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 | 21.09% | 25.93% | 2026-06-22 | -4.99% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 19.60% | 25.93% | 2026-06-22 | -9.44% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 19.24% | 23.78% | 2026-06-22 | -4.85% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 18.92% | 23.87% | 2026-06-25 | -8.38% |
| weekly rebalance | participation factor overlay | 3 months | complete | 15.30% | 19.04% | 2026-06-02 | -6.51% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 17.94% | 22.31% | 2026-08-19 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 14.34% | 17.27% | 2026-06-15 | -5.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 20.32% | 23.91% | 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 | 2026-03-23 | 313.66 | 0.5886 | 0.5954 | no |
| ALGN | 2026-03-23 | 178.00 | 0.3671 | 0.4395 | no |
| AMAT | 2026-03-23 | 366.97 | 0.5174 | 0.5874 | no |
| APA | 2026-03-23 | 37.65 | 0.7983 | 0.5485 | no |
| APP | 2026-03-23 | 445.93 | 0.4640 | 0.4151 | no |
| ARES | 2026-03-23 | 108.62 | 0.4746 | 0.4811 | no |
| BAX | 2026-03-23 | 16.60 | 0.3725 | 0.4324 | no |
| BG | 2026-03-23 | 116.85 | 0.4029 | 0.4402 | no |
| BKR | 2026-03-23 | 61.21 | 0.2941 | 0.4304 | no |
| CAT | 2026-03-23 | 696.38 | 0.3696 | 0.4788 | no |
| CEG | 2026-03-23 | 289.63 | 0.3305 | 0.4532 | no |
| CNC | 2026-03-23 | 34.72 | 0.9654 | 0.4585 | no |
| COIN | 2026-03-23 | 198.60 | 0.2567 | — | no |
| COP | 2026-03-23 | 121.90 | 0.3091 | 0.4717 | no |
| CPRT | 2026-03-23 | 33.28 | 0.4971 | 0.5282 | no |
| CSX | 2026-03-23 | 38.60 | 0.2769 | 0.4681 | no |
| CVX | 2026-03-23 | 195.12 | 0.3227 | 0.4773 | no |
| DDOG | 2026-03-23 | 125.97 | 0.3772 | 0.4338 | no |
| DOW | 2026-03-23 | 35.15 | 1.3489 | 0.4342 | no |
| ELV | 2026-03-23 | 291.39 | 0.2687 | 0.4574 | no |
| EME | 2026-03-23 | 733.64 | 0.3392 | 0.5393 | no |
| FICO | 2026-03-23 | 1131.09 | 0.8066 | 0.4475 | no |
| GPC | 2026-03-23 | 96.71 | 0.3337 | 0.4982 | no |
| HII | 2026-03-23 | 401.37 | 0.2901 | 0.5303 | no |
| HON | 2026-03-23 | 233.93 | 0.3229 | 0.4943 | no |
| HOOD | 2026-03-23 | 71.85 | 0.6633 | 0.4276 | no |
| HPQ | 2026-03-23 | 17.97 | 0.3656 | 0.5694 | no |
| JCI | 2026-03-23 | 133.23 | 0.4670 | 0.4941 | no |
| LRCX | 2026-03-23 | 230.23 | 0.5554 | 0.6000 | no |
| LYB | 2026-03-23 | 69.17 | 0.7172 | 0.4213 | no |
| MOS | 2026-03-23 | 23.00 | 0.9767 | 0.4314 | no |
| MPWR | 2026-03-23 | 1096.13 | 0.5580 | 0.5787 | no |
| MU | 2026-03-23 | 425.91 | 0.6714 | 0.6239 | no |
| NCLH | 2026-03-23 | 19.95 | 0.7346 | 0.4489 | no |
| NEM | 2026-03-23 | 95.45 | 0.3022 | 0.6306 | no |
| ON | 2026-03-23 | 60.81 | 0.3583 | 0.5930 | no |
| OXY | 2026-03-23 | 57.97 | 0.8423 | 0.5214 | no |
| Q | 2026-03-23 | 111.88 | 0.6138 | 0.5201 | no |
| ROK | 2026-03-23 | 357.38 | 0.2643 | 0.4865 | no |
| RVTY | 2026-03-23 | 88.18 | 0.3340 | 0.4457 | no |
| SLB | 2026-03-23 | 47.02 | 0.3088 | 0.4871 | no |
| SNDK | 2026-03-23 | 716.00 | 0.5797 | 0.5487 | no |
| TDY | 2026-03-23 | 629.09 | 0.2834 | 0.5207 | no |
| TECH | 2026-03-23 | 52.57 | 0.3429 | 0.4312 | no |
| TER | 2026-03-23 | 300.78 | 0.7411 | 0.6246 | no |
| TSLA | 2026-03-23 | 373.09 | 0.4852 | 0.4671 | no |
| TT | 2026-03-23 | 416.56 | 0.3849 | 0.4899 | no |
| VLO | 2026-03-23 | 230.26 | 0.3769 | 0.4796 | no |
| VTRS | 2026-03-23 | 13.19 | 0.3271 | 0.5495 | no |
| WDC | 2026-03-23 | 298.44 | 0.7975 | 0.5895 | no |