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 | 23.52% | 28.59% | 2026-06-22 | -6.07% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 23.51% | 28.59% | 2026-06-22 | -9.64% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 18.43% | 22.93% | 2026-06-22 | -6.42% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 20.65% | 24.12% | 2026-08-17 | -7.42% |
| weekly rebalance | participation factor overlay | 3 months | complete | 18.24% | 22.36% | 2026-06-15 | -6.66% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 14.78% | 22.36% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 17.29% | 21.16% | 2026-06-15 | -5.92% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 14.59% | 21.34% | 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 |
|---|---|---|---|---|---|
| ADI | 2026-03-23 | 313.66 | 0.3067 | 0.5954 | no |
| ALGN | 2026-03-23 | 178.00 | 0.3332 | 0.4395 | no |
| AMAT | 2026-03-23 | 366.97 | 0.3799 | 0.5874 | no |
| APA | 2026-03-23 | 37.65 | 0.7569 | 0.5485 | no |
| APH | 2026-03-23 | 64.46 | 0.2655 | 0.4861 | no |
| APP | 2026-03-23 | 445.93 | 0.4028 | 0.4151 | no |
| ARES | 2026-03-23 | 108.62 | 0.4355 | 0.4811 | no |
| BAX | 2026-03-23 | 16.60 | 0.2852 | 0.4324 | no |
| BBY | 2026-03-23 | 61.57 | 0.2997 | 0.4704 | no |
| BKR | 2026-03-23 | 61.21 | 0.3739 | 0.4304 | no |
| CAT | 2026-03-23 | 696.38 | 0.2665 | 0.4788 | no |
| CNC | 2026-03-23 | 34.72 | 0.9001 | 0.4585 | no |
| COF | 2026-03-23 | 187.31 | 0.3065 | 0.4758 | no |
| COP | 2026-03-23 | 121.90 | 0.4412 | 0.4717 | no |
| CSX | 2026-03-23 | 38.60 | 0.3390 | 0.4681 | no |
| CVX | 2026-03-23 | 195.12 | 0.2691 | 0.4773 | no |
| DASH | 2026-03-23 | 159.26 | 0.3336 | 0.4601 | no |
| DDOG | 2026-03-23 | 125.97 | 0.5040 | 0.4338 | no |
| DOW | 2026-03-23 | 35.15 | 1.0499 | 0.4342 | no |
| ELV | 2026-03-23 | 291.39 | 0.2861 | 0.4574 | no |
| FICO | 2026-03-23 | 1131.09 | 0.7630 | 0.4475 | no |
| HON | 2026-03-23 | 233.93 | 0.3726 | 0.4943 | no |
| HOOD | 2026-03-23 | 71.85 | 0.9066 | 0.4276 | no |
| HPQ | 2026-03-23 | 17.97 | 0.4136 | 0.5694 | no |
| IBKR | 2026-03-23 | 67.17 | 0.2700 | 0.5336 | no |
| IDXX | 2026-03-23 | 592.60 | 0.3346 | 0.4632 | no |
| IEX | 2026-03-23 | 187.81 | 0.2595 | 0.4848 | no |
| JCI | 2026-03-23 | 133.23 | 0.2684 | 0.4941 | no |
| LRCX | 2026-03-23 | 230.23 | 0.3492 | 0.6000 | no |
| LYB | 2026-03-23 | 69.17 | 0.8515 | 0.4213 | no |
| MOS | 2026-03-23 | 23.00 | 1.1235 | 0.4314 | no |
| MPWR | 2026-03-23 | 1096.13 | 0.3068 | 0.5787 | no |
| MU | 2026-03-23 | 425.91 | 0.7105 | 0.6239 | no |
| NCLH | 2026-03-23 | 19.95 | 0.5241 | 0.4489 | no |
| NEM | 2026-03-23 | 95.45 | 0.5340 | 0.6306 | no |
| ON | 2026-03-23 | 60.81 | 0.4033 | 0.5930 | no |
| OXY | 2026-03-23 | 57.97 | 0.7416 | 0.5214 | no |
| PSX | 2026-03-23 | 168.99 | 0.4562 | 0.4533 | no |
| Q | 2026-03-23 | 111.88 | 0.8777 | 0.5201 | no |
| SMCI | 2026-03-23 | 20.31 | 0.3077 | 0.5038 | no |
| SNDK | 2026-03-23 | 716.00 | 0.4652 | 0.5487 | no |
| SNPS | 2026-03-23 | 430.21 | 0.3973 | 0.5099 | no |
| TER | 2026-03-23 | 300.78 | 0.5389 | 0.6246 | no |
| TSLA | 2026-03-23 | 373.09 | 0.3277 | 0.4671 | no |
| TT | 2026-03-23 | 416.56 | 0.2860 | 0.4899 | no |
| UHS | 2026-03-23 | 187.14 | 0.4452 | 0.4735 | no |
| VLO | 2026-03-23 | 230.26 | 0.3576 | 0.4796 | no |
| VRTX | 2026-03-23 | 458.42 | 0.3537 | 0.4634 | no |
| WDAY | 2026-03-23 | 137.19 | 0.4667 | 0.4413 | no |
| WDC | 2026-03-23 | 298.44 | 0.7704 | 0.5895 | no |