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 | 20.00% | 21.10% | 2026-06-15 | -4.49% |
| buy & hold | participation factor overlay | 6 months | complete | 13.22% | 21.10% | 2026-06-15 | -7.45% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 19.22% | 20.33% | 2026-06-15 | -4.54% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | complete | 17.94% | 24.62% | 2026-08-27 | -6.93% |
| weekly rebalance | participation factor overlay | 3 months | complete | 18.44% | 20.49% | 2026-06-02 | -6.51% |
| weekly rebalance | participation factor overlay | 6 months | complete | 18.32% | 23.80% | 2026-08-19 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 16.73% | 18.27% | 2026-06-15 | -5.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | complete | 20.50% | 24.97% | 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 |
|---|---|---|---|---|---|
| ADI | 2026-03-16 | 309.87 | 0.5214 | 0.5954 | no |
| ADSK | 2026-03-16 | 252.09 | 0.3124 | 0.4401 | no |
| AJG | 2026-03-16 | 208.72 | 0.2894 | 0.4701 | no |
| AMAT | 2026-03-16 | 346.90 | 0.3225 | 0.5874 | no |
| APO | 2026-03-16 | 104.48 | 0.2689 | — | no |
| APP | 2026-03-16 | 460.84 | 0.6382 | 0.4151 | no |
| APTV | 2026-03-16 | 70.76 | 0.3858 | 0.4367 | no |
| ARES | 2026-03-16 | 98.73 | 0.7599 | 0.4827 | no |
| AXON | 2026-03-16 | 497.65 | 0.2806 | 0.4850 | no |
| BKR | 2026-03-16 | 54.09 | 0.4655 | 0.4304 | no |
| BR | 2026-03-16 | 175.04 | 0.2655 | 0.5015 | no |
| C | 2026-03-16 | 106.26 | 0.2913 | 0.4773 | no |
| CAT | 2026-03-16 | 702.73 | 0.4798 | 0.4788 | no |
| CEG | 2026-03-16 | 304.93 | 0.4063 | 0.4532 | no |
| CF | 2026-03-16 | 122.79 | 0.3505 | 0.4147 | no |
| CNC | 2026-03-16 | 34.73 | 0.6128 | 0.4585 | no |
| COF | 2026-03-16 | 180.19 | 0.3714 | 0.4790 | no |
| DDOG | 2026-03-16 | 125.81 | 0.3278 | 0.4338 | no |
| DOW | 2026-03-16 | 35.61 | 0.8282 | 0.4346 | no |
| ELV | 2026-03-16 | 291.08 | 0.3325 | 0.4574 | no |
| EME | 2026-03-16 | 721.90 | 0.4508 | 0.5389 | no |
| ERIE | 2026-03-16 | 244.27 | 0.2945 | — | no |
| FCX | 2026-03-16 | 56.95 | 0.5813 | 0.5543 | no |
| FICO | 2026-03-16 | 1141.24 | 1.0058 | 0.4475 | no |
| GEV | 2026-03-16 | 816.59 | 0.4153 | 0.5049 | no |
| HAL | 2026-03-16 | 33.52 | 0.2738 | 0.4308 | no |
| HOOD | 2026-03-16 | 75.10 | 0.8772 | 0.4298 | no |
| IBKR | 2026-03-16 | 67.12 | 0.4180 | 0.5357 | no |
| LHX | 2026-03-16 | 356.86 | 0.5641 | 0.5484 | no |
| LRCX | 2026-03-16 | 217.80 | 0.5198 | 0.6000 | no |
| LYB | 2026-03-16 | 70.04 | 0.8137 | 0.4217 | no |
| MDT | 2026-03-16 | 85.93 | 0.2643 | 0.4333 | no |
| MPWR | 2026-03-16 | 1075.05 | 0.4020 | 0.5787 | no |
| NCLH | 2026-03-16 | 19.38 | 0.4591 | 0.4490 | no |
| NWS | 2026-03-16 | 27.07 | 0.3713 | — | no |
| OXY | 2026-03-16 | 56.82 | 0.2606 | 0.5214 | no |
| PSX | 2026-03-16 | 171.06 | 0.2713 | 0.4533 | no |
| ROK | 2026-03-16 | 363.04 | 0.3043 | 0.4865 | no |
| SLB | 2026-03-16 | 44.10 | 0.3149 | 0.4871 | no |
| SNDK | 2026-03-16 | 687.52 | 0.5810 | 0.5491 | no |
| SNPS | 2026-03-16 | 420.18 | 0.5497 | 0.5099 | no |
| TER | 2026-03-16 | 295.73 | 0.3012 | 0.6246 | no |
| TSLA | 2026-03-16 | 396.22 | 0.3825 | 0.4671 | no |
| TT | 2026-03-16 | 425.27 | 0.2611 | 0.4899 | no |
| TYL | 2026-03-16 | 348.84 | 0.3978 | 0.4257 | no |
| VTRS | 2026-03-16 | 13.46 | 0.4265 | 0.5495 | no |
| WAT | 2026-03-16 | 286.00 | 0.3393 | 0.4316 | no |
| WDAY | 2026-03-16 | 133.64 | 0.6639 | 0.4413 | no |
| WDC | 2026-03-16 | 282.63 | 0.2915 | 0.5895 | no |
| WYNN | 2026-03-16 | 100.74 | 0.2732 | 0.4221 | no |