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 | 6.91% | 11.32% | 2026-06-01 | -4.86% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 10.40% | 14.94% | 2026-08-14 | -4.86% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.87% | 11.42% | 2026-06-01 | -4.46% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 11.59% | 16.10% | 2026-08-14 | -4.46% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.88% | 9.21% | 2026-06-02 | -6.72% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 8.20% | 12.21% | 2026-08-19 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.19% | 9.21% | 2026-06-30 | -5.51% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 11.04% | 14.35% | 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 |
|---|---|---|---|---|---|
| ALGN | 2026-04-20 | 187.35 | 0.3637 | 0.4329 | no |
| APA | 2026-04-20 | 35.47 | 0.8112 | 0.5657 | no |
| APO | 2026-04-20 | 123.05 | 0.5653 | — | no |
| APP | 2026-04-20 | 470.51 | 0.6266 | 0.4222 | no |
| ARES | 2026-04-20 | 113.65 | 1.0290 | 0.4565 | no |
| AVY | 2026-04-20 | 170.00 | 0.2998 | 0.4354 | no |
| AXON | 2026-04-20 | 397.85 | 0.5244 | 0.4896 | no |
| BX | 2026-04-20 | 126.53 | 0.5996 | 0.4429 | no |
| C | 2026-04-20 | 130.69 | 0.3018 | 0.4541 | no |
| CARR | 2026-04-20 | 60.74 | 0.3916 | 0.4958 | no |
| CEG | 2026-04-20 | 294.37 | 0.5795 | 0.4619 | no |
| CF | 2026-04-20 | 113.04 | 1.0222 | 0.4266 | no |
| CIEN | 2026-04-20 | 512.00 | 0.2996 | 0.5694 | no |
| COP | 2026-04-20 | 115.21 | 0.3235 | 0.5091 | no |
| CRH | 2026-04-20 | 115.63 | 0.3010 | 0.4418 | no |
| CVNA | 2026-04-20 | 77.00 | 0.5103 | 0.4653 | no |
| DDOG | 2026-04-20 | 125.01 | 0.5661 | 0.4264 | no |
| DELL | 2026-04-20 | 195.62 | 0.3779 | 0.5491 | no |
| DG | 2026-04-20 | 125.67 | 0.2879 | 0.5255 | no |
| DOW | 2026-04-20 | 35.27 | 0.4214 | 0.4527 | no |
| DVN | 2026-04-20 | 44.21 | 0.5951 | 0.5335 | no |
| EMR | 2026-04-20 | 144.37 | 0.3085 | 0.4952 | no |
| ERIE | 2026-04-20 | 243.38 | 0.4394 | — | no |
| FANG | 2026-04-20 | 179.88 | 0.3822 | 0.5407 | no |
| FICO | 2026-04-20 | 1055.00 | 0.3989 | 0.4523 | no |
| GE | 2026-04-20 | 303.50 | 0.3521 | 0.5030 | no |
| HRL | 2026-04-20 | 20.91 | 0.3120 | 0.4605 | no |
| IBKR | 2026-04-20 | 81.04 | 0.6158 | 0.5139 | no |
| IT | 2026-04-20 | 154.78 | 0.3385 | 0.4293 | no |
| KEYS | 2026-04-20 | 334.34 | 0.4136 | 0.5313 | no |
| KKR | 2026-04-20 | 102.66 | 0.3029 | 0.4610 | no |
| KLAC | 2026-04-20 | 178.73 | 0.3018 | 0.6221 | no |
| LII | 2026-04-20 | 482.91 | 0.7738 | 0.4830 | no |
| LOW | 2026-04-20 | 248.07 | 0.3833 | 0.4904 | no |
| LYB | 2026-04-20 | 65.63 | 0.6875 | 0.4393 | no |
| MLM | 2026-04-20 | 617.14 | 0.4738 | 0.4990 | no |
| MPC | 2026-04-20 | 212.71 | 0.5638 | 0.5246 | no |
| MU | 2026-04-20 | 458.18 | 0.4095 | 0.6284 | no |
| NOW | 2026-04-20 | 97.44 | 0.8361 | 0.4199 | no |
| ORCL | 2026-04-20 | 176.20 | 0.5551 | 0.4362 | no |
| OXY | 2026-04-20 | 53.63 | 1.2939 | 0.5606 | no |
| PHM | 2026-04-20 | 125.21 | 0.2867 | 0.4200 | no |
| ROK | 2026-04-20 | 412.54 | 0.3364 | 0.4880 | no |
| SWK | 2026-04-20 | 70.09 | 0.8779 | 0.4876 | no |
| SYF | 2026-04-20 | 77.18 | 0.4194 | 0.4616 | no |
| TEL | 2026-04-20 | 246.11 | 0.3676 | 0.4691 | no |
| TRGP | 2026-04-20 | 231.60 | 0.3194 | 0.5241 | no |
| VLO | 2026-04-20 | 222.60 | 0.5432 | 0.5178 | no |
| VRT | 2026-04-20 | 306.87 | 0.4773 | 0.4847 | no |
| WDAY | 2026-04-20 | 124.01 | 0.4141 | 0.4353 | no |