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 | 30.38% | 31.49% | 2026-06-22 | -6.47% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 25.69% | 31.50% | 2026-08-17 | -9.00% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 28.27% | 28.73% | 2026-06-22 | -6.02% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 24.55% | 28.96% | 2026-08-17 | -7.69% |
| weekly rebalance | participation factor overlay | 3 months | complete | 18.32% | 19.22% | 2026-06-02 | -6.51% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 18.11% | 22.49% | 2026-08-19 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 18.39% | 18.39% | 2026-06-30 | -5.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 20.37% | 23.96% | 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 |
|---|---|---|---|---|---|
| ADBE | 2026-03-30 | 236.78 | 0.4382 | 0.4498 | no |
| ADI | 2026-03-30 | 312.22 | 0.4207 | 0.5952 | no |
| ALGN | 2026-03-30 | 168.25 | 0.4696 | 0.4395 | no |
| AMAT | 2026-03-30 | 343.21 | 0.6889 | 0.5879 | no |
| ANET | 2026-03-30 | 122.01 | 0.3548 | 0.5451 | no |
| APA | 2026-03-30 | 44.39 | 0.5169 | 0.5484 | no |
| APP | 2026-03-30 | 380.71 | 0.7772 | 0.4151 | no |
| APTV | 2026-03-30 | 67.96 | 0.5115 | 0.4367 | no |
| ARES | 2026-03-30 | 103.77 | 0.5721 | 0.4806 | no |
| BKR | 2026-03-30 | 63.40 | 0.3578 | 0.4409 | no |
| CAT | 2026-03-30 | 699.58 | 0.5501 | 0.4788 | no |
| CNC | 2026-03-30 | 32.40 | 0.6654 | 0.4585 | no |
| CSX | 2026-03-30 | 39.97 | 0.4076 | 0.4667 | no |
| DASH | 2026-03-30 | 147.38 | 0.6610 | 0.4601 | no |
| DDOG | 2026-03-30 | 115.96 | 0.7648 | 0.4338 | no |
| DOW | 2026-03-30 | 40.73 | 0.4125 | 0.4342 | no |
| DVN | 2026-03-30 | 51.39 | 0.6288 | 0.5063 | no |
| ETN | 2026-03-30 | 358.02 | 0.3678 | 0.4973 | no |
| FICO | 2026-03-30 | 1022.30 | 1.2019 | 0.4475 | no |
| GEN | 2026-03-30 | 18.34 | 0.5572 | 0.4923 | no |
| GNRC | 2026-03-30 | 196.50 | 0.3779 | 0.4962 | no |
| HOOD | 2026-03-30 | 66.86 | 0.8168 | 0.4269 | no |
| IBKR | 2026-03-30 | 64.58 | 0.4167 | 0.5336 | no |
| IR | 2026-03-30 | 79.27 | 0.3451 | 0.4922 | no |
| IVZ | 2026-03-30 | 23.13 | 0.4961 | 0.4716 | no |
| LRCX | 2026-03-30 | 214.41 | 0.4711 | 0.6005 | no |
| LYB | 2026-03-30 | 80.20 | 0.4955 | 0.4213 | no |
| MCHP | 2026-03-30 | 61.73 | 0.3555 | 0.6301 | no |
| MET | 2026-03-30 | 67.40 | 0.3703 | 0.4702 | no |
| MOS | 2026-03-30 | 24.82 | 0.7574 | 0.4314 | no |
| MPC | 2026-03-30 | 252.34 | 0.7008 | 0.4786 | no |
| NCLH | 2026-03-30 | 18.63 | 0.3380 | 0.4481 | no |
| ON | 2026-03-30 | 58.62 | 0.5359 | 0.5925 | no |
| OXY | 2026-03-30 | 65.02 | 0.6414 | 0.5237 | no |
| PANW | 2026-03-30 | 151.95 | 0.3811 | 0.4683 | no |
| PSX | 2026-03-30 | 187.14 | 0.5312 | 0.4558 | no |
| Q | 2026-03-30 | 113.66 | 0.6114 | 0.5201 | no |
| SMCI | 2026-03-30 | 22.18 | 0.4024 | 0.5029 | no |
| SNDK | 2026-03-30 | 642.12 | 0.4167 | 0.5487 | no |
| STLD | 2026-03-30 | 171.72 | 0.3756 | 0.5576 | no |
| TECH | 2026-03-30 | 51.36 | 0.3435 | 0.4312 | no |
| TEL | 2026-03-30 | 203.29 | 0.3657 | 0.4724 | no |
| TER | 2026-03-30 | 300.77 | 0.3669 | 0.6247 | no |
| TSLA | 2026-03-30 | 365.86 | 0.3931 | 0.4656 | no |
| TT | 2026-03-30 | 412.43 | 0.3675 | 0.4898 | no |
| URI | 2026-03-30 | 734.78 | 0.5004 | 0.4793 | no |
| VLO | 2026-03-30 | 253.50 | 0.4958 | 0.4813 | no |
| WDAY | 2026-03-30 | 124.60 | 0.4559 | 0.4401 | no |
| WDC | 2026-03-30 | 282.27 | 0.9075 | 0.5892 | no |
| WYNN | 2026-03-30 | 96.58 | 0.4937 | 0.4221 | no |