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 | 18.26% | 18.86% | 2026-06-22 | -4.35% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 15.91% | 21.57% | 2026-08-14 | -5.50% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 17.68% | 17.68% | 2026-06-30 | -4.37% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 15.37% | 19.88% | 2026-08-14 | -4.53% |
| weekly rebalance | participation factor overlay | 3 months | complete | 21.31% | 21.31% | 2026-06-30 | -5.60% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 18.86% | 24.11% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 19.39% | 19.39% | 2026-06-30 | -5.20% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 17.17% | 23.00% | 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 |
|---|---|---|---|---|---|
| ADBE | 2026-03-30 | 236.78 | 0.3836 | 0.4498 | no |
| ALGN | 2026-03-30 | 168.25 | 0.5470 | 0.4395 | no |
| AMAT | 2026-03-30 | 343.21 | 0.6253 | 0.5879 | no |
| AMP | 2026-03-30 | 437.40 | 0.4132 | 0.4713 | no |
| APA | 2026-03-30 | 44.39 | 0.4479 | 0.5484 | no |
| APP | 2026-03-30 | 380.71 | 0.6340 | 0.4151 | no |
| APTV | 2026-03-30 | 67.96 | 0.6454 | 0.4367 | no |
| ARES | 2026-03-30 | 103.77 | 0.3455 | 0.4806 | no |
| BA | 2026-03-30 | 191.48 | 0.3831 | 0.5082 | no |
| BAX | 2026-03-30 | 15.99 | 0.3576 | 0.4336 | no |
| CARR | 2026-03-30 | 54.65 | 0.4904 | 0.4919 | no |
| CAT | 2026-03-30 | 699.58 | 0.5492 | 0.4788 | no |
| CNC | 2026-03-30 | 32.40 | 0.5843 | 0.4585 | no |
| COF | 2026-03-30 | 176.35 | 0.4205 | 0.4735 | no |
| CSX | 2026-03-30 | 39.97 | 0.3929 | 0.4667 | no |
| CVX | 2026-03-30 | 209.50 | 0.3904 | 0.4795 | no |
| DASH | 2026-03-30 | 147.38 | 0.5077 | 0.4601 | no |
| DOW | 2026-03-30 | 40.73 | 0.4117 | 0.4342 | no |
| DVN | 2026-03-30 | 51.39 | 0.4427 | 0.5063 | no |
| FICO | 2026-03-30 | 1022.30 | 1.0022 | 0.4475 | no |
| FTV | 2026-03-30 | 54.42 | 0.3604 | 0.5021 | no |
| GEN | 2026-03-30 | 18.34 | 0.3819 | 0.4923 | no |
| GILD | 2026-03-30 | 132.94 | 0.3861 | 0.4340 | no |
| HBAN | 2026-03-30 | 14.87 | 0.3532 | 0.4339 | no |
| HOOD | 2026-03-30 | 66.86 | 1.1393 | 0.4269 | no |
| IBKR | 2026-03-30 | 64.58 | 0.5054 | 0.5336 | no |
| IP | 2026-03-30 | 34.58 | 0.3503 | 0.4148 | no |
| IVZ | 2026-03-30 | 23.13 | 0.5700 | 0.4716 | no |
| LRCX | 2026-03-30 | 214.41 | 0.3907 | 0.6005 | no |
| LYB | 2026-03-30 | 80.20 | 0.3437 | 0.4213 | no |
| MOS | 2026-03-30 | 24.82 | 0.6796 | 0.4314 | no |
| MPC | 2026-03-30 | 252.34 | 0.5457 | 0.4786 | no |
| NEM | 2026-03-30 | 104.33 | 0.5192 | 0.6288 | no |
| ON | 2026-03-30 | 58.62 | 0.4658 | 0.5925 | no |
| OXY | 2026-03-30 | 65.02 | 0.7961 | 0.5237 | no |
| PNC | 2026-03-30 | 200.19 | 0.3594 | 0.4587 | no |
| PSX | 2026-03-30 | 187.14 | 0.4096 | 0.4558 | no |
| Q | 2026-03-30 | 113.66 | 0.6732 | 0.5201 | no |
| RCL | 2026-03-30 | 260.67 | 0.4457 | 0.4468 | no |
| SNPS | 2026-03-30 | 382.88 | 0.3785 | 0.5099 | no |
| TECH | 2026-03-30 | 51.36 | 0.5223 | 0.4312 | no |
| TER | 2026-03-30 | 300.77 | 0.4024 | 0.6247 | no |
| TRMB | 2026-03-30 | 63.71 | 0.3560 | 0.4472 | no |
| TSLA | 2026-03-30 | 365.86 | 0.5150 | 0.4656 | no |
| TT | 2026-03-30 | 412.43 | 0.3934 | 0.4898 | no |
| URI | 2026-03-30 | 734.78 | 0.3932 | 0.4793 | no |
| VLO | 2026-03-30 | 253.50 | 0.3459 | 0.4813 | no |
| WDAY | 2026-03-30 | 124.60 | 0.4672 | 0.4401 | no |
| WDC | 2026-03-30 | 282.27 | 0.5261 | 0.5892 | no |
| WYNN | 2026-03-30 | 96.58 | 0.3521 | 0.4221 | no |