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 | 20.95% | 25.77% | 2026-06-02 | -7.05% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 21.65% | 25.77% | 2026-06-02 | -8.44% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 19.14% | 23.67% | 2026-06-22 | -6.58% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 19.41% | 23.67% | 2026-06-22 | -8.31% |
| weekly rebalance | participation factor overlay | 3 months | complete | 19.46% | 22.00% | 2026-06-22 | -6.66% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 18.87% | 23.96% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 17.07% | 19.79% | 2026-06-15 | -5.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 18.25% | 22.69% | 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 |
|---|---|---|---|---|---|
| ADBE | 2026-03-23 | 248.95 | 0.2642 | 0.4498 | no |
| ADI | 2026-03-23 | 313.66 | 0.5093 | 0.5954 | no |
| ALGN | 2026-03-23 | 178.00 | 0.2616 | 0.4395 | no |
| AMAT | 2026-03-23 | 366.97 | 0.6080 | 0.5874 | no |
| APA | 2026-03-23 | 37.65 | 0.5063 | 0.5485 | no |
| APH | 2026-03-23 | 64.46 | 0.3141 | 0.4861 | no |
| APP | 2026-03-23 | 445.93 | 0.6519 | 0.4151 | no |
| ARES | 2026-03-23 | 108.62 | 0.4562 | 0.4811 | no |
| BAX | 2026-03-23 | 16.60 | 0.3825 | 0.4324 | no |
| BBY | 2026-03-23 | 61.57 | 0.4460 | 0.4704 | no |
| CNC | 2026-03-23 | 34.72 | 0.7814 | 0.4585 | no |
| COF | 2026-03-23 | 187.31 | 0.3967 | 0.4758 | no |
| COIN | 2026-03-23 | 198.60 | 0.2712 | — | no |
| COP | 2026-03-23 | 121.90 | 0.3899 | 0.4717 | no |
| CPRT | 2026-03-23 | 33.28 | 0.4743 | 0.5282 | no |
| CSX | 2026-03-23 | 38.60 | 0.2764 | 0.4681 | no |
| DDOG | 2026-03-23 | 125.97 | 0.5522 | 0.4338 | no |
| DOW | 2026-03-23 | 35.15 | 0.9456 | 0.4342 | no |
| FICO | 2026-03-23 | 1131.09 | 0.6010 | 0.4475 | no |
| GEN | 2026-03-23 | 21.05 | 0.2592 | 0.4923 | no |
| GILD | 2026-03-23 | 137.99 | 0.5414 | 0.4338 | no |
| HON | 2026-03-23 | 233.93 | 0.3289 | 0.4943 | no |
| HOOD | 2026-03-23 | 71.85 | 0.7654 | 0.4276 | no |
| HPQ | 2026-03-23 | 17.97 | 0.3711 | 0.5694 | no |
| IBM | 2026-03-23 | 242.96 | 0.3083 | 0.5015 | no |
| IDXX | 2026-03-23 | 592.60 | 0.3435 | 0.4632 | no |
| JCI | 2026-03-23 | 133.23 | 0.2869 | 0.4941 | no |
| LRCX | 2026-03-23 | 230.23 | 0.7235 | 0.6000 | no |
| LYB | 2026-03-23 | 69.17 | 0.5873 | 0.4213 | no |
| MOS | 2026-03-23 | 23.00 | 0.7822 | 0.4314 | no |
| MPWR | 2026-03-23 | 1096.13 | 0.5654 | 0.5787 | no |
| MU | 2026-03-23 | 425.91 | 0.3043 | 0.6239 | no |
| NCLH | 2026-03-23 | 19.95 | 0.6374 | 0.4489 | no |
| NEM | 2026-03-23 | 95.45 | 0.3740 | 0.6306 | no |
| ON | 2026-03-23 | 60.81 | 0.5669 | 0.5930 | no |
| OXY | 2026-03-23 | 57.97 | 0.6677 | 0.5214 | no |
| PSX | 2026-03-23 | 168.99 | 0.3094 | 0.4533 | no |
| Q | 2026-03-23 | 111.88 | 0.7157 | 0.5201 | no |
| RCL | 2026-03-23 | 273.61 | 0.3192 | 0.4477 | no |
| RVTY | 2026-03-23 | 88.18 | 0.2742 | 0.4457 | no |
| SMCI | 2026-03-23 | 20.31 | 0.3708 | 0.5038 | no |
| SNDK | 2026-03-23 | 716.00 | 0.3284 | 0.5487 | no |
| SNPS | 2026-03-23 | 430.21 | 0.4375 | 0.5099 | no |
| SYF | 2026-03-23 | 67.37 | 0.3189 | 0.4725 | no |
| TER | 2026-03-23 | 300.78 | 0.4843 | 0.6246 | no |
| TSLA | 2026-03-23 | 373.09 | 0.3920 | 0.4671 | no |
| TYL | 2026-03-23 | 351.50 | 0.3706 | 0.4257 | no |
| VTRS | 2026-03-23 | 13.19 | 0.2695 | 0.5495 | no |
| WDAY | 2026-03-23 | 137.19 | 0.3463 | 0.4413 | no |
| WDC | 2026-03-23 | 298.44 | 0.3695 | 0.5895 | no |