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 | 12.42% | 12.98% | 2026-06-30 | -5.27% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 8.51% | 14.73% | 2026-08-14 | -6.33% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 10.19% | 10.99% | 2026-06-29 | -4.89% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 7.15% | 12.85% | 2026-08-14 | -5.78% |
| weekly rebalance | participation factor overlay | 3 months | complete | 14.25% | 17.71% | 2026-06-02 | -6.51% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 16.62% | 20.94% | 2026-08-19 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 15.29% | 17.35% | 2026-06-30 | -5.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 19.31% | 22.87% | 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 | 2026-04-06 | 242.84 | 0.3589 | 0.4485 | no |
| ALGN | 2026-04-06 | 170.07 | 0.3934 | 0.4389 | no |
| AMCR | 2026-04-06 | 38.46 | 0.3156 | 0.4547 | no |
| APA | 2026-04-06 | 41.43 | 0.4655 | 0.5599 | no |
| APTV | 2026-04-06 | 60.64 | 0.5870 | 0.4342 | no |
| AVGO | 2026-04-06 | 314.56 | 0.3267 | 0.6019 | no |
| BRK.B | 2026-04-06 | 475.66 | 0.3227 | — | no |
| CARR | 2026-04-06 | 54.95 | 0.4152 | 0.4957 | no |
| CDNS | 2026-04-06 | 277.99 | 0.2807 | 0.5723 | no |
| CEG | 2026-04-06 | 272.80 | 0.4014 | 0.4574 | no |
| CF | 2026-04-06 | 128.93 | 0.4754 | 0.4227 | no |
| COHR | 2026-04-06 | 262.80 | 0.6097 | 0.6508 | no |
| DOW | 2026-04-06 | 39.58 | 0.6732 | 0.4498 | no |
| FICO | 2026-04-06 | 1090.00 | 0.5984 | 0.4451 | no |
| FIX | 2026-04-06 | 1415.90 | 0.3797 | 0.5192 | no |
| GEHC | 2026-04-06 | 70.31 | 0.3383 | 0.4645 | no |
| GILD | 2026-04-06 | 137.56 | 0.3028 | 0.4347 | no |
| GLW | 2026-04-06 | 146.91 | 0.4289 | 0.5109 | no |
| GOOGL | 2026-04-06 | 295.50 | 0.2749 | 0.5183 | no |
| HON | 2026-04-06 | 237.14 | 0.2863 | 0.4971 | no |
| HOOD | 2026-04-06 | 69.31 | 0.5170 | 0.4220 | no |
| HRL | 2026-04-06 | 21.48 | 0.3670 | 0.4459 | no |
| HWM | 2026-04-06 | 232.19 | 0.3411 | 0.5101 | no |
| IBKR | 2026-04-06 | 67.96 | 0.3619 | 0.5240 | no |
| IP | 2026-04-06 | 33.58 | 0.3374 | 0.4184 | no |
| IR | 2026-04-06 | 77.41 | 0.3155 | 0.4946 | no |
| ISRG | 2026-04-06 | 451.06 | 0.6015 | 0.4212 | no |
| IVZ | 2026-04-06 | 23.59 | 0.2770 | 0.4654 | no |
| LITE | 2026-04-06 | 828.48 | 0.4022 | 0.6393 | no |
| LYB | 2026-04-06 | 76.51 | 0.4228 | 0.4363 | no |
| MOS | 2026-04-06 | 25.89 | 0.2901 | 0.4421 | no |
| MRSH | 2026-04-06 | 173.12 | 0.3949 | 0.4766 | no |
| MSFT | 2026-04-06 | 371.98 | 0.2948 | 0.4632 | no |
| NCLH | 2026-04-06 | 19.03 | 0.3468 | 0.4465 | no |
| OXY | 2026-04-06 | 62.31 | 1.0287 | 0.5469 | no |
| PANW | 2026-04-06 | 163.37 | 0.3321 | 0.4689 | no |
| PFG | 2026-04-06 | 88.38 | 0.2790 | 0.4840 | no |
| SHW | 2026-04-06 | 314.98 | 0.5601 | 0.4372 | no |
| SW | 2026-04-06 | 38.31 | 0.2828 | 0.4315 | no |
| SYY | 2026-04-06 | 70.23 | 0.3690 | 0.4321 | no |
| TECH | 2026-04-06 | 52.97 | 0.3774 | 0.4305 | no |
| TEL | 2026-04-06 | 207.89 | 0.3294 | 0.4717 | no |
| TER | 2026-04-06 | 311.88 | 0.4107 | 0.6245 | no |
| TFC | 2026-04-06 | 46.31 | 0.4043 | 0.4572 | no |
| TSLA | 2026-04-06 | 362.59 | 0.2751 | 0.4643 | no |
| TT | 2026-04-06 | 424.91 | 0.3931 | 0.4923 | no |
| VRT | 2026-04-06 | 262.81 | 0.2960 | 0.4854 | no |
| VTRS | 2026-04-06 | 13.13 | 0.4804 | 0.5480 | no |
| WDAY | 2026-04-06 | 131.97 | 0.4409 | 0.4391 | no |
| WDC | 2026-04-06 | 303.00 | 0.6202 | 0.5796 | no |