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 | 12.79% | 15.06% | 2026-06-30 | -6.26% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 10.21% | 17.16% | 2026-08-17 | -6.82% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 11.73% | 14.20% | 2026-06-30 | -4.90% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 8.35% | 14.66% | 2026-08-17 | -6.21% |
| weekly rebalance | participation factor overlay | 3 months | complete | 19.60% | 23.29% | 2026-06-30 | -6.66% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 19.05% | 24.15% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 18.21% | 22.22% | 2026-06-30 | -5.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 18.58% | 23.04% | 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 | 2026-04-06 | 242.84 | 0.3029 | 0.4485 | no |
| AMAT | 2026-04-06 | 350.21 | 0.4568 | 0.5862 | no |
| AMCR | 2026-04-06 | 38.46 | 0.3356 | 0.4547 | no |
| APTV | 2026-04-06 | 60.64 | 0.9131 | 0.4342 | no |
| AVGO | 2026-04-06 | 314.56 | 0.4939 | 0.6019 | no |
| BAC | 2026-04-06 | 48.92 | 0.3049 | 0.4665 | no |
| BKR | 2026-04-06 | 59.87 | 0.6791 | 0.4431 | no |
| CARR | 2026-04-06 | 54.95 | 0.3577 | 0.4957 | no |
| CEG | 2026-04-06 | 272.80 | 0.6923 | 0.4574 | no |
| CF | 2026-04-06 | 128.93 | 0.3725 | 0.4227 | no |
| COHR | 2026-04-06 | 262.80 | 0.8135 | 0.6508 | no |
| CPRT | 2026-04-06 | 33.31 | 0.3530 | 0.5268 | no |
| DHI | 2026-04-06 | 138.19 | 0.3560 | 0.4246 | no |
| DOW | 2026-04-06 | 39.58 | 0.4333 | 0.4498 | no |
| FICO | 2026-04-06 | 1090.00 | 0.5410 | 0.4451 | no |
| FIX | 2026-04-06 | 1415.90 | 0.6908 | 0.5192 | no |
| GEHC | 2026-04-06 | 70.31 | 0.3336 | 0.4645 | no |
| GLW | 2026-04-06 | 146.91 | 0.4759 | 0.5109 | no |
| HRL | 2026-04-06 | 21.48 | 0.3471 | 0.4459 | no |
| HWM | 2026-04-06 | 232.19 | 0.4744 | 0.5101 | no |
| IBKR | 2026-04-06 | 67.96 | 0.3953 | 0.5240 | no |
| IP | 2026-04-06 | 33.58 | 0.4455 | 0.4184 | no |
| ISRG | 2026-04-06 | 451.06 | 0.4628 | 0.4212 | no |
| IVZ | 2026-04-06 | 23.59 | 0.4235 | 0.4654 | no |
| LITE | 2026-04-06 | 828.48 | 0.4403 | 0.6393 | no |
| MLM | 2026-04-06 | 593.12 | 0.3075 | 0.5075 | no |
| MOS | 2026-04-06 | 25.89 | 0.3706 | 0.4421 | no |
| MPC | 2026-04-06 | 238.02 | 0.4493 | 0.5090 | no |
| NCLH | 2026-04-06 | 19.03 | 0.5889 | 0.4465 | no |
| NEM | 2026-04-06 | 113.12 | 0.4536 | 0.6294 | no |
| OXY | 2026-04-06 | 62.31 | 1.0029 | 0.5469 | no |
| PANW | 2026-04-06 | 163.37 | 0.5437 | 0.4689 | no |
| PFG | 2026-04-06 | 88.38 | 0.3318 | 0.4840 | no |
| PWR | 2026-04-06 | 558.47 | 0.3385 | 0.5385 | no |
| SHW | 2026-04-06 | 314.98 | 0.4193 | 0.4372 | no |
| SMCI | 2026-04-06 | 23.07 | 0.3140 | 0.5109 | no |
| SYY | 2026-04-06 | 70.23 | 0.4088 | 0.4321 | no |
| TECH | 2026-04-06 | 52.97 | 0.3847 | 0.4305 | no |
| TEL | 2026-04-06 | 207.89 | 0.3561 | 0.4717 | no |
| TER | 2026-04-06 | 311.88 | 0.3805 | 0.6245 | no |
| TFC | 2026-04-06 | 46.31 | 0.3081 | 0.4572 | no |
| TRGP | 2026-04-06 | 240.37 | 0.3980 | 0.5051 | no |
| TSLA | 2026-04-06 | 362.59 | 0.3325 | 0.4643 | no |
| TT | 2026-04-06 | 424.91 | 0.4907 | 0.4923 | no |
| UPS | 2026-04-06 | 94.91 | 0.3433 | 0.4914 | no |
| VRT | 2026-04-06 | 262.81 | 0.3580 | 0.4854 | no |
| VTRS | 2026-04-06 | 13.13 | 0.4727 | 0.5480 | no |
| WDAY | 2026-04-06 | 131.97 | 0.4187 | 0.4391 | no |
| WDC | 2026-04-06 | 303.00 | 0.7750 | 0.5796 | no |
| XOM | 2026-04-06 | 158.46 | 0.3054 | 0.4965 | no |