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 | 27.58% | 27.58% | 2026-06-30 | -6.63% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 25.81% | 28.76% | 2026-08-19 | -8.10% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 24.98% | 24.98% | 2026-06-30 | -5.98% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 21.44% | 26.72% | 2026-08-17 | -6.08% |
| weekly rebalance | participation factor overlay | 3 months | complete | 22.60% | 23.21% | 2026-06-15 | -6.66% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 15.57% | 23.21% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 22.21% | 22.21% | 2026-06-30 | -5.92% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 15.42% | 22.21% | 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 |
|---|---|---|---|---|---|
| ADBE | 2026-03-30 | 236.78 | 0.4160 | 0.4498 | no |
| ALGN | 2026-03-30 | 168.25 | 0.5524 | 0.4395 | no |
| AMAT | 2026-03-30 | 343.21 | 0.5267 | 0.5879 | no |
| APA | 2026-03-30 | 44.39 | 0.7147 | 0.5484 | no |
| APP | 2026-03-30 | 380.71 | 0.3599 | 0.4151 | no |
| APTV | 2026-03-30 | 67.96 | 0.6373 | 0.4367 | no |
| ARES | 2026-03-30 | 103.77 | 0.4122 | 0.4806 | no |
| BAX | 2026-03-30 | 15.99 | 0.3772 | 0.4336 | no |
| CARR | 2026-03-30 | 54.65 | 0.3861 | 0.4919 | no |
| CAT | 2026-03-30 | 699.58 | 0.4396 | 0.4788 | no |
| CNC | 2026-03-30 | 32.40 | 0.5886 | 0.4585 | no |
| COF | 2026-03-30 | 176.35 | 0.6193 | 0.4735 | no |
| CSX | 2026-03-30 | 39.97 | 0.3998 | 0.4667 | no |
| DASH | 2026-03-30 | 147.38 | 0.3746 | 0.4601 | no |
| DDOG | 2026-03-30 | 115.96 | 0.6904 | 0.4338 | no |
| DOW | 2026-03-30 | 40.73 | 0.5182 | 0.4342 | no |
| DVN | 2026-03-30 | 51.39 | 0.4064 | 0.5063 | no |
| EME | 2026-03-30 | 738.01 | 0.3549 | 0.5393 | no |
| ETN | 2026-03-30 | 358.02 | 0.3447 | 0.4973 | no |
| FICO | 2026-03-30 | 1022.30 | 1.3635 | 0.4475 | no |
| GEN | 2026-03-30 | 18.34 | 0.4944 | 0.4923 | no |
| GLW | 2026-03-30 | 140.31 | 0.4107 | 0.5072 | no |
| GNRC | 2026-03-30 | 196.50 | 0.3521 | 0.4962 | no |
| HOOD | 2026-03-30 | 66.86 | 0.8993 | 0.4269 | no |
| IBKR | 2026-03-30 | 64.58 | 0.5153 | 0.5336 | no |
| IVZ | 2026-03-30 | 23.13 | 0.6976 | 0.4716 | no |
| LRCX | 2026-03-30 | 214.41 | 0.4991 | 0.6005 | no |
| LYB | 2026-03-30 | 80.20 | 0.5408 | 0.4213 | no |
| MOS | 2026-03-30 | 24.82 | 0.8229 | 0.4314 | no |
| MPC | 2026-03-30 | 252.34 | 0.7277 | 0.4786 | no |
| MRNA | 2026-03-30 | 49.67 | 0.3458 | 0.4151 | no |
| MSFT | 2026-03-30 | 360.44 | 0.3566 | 0.4633 | no |
| MU | 2026-03-30 | 362.60 | 0.4137 | 0.6247 | no |
| ODFL | 2026-03-30 | 188.93 | 0.4621 | 0.4783 | no |
| ON | 2026-03-30 | 58.62 | 0.5386 | 0.5925 | no |
| OXY | 2026-03-30 | 65.02 | 0.7490 | 0.5237 | no |
| PGR | 2026-03-30 | 199.38 | 0.3451 | 0.5066 | no |
| PODD | 2026-03-30 | 205.86 | 0.3778 | 0.4277 | no |
| PSX | 2026-03-30 | 187.14 | 0.6180 | 0.4558 | no |
| Q | 2026-03-30 | 113.66 | 0.5891 | 0.5201 | no |
| RVTY | 2026-03-30 | 84.84 | 0.5972 | 0.4458 | no |
| SMCI | 2026-03-30 | 22.18 | 0.4296 | 0.5029 | no |
| STLD | 2026-03-30 | 171.72 | 0.4064 | 0.5576 | no |
| TECH | 2026-03-30 | 51.36 | 0.3537 | 0.4312 | no |
| TER | 2026-03-30 | 300.77 | 0.5000 | 0.6247 | no |
| TRMB | 2026-03-30 | 63.71 | 0.5606 | 0.4472 | no |
| TSLA | 2026-03-30 | 365.86 | 0.3523 | 0.4656 | no |
| WDAY | 2026-03-30 | 124.60 | 0.4817 | 0.4401 | no |
| WDC | 2026-03-30 | 282.27 | 0.9268 | 0.5892 | no |
| WYNN | 2026-03-30 | 96.58 | 0.3859 | 0.4221 | no |