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 | 15.79% | 17.11% | 2026-06-15 | -5.40% |
| buy & hold | participation factor overlay | 6 months | complete | 10.46% | 17.89% | 2026-08-14 | -7.09% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 13.68% | 15.25% | 2026-06-15 | -4.37% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 11.11% | 17.33% | 2026-08-27 | -5.77% |
| weekly rebalance | participation factor overlay | 3 months | complete | 17.67% | 19.51% | 2026-06-15 | -5.60% |
| weekly rebalance | participation factor overlay | 6 months | complete | 16.95% | 23.15% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 15.89% | 17.45% | 2026-06-15 | -5.20% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 16.07% | 22.86% | 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 | 2026-03-16 | 309.87 | 0.3689 | 0.5954 | no |
| ADSK | 2026-03-16 | 252.09 | 0.4203 | 0.4401 | no |
| AJG | 2026-03-16 | 208.72 | 0.3436 | 0.4701 | no |
| AMAT | 2026-03-16 | 346.90 | 0.6218 | 0.5874 | no |
| APP | 2026-03-16 | 460.84 | 0.7252 | 0.4151 | no |
| ARES | 2026-03-16 | 98.73 | 0.4185 | 0.4827 | no |
| BKNG | 2026-03-16 | 169.78 | 0.2777 | 0.4429 | no |
| CARR | 2026-03-16 | 55.62 | 0.3859 | 0.4920 | no |
| CAT | 2026-03-16 | 702.73 | 0.3667 | 0.4788 | no |
| CF | 2026-03-16 | 122.79 | 0.3409 | 0.4147 | no |
| CNC | 2026-03-16 | 34.73 | 0.6939 | 0.4585 | no |
| COF | 2026-03-16 | 180.19 | 0.2579 | 0.4790 | no |
| CTSH | 2026-03-16 | 60.00 | 0.5113 | 0.4268 | no |
| DDOG | 2026-03-16 | 125.81 | 0.4187 | 0.4338 | no |
| DG | 2026-03-16 | 131.77 | 0.3331 | 0.5280 | no |
| DOW | 2026-03-16 | 35.61 | 0.6410 | 0.4346 | no |
| EME | 2026-03-16 | 721.90 | 0.3700 | 0.5389 | no |
| EXPE | 2026-03-16 | 228.54 | 0.2800 | 0.4761 | no |
| FCX | 2026-03-16 | 56.95 | 0.3881 | 0.5543 | no |
| FDX | 2026-03-16 | 284.12 | 0.3415 | 0.4665 | no |
| FICO | 2026-03-16 | 1141.24 | 0.8813 | 0.4475 | no |
| FSLR | 2026-03-16 | 200.48 | 0.2560 | 0.4722 | no |
| GEV | 2026-03-16 | 816.59 | 0.3759 | 0.5049 | no |
| GNRC | 2026-03-16 | 203.91 | 0.4064 | 0.4968 | no |
| HOOD | 2026-03-16 | 75.10 | 0.9185 | 0.4298 | no |
| IBKR | 2026-03-16 | 67.12 | 0.4793 | 0.5357 | no |
| IBM | 2026-03-16 | 244.31 | 0.4223 | 0.5015 | no |
| KKR | 2026-03-16 | 86.66 | 0.6923 | 0.4889 | no |
| LHX | 2026-03-16 | 356.86 | 0.3839 | 0.5484 | no |
| LRCX | 2026-03-16 | 217.80 | 0.5782 | 0.6000 | no |
| LYB | 2026-03-16 | 70.04 | 0.5358 | 0.4217 | no |
| MOS | 2026-03-16 | 28.09 | 0.2820 | 0.4325 | no |
| MPWR | 2026-03-16 | 1075.05 | 0.3608 | 0.5787 | no |
| MSFT | 2026-03-16 | 396.46 | 0.3053 | 0.4633 | no |
| MSI | 2026-03-16 | 469.85 | 0.4265 | 0.5303 | no |
| NCLH | 2026-03-16 | 19.38 | 0.2705 | 0.4490 | no |
| NEM | 2026-03-16 | 107.96 | 0.2908 | 0.6306 | no |
| OXY | 2026-03-16 | 56.82 | 0.4120 | 0.5214 | no |
| Q | 2026-03-16 | 111.82 | 0.4497 | 0.5201 | no |
| RCL | 2026-03-16 | 276.91 | 0.3726 | 0.4478 | no |
| SNDK | 2026-03-16 | 687.52 | 0.3521 | 0.5491 | no |
| SNPS | 2026-03-16 | 420.18 | 0.5110 | 0.5099 | no |
| TECH | 2026-03-16 | 51.35 | 0.2926 | 0.4312 | no |
| TEL | 2026-03-16 | 201.88 | 0.2805 | 0.4714 | no |
| TSLA | 2026-03-16 | 396.22 | 0.3124 | 0.4671 | no |
| TYL | 2026-03-16 | 348.84 | 0.4981 | 0.4257 | no |
| UHS | 2026-03-16 | 194.57 | 0.3851 | 0.4735 | no |
| VRTX | 2026-03-16 | 475.14 | 0.2821 | 0.4634 | no |
| WAT | 2026-03-16 | 286.00 | 0.5948 | 0.4316 | no |
| WDAY | 2026-03-16 | 133.64 | 0.6857 | 0.4413 | no |