 | 0.4532 | 0.4401 | no |
| ALGN | 2026-03-16 | 166.60 | 0.3367 | 0.4395 | no |
| AMAT | 2026-03-16 | 346.90 | 0.4324 | 0.5874 | no |
| APP | 2026-03-16 | 460.84 | 0.8457 | 0.4151 | no |
| ARES | 2026-03-16 | 98.73 | 0.7216 | 0.4827 | no |
| AXON | 2026-03-16 | 497.65 | 0.5693 | 0.4850 | no |
| BAX | 2026-03-16 | 17.13 | 0.2768 | 0.4324 | no |
| BKR | 2026-03-16 | 54.09 | 0.3625 | 0.4304 | no |
| BR | 2026-03-16 | 175.04 | 0.2835 | 0.5015 | no |
| CARR | 2026-03-16 | 55.62 | 0.3080 | 0.4920 | no |
| CAT | 2026-03-16 | 702.73 | 0.5185 | 0.4788 | no |
| CF | 2026-03-16 | 122.79 | 0.3212 | 0.4147 | no |
| CNC | 2026-03-16 | 34.73 | 0.3202 | 0.4585 | no |
| COF | 2026-03-16 | 180.19 | 0.6063 | 0.4790 | no |
| COP | 2026-03-16 | 119.50 | 0.2930 | 0.4717 | no |
| CTSH | 2026-03-16 | 60.00 | 0.3620 | 0.4268 | no |
| DOW | 2026-03-16 | 35.61 | 0.6775 | 0.4346 | no |
| FCX | 2026-03-16 | 56.95 | 0.7147 | 0.5543 | no |
| FDS | 2026-03-16 | 204.33 | 0.4857 | 0.4768 | no |
| FDX | 2026-03-16 | 284.12 | 0.2783 | 0.4665 | no |
| FICO | 2026-03-16 | 1141.24 | 1.0630 | 0.4475 | no |
| FSLR | 2026-03-16 | 200.48 | 0.3760 | 0.4722 | no |
| GEV | 2026-03-16 | 816.59 | 0.3561 | 0.5049 | no |
| HAL | 2026-03-16 | 33.52 | 0.2911 | 0.4308 | no |
| HOOD | 2026-03-16 | 75.10 | 0.7642 | 0.4298 | no |
| IBKR | 2026-03-16 | 67.12 | 0.3157 | 0.5357 | no |
| IBM | 2026-03-16 | 244.31 | 0.2893 | 0.5015 | no |
| ISRG | 2026-03-16 | 473.32 | 0.4657 | 0.4212 | no |
| JCI | 2026-03-16 | 131.26 | 0.4666 | 0.4941 | no |
| KKR | 2026-03-16 | 86.66 | 0.4916 | 0.4889 | no |
| LHX | 2026-03-16 | 356.86 | 0.2829 | 0.5484 | no |
| LRCX | 2026-03-16 | 217.80 | 0.8084 | 0.6000 | no |
| LYB | 2026-03-16 | 70.04 | 0.5587 | 0.4217 | no |
| MPWR | 2026-03-16 | 1075.05 | 0.3029 | 0.5787 | no |
| NCLH | 2026-03-16 | 19.38 | 0.8169 | 0.4490 | no |
| NOW | 2026-03-16 | 116.90 | 0.4086 | 0.4275 | no |
| NWS | 2026-03-16 | 27.07 | 0.3137 | — | no |
| Q | 2026-03-16 | 111.82 | 0.4333 | 0.5201 | no |
| ROK | 2026-03-16 | 363.04 | 0.3592 | 0.4865 | no |
| SLB | 2026-03-16 | 44.10 | 0.3974 | 0.4871 | no |
| SNPS | 2026-03-16 | 420.18 | 0.4889 | 0.5099 | no |
| TEL | 2026-03-16 | 201.88 | 0.3191 | 0.4714 | no |
| TER | 2026-03-16 | 295.73 | 0.6286 | 0.6246 | no |
| TSLA | 2026-03-16 | 396.22 | 0.3983 | 0.4671 | no |
| TYL | 2026-03-16 | 348.84 | 0.3684 | 0.4257 | no |
| VRTX | 2026-03-16 | 475.14 | 0.2983 | 0.4634 | no |
| VTRS | 2026-03-16 | 13.46 | 0.3768 | 0.5495 | no |
| WAT | 2026-03-16 | 286.00 | 0.3742 | 0.4316 | no |
| WDAY | 2026-03-16 | 133.64 | 0.6798 | 0.4413 | no |