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 | 7.91% | 15.80% | 2026-06-02 | -6.94% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 12.43% | 16.88% | 2026-08-14 | -8.39% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.11% | 13.05% | 2026-06-02 | -6.23% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 11.03% | 15.33% | 2026-08-13 | -6.97% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.05% | 12.65% | 2026-06-15 | -9.41% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 5.67% | 12.65% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.00% | 11.49% | 2026-06-30 | -8.51% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 5.29% | 11.49% | 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 |
|---|---|---|---|---|---|
| APA | 2026-04-20 | 35.47 | 1.0756 | 0.5657 | no |
| APO | 2026-04-20 | 123.05 | 0.7082 | — | no |
| APP | 2026-04-20 | 470.51 | 0.3946 | 0.4222 | no |
| ARES | 2026-04-20 | 113.65 | 0.7870 | 0.4565 | no |
| AVY | 2026-04-20 | 170.00 | 0.3312 | 0.4354 | no |
| AXON | 2026-04-20 | 397.85 | 0.8401 | 0.4896 | no |
| BX | 2026-04-20 | 126.53 | 0.6735 | 0.4429 | no |
| CARR | 2026-04-20 | 60.74 | 0.3581 | 0.4958 | no |
| CEG | 2026-04-20 | 294.37 | 0.3231 | 0.4619 | no |
| CF | 2026-04-20 | 113.04 | 0.9136 | 0.4266 | no |
| CIEN | 2026-04-20 | 512.00 | 0.5581 | 0.5694 | no |
| CNC | 2026-04-20 | 38.41 | 0.6700 | 0.4613 | no |
| COHR | 2026-04-20 | 346.28 | 0.4398 | 0.6622 | no |
| COP | 2026-04-20 | 115.21 | 0.4424 | 0.5091 | no |
| CVNA | 2026-04-20 | 77.00 | 0.6650 | 0.4653 | no |
| DDOG | 2026-04-20 | 125.01 | 0.3225 | 0.4264 | no |
| DELL | 2026-04-20 | 195.62 | 0.3764 | 0.5491 | no |
| DOW | 2026-04-20 | 35.27 | 0.3480 | 0.4527 | no |
| DVN | 2026-04-20 | 44.21 | 0.3783 | 0.5335 | no |
| EMR | 2026-04-20 | 144.37 | 0.4672 | 0.4952 | no |
| FANG | 2026-04-20 | 179.88 | 0.3479 | 0.5407 | no |
| FICO | 2026-04-20 | 1055.00 | 0.3523 | 0.4523 | no |
| GE | 2026-04-20 | 303.50 | 0.3359 | 0.5030 | no |
| HRL | 2026-04-20 | 20.91 | 0.3513 | 0.4605 | no |
| IBKR | 2026-04-20 | 81.04 | 0.3963 | 0.5139 | no |
| KEYS | 2026-04-20 | 334.34 | 0.5929 | 0.5313 | no |
| KKR | 2026-04-20 | 102.66 | 0.5441 | 0.4610 | no |
| KLAC | 2026-04-20 | 178.73 | 0.4339 | 0.6221 | no |
| LII | 2026-04-20 | 482.91 | 0.7500 | 0.4830 | no |
| LITE | 2026-04-20 | 889.50 | 0.3228 | 0.6582 | no |
| LOW | 2026-04-20 | 248.07 | 0.4783 | 0.4904 | no |
| LYB | 2026-04-20 | 65.63 | 0.7515 | 0.4393 | no |
| MCHP | 2026-04-20 | 78.14 | 0.4687 | 0.6401 | no |
| MLM | 2026-04-20 | 617.14 | 0.3446 | 0.4990 | no |
| MOS | 2026-04-20 | 23.81 | 0.4509 | 0.4446 | no |
| MPC | 2026-04-20 | 212.71 | 0.4470 | 0.5246 | no |
| MU | 2026-04-20 | 458.18 | 0.4663 | 0.6284 | no |
| NOW | 2026-04-20 | 97.44 | 0.9297 | 0.4199 | no |
| ORCL | 2026-04-20 | 176.20 | 0.4407 | 0.4362 | no |
| OXY | 2026-04-20 | 53.63 | 1.2967 | 0.5606 | no |
| PHM | 2026-04-20 | 125.21 | 0.3309 | 0.4200 | no |
| ROK | 2026-04-20 | 412.54 | 0.4263 | 0.4880 | no |
| SMCI | 2026-04-20 | 28.07 | 0.4511 | 0.5109 | no |
| SWK | 2026-04-20 | 70.09 | 0.8111 | 0.4876 | no |
| SYF | 2026-04-20 | 77.18 | 0.3549 | 0.4616 | no |
| TER | 2026-04-20 | 382.42 | 0.5112 | 0.6418 | no |
| UPS | 2026-04-20 | 102.35 | 0.3683 | 0.4888 | no |
| VLO | 2026-04-20 | 222.60 | 0.6223 | 0.5178 | no |
| VRT | 2026-04-20 | 306.87 | 0.6370 | 0.4847 | no |
| WDAY | 2026-04-20 | 124.01 | 0.3448 | 0.4353 | no |