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 | 4.13% | 9.72% | 2026-06-02 | -6.22% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 8.60% | 13.05% | 2026-08-13 | -6.22% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 4.08% | 8.58% | 2026-06-01 | -5.81% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 8.10% | 13.24% | 2026-08-13 | -5.81% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.92% | 11.66% | 2026-06-30 | -6.93% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 9.40% | 14.23% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.08% | 10.60% | 2026-06-30 | -6.80% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 8.54% | 13.94% | 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 |
|---|---|---|---|---|---|
| AMCR | 2026-04-20 | 40.45 | 0.3798 | 0.4380 | no |
| AME | 2026-04-20 | 235.21 | 0.2519 | 0.4935 | no |
| APA | 2026-04-20 | 35.47 | 0.7857 | 0.5657 | no |
| APO | 2026-04-20 | 123.05 | 0.6667 | — | no |
| ARES | 2026-04-20 | 113.65 | 0.8407 | 0.4565 | no |
| AVY | 2026-04-20 | 170.00 | 0.3750 | 0.4354 | no |
| AXON | 2026-04-20 | 397.85 | 0.9865 | 0.4896 | no |
| BA | 2026-04-20 | 222.23 | 0.3081 | 0.5152 | no |
| BX | 2026-04-20 | 126.53 | 0.6815 | 0.4429 | no |
| C | 2026-04-20 | 130.69 | 0.3710 | 0.4541 | no |
| CEG | 2026-04-20 | 294.37 | 0.2773 | 0.4619 | no |
| CF | 2026-04-20 | 113.04 | 0.8418 | 0.4266 | no |
| CIEN | 2026-04-20 | 512.00 | 0.5460 | 0.5694 | no |
| COHR | 2026-04-20 | 346.28 | 0.4484 | 0.6622 | no |
| COP | 2026-04-20 | 115.21 | 0.2779 | 0.5091 | no |
| CRH | 2026-04-20 | 115.63 | 0.4714 | 0.4418 | no |
| CVNA | 2026-04-20 | 77.00 | 0.6141 | 0.4653 | no |
| DASH | 2026-04-20 | 181.64 | 0.3407 | 0.4657 | no |
| DDOG | 2026-04-20 | 125.01 | 0.3180 | 0.4264 | no |
| DELL | 2026-04-20 | 195.62 | 0.4635 | 0.5491 | no |
| DOW | 2026-04-20 | 35.27 | 0.6737 | 0.4527 | no |
| DVN | 2026-04-20 | 44.21 | 0.3987 | 0.5335 | no |
| ERIE | 2026-04-20 | 243.38 | 0.3822 | — | no |
| FANG | 2026-04-20 | 179.88 | 0.2936 | 0.5407 | no |
| FICO | 2026-04-20 | 1055.00 | 0.3445 | 0.4523 | no |
| HRL | 2026-04-20 | 20.91 | 0.3091 | 0.4605 | no |
| IBKR | 2026-04-20 | 81.04 | 0.4527 | 0.5139 | no |
| KEYS | 2026-04-20 | 334.34 | 0.4504 | 0.5313 | no |
| KKR | 2026-04-20 | 102.66 | 0.5415 | 0.4610 | no |
| LII | 2026-04-20 | 482.91 | 0.6247 | 0.4830 | no |
| LOW | 2026-04-20 | 248.07 | 0.3929 | 0.4904 | no |
| LYB | 2026-04-20 | 65.63 | 0.8572 | 0.4393 | no |
| MCHP | 2026-04-20 | 78.14 | 0.2926 | 0.6401 | no |
| MLM | 2026-04-20 | 617.14 | 0.3510 | 0.4990 | no |
| MOS | 2026-04-20 | 23.81 | 0.4706 | 0.4446 | no |
| MPC | 2026-04-20 | 212.71 | 0.5621 | 0.5246 | no |
| NKE | 2026-04-20 | 45.09 | 0.3541 | 0.4179 | no |
| NOW | 2026-04-20 | 97.44 | 1.0669 | 0.4199 | no |
| ORCL | 2026-04-20 | 176.20 | 0.6097 | 0.4362 | no |
| OXY | 2026-04-20 | 53.63 | 1.2526 | 0.5606 | no |
| PHM | 2026-04-20 | 125.21 | 0.2938 | 0.4200 | no |
| ROK | 2026-04-20 | 412.54 | 0.4025 | 0.4880 | no |
| SMCI | 2026-04-20 | 28.07 | 0.4092 | 0.5109 | no |
| SWK | 2026-04-20 | 70.09 | 0.7134 | 0.4876 | no |
| TEL | 2026-04-20 | 246.11 | 0.3279 | 0.4691 | no |
| UPS | 2026-04-20 | 102.35 | 0.3137 | 0.4888 | no |
| VLO | 2026-04-20 | 222.60 | 0.5559 | 0.5178 | no |
| VRT | 2026-04-20 | 306.87 | 0.4435 | 0.4847 | no |
| WBD | 2026-04-20 | 27.42 | 0.2828 | 0.4832 | no |
| WDAY | 2026-04-20 | 124.01 | 0.6475 | 0.4353 | no |