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 | 20.26% | 25.09% | 2026-06-22 | -5.14% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 20.05% | 25.09% | 2026-06-22 | -8.35% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 19.05% | 23.66% | 2026-06-22 | -4.96% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 20.29% | 25.10% | 2026-08-17 | -7.21% |
| weekly rebalance | participation factor overlay | 3 months | complete | 17.23% | 19.58% | 2026-06-15 | -5.60% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 18.02% | 23.23% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 14.62% | 17.11% | 2026-06-15 | -5.20% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 16.71% | 22.51% | 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 | 2026-03-23 | 313.66 | 0.5988 | 0.5954 | no |
| ALGN | 2026-03-23 | 178.00 | 0.3627 | 0.4395 | no |
| AMAT | 2026-03-23 | 366.97 | 0.6359 | 0.5874 | no |
| APA | 2026-03-23 | 37.65 | 0.4074 | 0.5485 | no |
| ARES | 2026-03-23 | 108.62 | 0.6668 | 0.4811 | no |
| BAX | 2026-03-23 | 16.60 | 0.3464 | 0.4324 | no |
| BBY | 2026-03-23 | 61.57 | 0.2741 | 0.4704 | no |
| CARR | 2026-03-23 | 59.27 | 0.4099 | 0.4920 | no |
| CEG | 2026-03-23 | 289.63 | 0.2494 | 0.4532 | no |
| CNC | 2026-03-23 | 34.72 | 1.0083 | 0.4585 | no |
| COF | 2026-03-23 | 187.31 | 0.3003 | 0.4758 | no |
| COIN | 2026-03-23 | 198.60 | 0.2574 | — | no |
| COP | 2026-03-23 | 121.90 | 0.3246 | 0.4717 | no |
| CSX | 2026-03-23 | 38.60 | 0.3184 | 0.4681 | no |
| CVX | 2026-03-23 | 195.12 | 0.3014 | 0.4773 | no |
| DDOG | 2026-03-23 | 125.97 | 0.5293 | 0.4338 | no |
| DOW | 2026-03-23 | 35.15 | 1.0328 | 0.4342 | no |
| EME | 2026-03-23 | 733.64 | 0.3480 | 0.5393 | no |
| FCX | 2026-03-23 | 54.02 | 0.4794 | 0.5543 | no |
| FICO | 2026-03-23 | 1131.09 | 0.7043 | 0.4475 | no |
| HON | 2026-03-23 | 233.93 | 0.3585 | 0.4943 | no |
| HOOD | 2026-03-23 | 71.85 | 0.8926 | 0.4276 | no |
| HPQ | 2026-03-23 | 17.97 | 0.3130 | 0.5694 | no |
| IDXX | 2026-03-23 | 592.60 | 0.2623 | 0.4632 | no |
| IP | 2026-03-23 | 33.74 | 0.3178 | 0.4148 | no |
| ITW | 2026-03-23 | 260.18 | 0.2544 | 0.5056 | no |
| JCI | 2026-03-23 | 133.23 | 0.3574 | 0.4941 | no |
| LRCX | 2026-03-23 | 230.23 | 0.3240 | 0.6000 | no |
| LYB | 2026-03-23 | 69.17 | 0.4748 | 0.4213 | no |
| MOS | 2026-03-23 | 23.00 | 0.9979 | 0.4314 | no |
| MPWR | 2026-03-23 | 1096.13 | 0.4775 | 0.5787 | no |
| MU | 2026-03-23 | 425.91 | 0.4017 | 0.6239 | no |
| NCLH | 2026-03-23 | 19.95 | 0.5998 | 0.4489 | no |
| NEM | 2026-03-23 | 95.45 | 0.3917 | 0.6306 | no |
| NRG | 2026-03-23 | 147.03 | 0.2743 | 0.4695 | no |
| ON | 2026-03-23 | 60.81 | 0.2749 | 0.5930 | no |
| OXY | 2026-03-23 | 57.97 | 0.7560 | 0.5214 | no |
| PGR | 2026-03-23 | 205.89 | 0.2436 | 0.5013 | no |
| PSX | 2026-03-23 | 168.99 | 0.3011 | 0.4533 | no |
| Q | 2026-03-23 | 111.88 | 1.0418 | 0.5201 | no |
| RCL | 2026-03-23 | 273.61 | 0.4672 | 0.4477 | no |
| SNDK | 2026-03-23 | 716.00 | 0.4924 | 0.5487 | no |
| SNPS | 2026-03-23 | 430.21 | 0.4189 | 0.5099 | no |
| TECH | 2026-03-23 | 52.57 | 0.3872 | 0.4312 | no |
| TER | 2026-03-23 | 300.78 | 0.3404 | 0.6246 | no |
| TSLA | 2026-03-23 | 373.09 | 0.4371 | 0.4671 | no |
| VLO | 2026-03-23 | 230.26 | 0.5574 | 0.4796 | no |
| VRTX | 2026-03-23 | 458.42 | 0.4031 | 0.4634 | no |
| WDAY | 2026-03-23 | 137.19 | 0.4826 | 0.4413 | no |
| WDC | 2026-03-23 | 298.44 | 0.3812 | 0.5895 | no |