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 | 2.81% | 10.38% | 2026-06-02 | -6.86% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 7.52% | 10.93% | 2026-08-14 | -7.94% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 3.65% | 10.39% | 2026-06-02 | -6.38% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 8.52% | 12.11% | 2026-08-14 | -6.57% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.95% | 13.21% | 2026-06-30 | -7.30% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 9.31% | 14.00% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.43% | 11.95% | 2026-06-30 | -7.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 8.61% | 12.69% | 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 |
|---|---|---|---|---|---|
| ALB | 2026-04-20 | 194.84 | 0.2967 | 0.4472 | no |
| ALGN | 2026-04-20 | 187.35 | 0.2930 | 0.4329 | no |
| APA | 2026-04-20 | 35.47 | 0.9040 | 0.5657 | no |
| APO | 2026-04-20 | 123.05 | 0.5937 | — | no |
| APP | 2026-04-20 | 470.51 | 0.5329 | 0.4222 | no |
| ARES | 2026-04-20 | 113.65 | 1.3378 | 0.4565 | no |
| AVY | 2026-04-20 | 170.00 | 0.4730 | 0.4354 | no |
| AXON | 2026-04-20 | 397.85 | 0.7923 | 0.4896 | no |
| BX | 2026-04-20 | 126.53 | 0.5401 | 0.4429 | no |
| CARR | 2026-04-20 | 60.74 | 0.3362 | 0.4958 | no |
| CEG | 2026-04-20 | 294.37 | 0.5561 | 0.4619 | no |
| CF | 2026-04-20 | 113.04 | 1.0873 | 0.4266 | no |
| CIEN | 2026-04-20 | 512.00 | 0.5270 | 0.5694 | no |
| COP | 2026-04-20 | 115.21 | 0.3203 | 0.5091 | no |
| CRH | 2026-04-20 | 115.63 | 0.3698 | 0.4418 | no |
| CVNA | 2026-04-20 | 77.00 | 0.5928 | 0.4653 | no |
| DELL | 2026-04-20 | 195.62 | 0.3255 | 0.5491 | no |
| DOW | 2026-04-20 | 35.27 | 0.5487 | 0.4527 | no |
| DVN | 2026-04-20 | 44.21 | 0.5927 | 0.5335 | no |
| EBAY | 2026-04-20 | 103.40 | 0.3710 | 0.4713 | no |
| FICO | 2026-04-20 | 1055.00 | 0.3988 | 0.4523 | no |
| GEHC | 2026-04-20 | 73.99 | 0.3724 | 0.4587 | no |
| GLW | 2026-04-20 | 165.51 | 0.3161 | 0.5133 | no |
| HRL | 2026-04-20 | 20.91 | 0.4385 | 0.4605 | no |
| IBKR | 2026-04-20 | 81.04 | 0.5198 | 0.5139 | no |
| JCI | 2026-04-20 | 140.14 | 0.3243 | 0.4969 | no |
| KEYS | 2026-04-20 | 334.34 | 0.4970 | 0.5313 | no |
| LITE | 2026-04-20 | 889.50 | 0.4709 | 0.6582 | no |
| LOW | 2026-04-20 | 248.07 | 0.3832 | 0.4904 | no |
| LYB | 2026-04-20 | 65.63 | 0.9168 | 0.4393 | no |
| MCHP | 2026-04-20 | 78.14 | 0.5069 | 0.6401 | no |
| META | 2026-04-20 | 680.73 | 0.4132 | 0.5337 | no |
| MLM | 2026-04-20 | 617.14 | 0.3771 | 0.4990 | no |
| MPC | 2026-04-20 | 212.71 | 0.5760 | 0.5246 | no |
| MU | 2026-04-20 | 458.18 | 0.5015 | 0.6284 | no |
| NKE | 2026-04-20 | 45.09 | 0.4869 | 0.4179 | no |
| NOW | 2026-04-20 | 97.44 | 0.5978 | 0.4199 | no |
| ORCL | 2026-04-20 | 176.20 | 0.5828 | 0.4362 | no |
| OXY | 2026-04-20 | 53.63 | 1.4657 | 0.5606 | no |
| PHM | 2026-04-20 | 125.21 | 0.4213 | 0.4200 | no |
| ROL | 2026-04-20 | 54.52 | 0.3653 | 0.4255 | no |
| SMCI | 2026-04-20 | 28.07 | 0.4426 | 0.5109 | no |
| SWK | 2026-04-20 | 70.09 | 0.7924 | 0.4876 | no |
| SYF | 2026-04-20 | 77.18 | 0.3256 | 0.4616 | no |
| TRGP | 2026-04-20 | 231.60 | 0.3029 | 0.5241 | no |
| UPS | 2026-04-20 | 102.35 | 0.3505 | 0.4888 | no |
| VLO | 2026-04-20 | 222.60 | 0.5126 | 0.5178 | no |
| VLTO | 2026-04-20 | 90.73 | 0.2959 | 0.4812 | no |
| VRT | 2026-04-20 | 306.87 | 0.5162 | 0.4847 | no |
| WDAY | 2026-04-20 | 124.01 | 0.4859 | 0.4353 | no |