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 | 13.57% | 14.55% | 2026-06-02 | -5.44% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 9.17% | 15.56% | 2026-08-14 | -6.91% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 10.36% | 11.25% | 2026-06-02 | -4.69% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 8.20% | 14.12% | 2026-08-14 | -6.21% |
| weekly rebalance | participation factor overlay | 3 months | complete | 15.90% | 19.86% | 2026-06-30 | -5.60% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 17.43% | 22.62% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 14.54% | 18.00% | 2026-06-30 | -5.20% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 15.81% | 21.56% | 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 |
|---|---|---|---|---|---|
| ABBV | 2026-04-06 | 203.89 | 0.2960 | 0.5082 | no |
| AJG | 2026-04-06 | 215.86 | 0.2981 | 0.4743 | no |
| ALGN | 2026-04-06 | 170.07 | 0.6265 | 0.4389 | no |
| AMCR | 2026-04-06 | 38.46 | 0.4576 | 0.4547 | no |
| APA | 2026-04-06 | 41.43 | 0.4387 | 0.5599 | no |
| APTV | 2026-04-06 | 60.64 | 0.6579 | 0.4342 | no |
| ARES | 2026-04-06 | 100.84 | 0.4872 | 0.4732 | no |
| AVGO | 2026-04-06 | 314.56 | 0.4508 | 0.6019 | no |
| BAC | 2026-04-06 | 48.92 | 0.2907 | 0.4665 | no |
| BF.B | 2026-04-06 | 26.10 | 0.3489 | — | no |
| BKR | 2026-04-06 | 59.87 | 0.4258 | 0.4431 | no |
| BRK.B | 2026-04-06 | 475.66 | 0.3140 | — | no |
| CARR | 2026-04-06 | 54.95 | 0.2748 | 0.4957 | no |
| CEG | 2026-04-06 | 272.80 | 0.5106 | 0.4574 | no |
| CF | 2026-04-06 | 128.93 | 0.5199 | 0.4227 | no |
| COF | 2026-04-06 | 180.33 | 0.2657 | 0.4705 | no |
| COHR | 2026-04-06 | 262.80 | 0.4469 | 0.6508 | no |
| DDOG | 2026-04-06 | 117.25 | 0.3423 | 0.4326 | no |
| DHI | 2026-04-06 | 138.19 | 0.3062 | 0.4246 | no |
| DOW | 2026-04-06 | 39.58 | 0.3545 | 0.4498 | no |
| ELV | 2026-04-06 | 297.59 | 0.3085 | 0.4578 | no |
| FICO | 2026-04-06 | 1090.00 | 0.3537 | 0.4451 | no |
| FIX | 2026-04-06 | 1415.90 | 0.5476 | 0.5192 | no |
| GEHC | 2026-04-06 | 70.31 | 0.3733 | 0.4645 | no |
| GILD | 2026-04-06 | 137.56 | 0.3977 | 0.4347 | no |
| GNRC | 2026-04-06 | 193.94 | 0.2762 | 0.4966 | no |
| GOOGL | 2026-04-06 | 295.50 | 0.2626 | 0.5183 | no |
| HOOD | 2026-04-06 | 69.31 | 0.5882 | 0.4220 | no |
| HRL | 2026-04-06 | 21.48 | 0.3588 | 0.4459 | no |
| IBKR | 2026-04-06 | 67.96 | 0.3394 | 0.5240 | no |
| IP | 2026-04-06 | 33.58 | 0.2740 | 0.4184 | no |
| ISRG | 2026-04-06 | 451.06 | 0.4963 | 0.4212 | no |
| IVZ | 2026-04-06 | 23.59 | 0.3614 | 0.4654 | no |
| MCO | 2026-04-06 | 437.21 | 0.3414 | 0.4431 | no |
| MLM | 2026-04-06 | 593.12 | 0.2653 | 0.5075 | no |
| MOS | 2026-04-06 | 25.89 | 0.2842 | 0.4421 | no |
| NKE | 2026-04-06 | 43.31 | 0.3408 | 0.4182 | no |
| OXY | 2026-04-06 | 62.31 | 0.9552 | 0.5469 | no |
| RCL | 2026-04-06 | 269.00 | 0.4026 | 0.4466 | no |
| SHW | 2026-04-06 | 314.98 | 0.3651 | 0.4372 | no |
| SMCI | 2026-04-06 | 23.07 | 0.2807 | 0.5109 | no |
| SNPS | 2026-04-06 | 396.04 | 0.3437 | 0.5100 | no |
| SYY | 2026-04-06 | 70.23 | 0.3390 | 0.4321 | no |
| TER | 2026-04-06 | 311.88 | 0.7212 | 0.6245 | no |
| TFC | 2026-04-06 | 46.31 | 0.3210 | 0.4572 | no |
| TSLA | 2026-04-06 | 362.59 | 0.2661 | 0.4643 | no |
| TT | 2026-04-06 | 424.91 | 0.2999 | 0.4923 | no |
| VMC | 2026-04-06 | 277.93 | 0.3063 | 0.4966 | no |
| WDAY | 2026-04-06 | 131.97 | 0.3288 | 0.4391 | no |
| WDC | 2026-04-06 | 303.00 | 0.4760 | 0.5796 | no |