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 | 21.00% | 22.80% | 2026-06-02 | -6.77% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 20.63% | 26.42% | 2026-08-17 | -6.77% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 17.48% | 19.57% | 2026-06-22 | -6.41% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 17.99% | 22.89% | 2026-08-17 | -6.41% |
| weekly rebalance | participation factor overlay | 3 months | complete | 16.50% | 21.67% | 2026-06-15 | -6.66% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 14.13% | 21.67% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 16.00% | 20.55% | 2026-06-30 | -5.92% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 13.85% | 20.55% | 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 |
|---|---|---|---|---|---|
| ABBV | 2026-04-06 | 203.89 | 0.2852 | 0.5082 | no |
| ADBE | 2026-04-06 | 242.84 | 0.2739 | 0.4485 | no |
| ALGN | 2026-04-06 | 170.07 | 0.4112 | 0.4389 | no |
| AMCR | 2026-04-06 | 38.46 | 0.4296 | 0.4547 | no |
| APA | 2026-04-06 | 41.43 | 0.6402 | 0.5599 | no |
| APTV | 2026-04-06 | 60.64 | 0.6463 | 0.4342 | no |
| ARES | 2026-04-06 | 100.84 | 0.3550 | 0.4732 | no |
| AVGO | 2026-04-06 | 314.56 | 0.4448 | 0.6019 | no |
| CEG | 2026-04-06 | 272.80 | 0.3197 | 0.4574 | no |
| CF | 2026-04-06 | 128.93 | 0.3377 | 0.4227 | no |
| COF | 2026-04-06 | 180.33 | 0.3622 | 0.4705 | no |
| COHR | 2026-04-06 | 262.80 | 0.6749 | 0.6508 | no |
| CSX | 2026-04-06 | 40.76 | 0.2826 | 0.4716 | no |
| DDOG | 2026-04-06 | 117.25 | 0.2806 | 0.4326 | no |
| DOW | 2026-04-06 | 39.58 | 0.6657 | 0.4498 | no |
| DXCM | 2026-04-06 | 62.22 | 0.4427 | 0.4310 | no |
| FICO | 2026-04-06 | 1090.00 | 0.5833 | 0.4451 | no |
| FIX | 2026-04-06 | 1415.90 | 0.6852 | 0.5192 | no |
| GEHC | 2026-04-06 | 70.31 | 0.4570 | 0.4645 | no |
| GLW | 2026-04-06 | 146.91 | 0.8890 | 0.5109 | no |
| GM | 2026-04-06 | 72.21 | 0.2687 | 0.4314 | no |
| HOOD | 2026-04-06 | 69.31 | 0.4902 | 0.4220 | no |
| HRL | 2026-04-06 | 21.48 | 0.3333 | 0.4459 | no |
| IBKR | 2026-04-06 | 67.96 | 0.2925 | 0.5240 | no |
| ISRG | 2026-04-06 | 451.06 | 0.4839 | 0.4212 | no |
| IVZ | 2026-04-06 | 23.59 | 0.4291 | 0.4654 | no |
| LITE | 2026-04-06 | 828.48 | 0.5281 | 0.6393 | no |
| LRCX | 2026-04-06 | 219.98 | 0.3726 | 0.6022 | no |
| MLM | 2026-04-06 | 593.12 | 0.3521 | 0.5075 | no |
| MSFT | 2026-04-06 | 371.98 | 0.3031 | 0.4632 | no |
| MU | 2026-04-06 | 373.74 | 0.5273 | 0.6248 | no |
| NEM | 2026-04-06 | 113.12 | 0.3915 | 0.6294 | no |
| OXY | 2026-04-06 | 62.31 | 0.8054 | 0.5469 | no |
| PANW | 2026-04-06 | 163.37 | 0.4894 | 0.4689 | no |
| PFG | 2026-04-06 | 88.38 | 0.3999 | 0.4840 | no |
| PPG | 2026-04-06 | 101.51 | 0.2932 | 0.4350 | no |
| SHW | 2026-04-06 | 314.98 | 0.4719 | 0.4372 | no |
| SMCI | 2026-04-06 | 23.07 | 0.4414 | 0.5109 | no |
| STX | 2026-04-06 | 450.56 | 0.3424 | 0.5875 | no |
| SYY | 2026-04-06 | 70.23 | 0.3346 | 0.4321 | no |
| TECH | 2026-04-06 | 52.97 | 0.3889 | 0.4305 | no |
| TER | 2026-04-06 | 311.88 | 0.6196 | 0.6245 | no |
| TRGP | 2026-04-06 | 240.37 | 0.4414 | 0.5051 | no |
| TROW | 2026-04-06 | 87.88 | 0.2829 | 0.4853 | no |
| TT | 2026-04-06 | 424.91 | 0.3942 | 0.4923 | no |
| TYL | 2026-04-06 | 338.94 | 0.4225 | 0.4260 | no |
| VTRS | 2026-04-06 | 13.13 | 0.4353 | 0.5480 | no |
| WDAY | 2026-04-06 | 131.97 | 0.5866 | 0.4391 | no |
| WDC | 2026-04-06 | 303.00 | 0.9938 | 0.5796 | no |
| XOM | 2026-04-06 | 158.46 | 0.2949 | 0.4965 | no |