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 | 18.70% | 20.93% | 2026-06-02 | -6.41% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 18.08% | 23.75% | 2026-08-13 | -6.41% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 16.69% | 17.59% | 2026-07-06 | -5.72% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 17.83% | 22.58% | 2026-08-13 | -5.72% |
| weekly rebalance | participation factor overlay | 3 months | complete | 11.85% | 18.94% | 2026-06-15 | -7.10% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 11.57% | 18.94% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 11.16% | 17.72% | 2026-06-30 | -6.44% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 11.18% | 17.72% | 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 |
|---|---|---|---|---|---|
| AJG | 2026-04-13 | 213.00 | 0.3849 | 0.4733 | no |
| APA | 2026-04-13 | 39.09 | 0.8347 | 0.5640 | no |
| APTV | 2026-04-13 | 58.94 | 0.6257 | 0.4313 | no |
| AVGO | 2026-04-13 | 369.08 | 0.3317 | 0.6023 | no |
| AXON | 2026-04-13 | 345.89 | 1.6040 | 0.4894 | no |
| BA | 2026-04-13 | 216.25 | 0.4226 | 0.5187 | no |
| CEG | 2026-04-13 | 282.17 | 0.3404 | 0.4615 | no |
| CF | 2026-04-13 | 123.58 | 0.3939 | 0.4321 | no |
| CIEN | 2026-04-13 | 493.44 | 0.2989 | 0.5703 | no |
| CNC | 2026-04-13 | 36.85 | 0.7580 | 0.4603 | no |
| COF | 2026-04-13 | 189.55 | 0.4149 | 0.4697 | no |
| CPRT | 2026-04-13 | 32.70 | 0.3056 | 0.5241 | no |
| DDOG | 2026-04-13 | 105.33 | 0.4675 | 0.4290 | no |
| DELL | 2026-04-13 | 178.15 | 0.3602 | 0.5471 | no |
| DVN | 2026-04-13 | 47.68 | 0.3344 | 0.5320 | no |
| ECL | 2026-04-13 | 270.27 | 0.3225 | 0.4557 | no |
| EFX | 2026-04-13 | 176.46 | 0.3825 | 0.4208 | no |
| EMR | 2026-04-13 | 142.35 | 0.4219 | 0.4954 | no |
| FICO | 2026-04-13 | 927.41 | 0.9787 | 0.4493 | no |
| GE | 2026-04-13 | 306.05 | 0.3821 | 0.5061 | no |
| GLW | 2026-04-13 | 169.07 | 0.4495 | 0.5143 | no |
| HBAN | 2026-04-13 | 15.97 | 0.3505 | 0.4338 | no |
| HOOD | 2026-04-13 | 68.21 | 0.8456 | 0.4222 | no |
| HRL | 2026-04-13 | 20.30 | 0.3114 | 0.4596 | no |
| IBKR | 2026-04-13 | 70.37 | 0.6170 | 0.5127 | no |
| INTC | 2026-04-13 | 62.18 | 0.3039 | 0.6184 | no |
| IVZ | 2026-04-13 | 22.96 | 0.6854 | 0.4548 | no |
| KLAC | 2026-04-13 | 173.05 | 0.4403 | 0.6173 | no |
| LITE | 2026-04-13 | 889.00 | 0.3300 | 0.6586 | no |
| LOW | 2026-04-13 | 241.18 | 0.6484 | 0.4909 | no |
| MCO | 2026-04-13 | 423.35 | 0.3832 | 0.4564 | no |
| MOS | 2026-04-13 | 24.67 | 0.6881 | 0.4491 | no |
| MS | 2026-04-13 | 173.86 | 0.3719 | 0.4679 | no |
| MSFT | 2026-04-13 | 372.10 | 0.4095 | 0.4604 | no |
| NKE | 2026-04-13 | 41.42 | 0.3579 | 0.4185 | no |
| NOW | 2026-04-13 | 84.77 | 0.6550 | 0.4242 | no |
| NTRS | 2026-04-13 | 149.30 | 0.3944 | 0.4530 | no |
| NVR | 2026-04-13 | 6743.43 | 0.4222 | — | no |
| ON | 2026-04-13 | 70.30 | 0.3073 | 0.5938 | no |
| PANW | 2026-04-13 | 155.58 | 0.3560 | 0.4656 | no |
| PLTR | 2026-04-13 | 130.23 | 0.4574 | 0.5553 | no |
| Q | 2026-04-13 | 129.93 | 0.2973 | 0.5246 | no |
| SNPS | 2026-04-13 | 392.50 | 0.6071 | 0.5058 | no |
| SPGI | 2026-04-13 | 392.53 | 0.5532 | 0.4509 | no |
| SWK | 2026-04-13 | 70.34 | 0.3801 | 0.4893 | no |
| TER | 2026-04-13 | 365.66 | 0.6206 | 0.6330 | no |
| TSLA | 2026-04-13 | 350.07 | 0.4396 | 0.4568 | no |
| VRT | 2026-04-13 | 294.85 | 0.5160 | 0.4861 | no |
| WDAY | 2026-04-13 | 114.30 | 1.1998 | 0.4368 | no |
| XOM | 2026-04-13 | 152.24 | 0.3997 | 0.5083 | no |