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 | 28.22% | 28.22% | 2026-06-30 | -4.79% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 25.03% | 29.39% | 2026-08-14 | -5.73% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 19.67% | 19.67% | 2026-06-30 | -4.29% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 18.98% | 22.44% | 2026-08-27 | -4.29% |
| weekly rebalance | participation factor overlay | 3 months | complete | 25.50% | 25.50% | 2026-06-30 | -6.66% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 21.17% | 26.36% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 23.34% | 23.34% | 2026-06-30 | -5.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 19.66% | 24.15% | 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 | 2026-03-30 | 236.78 | 0.3753 | 0.4498 | no |
| ALGN | 2026-03-30 | 168.25 | 0.4608 | 0.4395 | no |
| AMAT | 2026-03-30 | 343.21 | 0.6926 | 0.5879 | no |
| APA | 2026-03-30 | 44.39 | 0.5544 | 0.5484 | no |
| APP | 2026-03-30 | 380.71 | 0.7234 | 0.4151 | no |
| APTV | 2026-03-30 | 67.96 | 0.6150 | 0.4367 | no |
| ARES | 2026-03-30 | 103.77 | 0.5107 | 0.4806 | no |
| BBY | 2026-03-30 | 62.03 | 0.3816 | 0.4704 | no |
| CARR | 2026-03-30 | 54.65 | 0.3436 | 0.4919 | no |
| CAT | 2026-03-30 | 699.58 | 0.4966 | 0.4788 | no |
| CNC | 2026-03-30 | 32.40 | 0.6615 | 0.4585 | no |
| COF | 2026-03-30 | 176.35 | 0.5519 | 0.4735 | no |
| DASH | 2026-03-30 | 147.38 | 0.4910 | 0.4601 | no |
| DDOG | 2026-03-30 | 115.96 | 0.6045 | 0.4338 | no |
| DHR | 2026-03-30 | 183.24 | 0.3993 | 0.4149 | no |
| DOW | 2026-03-30 | 40.73 | 0.3364 | 0.4342 | no |
| DVN | 2026-03-30 | 51.39 | 0.3916 | 0.5063 | no |
| EME | 2026-03-30 | 738.01 | 0.5869 | 0.5393 | no |
| FICO | 2026-03-30 | 1022.30 | 1.1177 | 0.4475 | no |
| FTV | 2026-03-30 | 54.42 | 0.3625 | 0.5021 | no |
| GEN | 2026-03-30 | 18.34 | 0.5614 | 0.4923 | no |
| HOOD | 2026-03-30 | 66.86 | 0.8997 | 0.4269 | no |
| HWM | 2026-03-30 | 230.30 | 0.3533 | 0.5009 | no |
| IBKR | 2026-03-30 | 64.58 | 0.4622 | 0.5336 | no |
| IP | 2026-03-30 | 34.58 | 0.4020 | 0.4148 | no |
| IVZ | 2026-03-30 | 23.13 | 0.6592 | 0.4716 | no |
| LRCX | 2026-03-30 | 214.41 | 0.7396 | 0.6005 | no |
| MCHP | 2026-03-30 | 61.73 | 0.3362 | 0.6301 | no |
| MOS | 2026-03-30 | 24.82 | 0.7093 | 0.4314 | no |
| MPC | 2026-03-30 | 252.34 | 0.4707 | 0.4786 | no |
| MSFT | 2026-03-30 | 360.44 | 0.3493 | 0.4633 | no |
| MTD | 2026-03-30 | 1242.07 | 0.4250 | 0.4163 | no |
| NCLH | 2026-03-30 | 18.63 | 0.4712 | 0.4481 | no |
| NEM | 2026-03-30 | 104.33 | 0.5631 | 0.6288 | no |
| ODFL | 2026-03-30 | 188.93 | 0.3679 | 0.4783 | no |
| ON | 2026-03-30 | 58.62 | 0.5182 | 0.5925 | no |
| OXY | 2026-03-30 | 65.02 | 0.6559 | 0.5237 | no |
| PANW | 2026-03-30 | 151.95 | 0.3614 | 0.4683 | no |
| PSX | 2026-03-30 | 187.14 | 0.3953 | 0.4558 | no |
| Q | 2026-03-30 | 113.66 | 0.6130 | 0.5201 | no |
| RVTY | 2026-03-30 | 84.84 | 0.5684 | 0.4458 | no |
| SNDK | 2026-03-30 | 642.12 | 0.3557 | 0.5487 | no |
| SOLV | 2026-03-30 | 63.38 | 0.4497 | 0.4189 | no |
| STLD | 2026-03-30 | 171.72 | 0.4916 | 0.5576 | no |
| TECH | 2026-03-30 | 51.36 | 0.4826 | 0.4312 | no |
| TRMB | 2026-03-30 | 63.71 | 0.5395 | 0.4472 | no |
| TSLA | 2026-03-30 | 365.86 | 0.4232 | 0.4656 | no |
| VTRS | 2026-03-30 | 13.01 | 0.4633 | 0.5497 | no |
| WDAY | 2026-03-30 | 124.60 | 0.4802 | 0.4401 | no |
| WDC | 2026-03-30 | 282.27 | 0.5775 | 0.5892 | no |