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 | 6.51% | 9.46% | 2026-06-01 | -5.12% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 9.89% | 13.92% | 2026-09-03 | -5.12% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 6.44% | 9.67% | 2026-06-01 | -5.84% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 14.99% | 19.15% | 2026-09-03 | -5.84% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.11% | 11.77% | 2026-06-30 | -7.75% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 7.92% | 12.55% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.18% | 10.98% | 2026-06-30 | -7.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 7.67% | 11.72% | 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 |
|---|---|---|---|---|---|
| AMGN | 2026-04-27 | 337.81 | 0.3906 | 0.4849 | no |
| AOS | 2026-04-27 | 63.88 | 0.4752 | 0.4912 | no |
| APA | 2026-04-27 | 37.85 | 0.6013 | 0.5623 | no |
| APP | 2026-04-27 | 443.14 | 0.6001 | 0.4229 | no |
| ARES | 2026-04-27 | 112.17 | 0.9091 | 0.4566 | no |
| BALL | 2026-04-27 | 61.03 | 0.3488 | 0.4236 | no |
| BX | 2026-04-27 | 119.64 | 0.4352 | 0.4395 | no |
| CEG | 2026-04-27 | 317.02 | 0.5862 | 0.4600 | no |
| CF | 2026-04-27 | 121.30 | 0.7380 | 0.4255 | no |
| COHR | 2026-04-27 | 330.50 | 1.1083 | 0.6710 | no |
| COP | 2026-04-27 | 120.50 | 0.4030 | 0.5070 | no |
| CTSH | 2026-04-27 | 53.94 | 0.3792 | 0.4235 | no |
| DASH | 2026-04-27 | 178.71 | 0.5976 | 0.4774 | no |
| DECK | 2026-04-27 | 108.70 | 0.4278 | 0.4160 | no |
| DELL | 2026-04-27 | 217.42 | 0.4779 | 0.5498 | no |
| DOW | 2026-04-27 | 38.65 | 0.6611 | 0.4597 | no |
| EMR | 2026-04-27 | 140.46 | 0.3394 | 0.4948 | no |
| ERIE | 2026-04-27 | 235.40 | 0.3652 | — | no |
| EXPE | 2026-04-27 | 246.96 | 0.4692 | 0.4876 | no |
| FDS | 2026-04-27 | 222.29 | 0.3478 | 0.4682 | no |
| FICO | 2026-04-27 | 999.27 | 0.7025 | 0.4518 | no |
| GEN | 2026-04-27 | 18.79 | 0.5103 | 0.5027 | no |
| HOOD | 2026-04-27 | 84.28 | 0.4106 | 0.4275 | no |
| HRL | 2026-04-27 | 21.24 | 0.5580 | 0.4623 | no |
| HUM | 2026-04-27 | 214.49 | 0.5434 | 0.4735 | no |
| IFF | 2026-04-27 | 70.85 | 0.4119 | 0.4339 | no |
| IR | 2026-04-27 | 83.11 | 0.3457 | 0.4916 | no |
| KEYS | 2026-04-27 | 346.40 | 0.5023 | 0.5312 | no |
| KLAC | 2026-04-27 | 190.51 | 0.5460 | 0.6252 | no |
| LII | 2026-04-27 | 492.35 | 0.3369 | 0.4824 | no |
| LLY | 2026-04-27 | 875.37 | 0.3793 | 0.4734 | no |
| LYB | 2026-04-27 | 68.98 | 0.8128 | 0.4484 | no |
| MCHP | 2026-04-27 | 87.99 | 0.4569 | 0.6409 | no |
| MPC | 2026-04-27 | 223.64 | 0.3723 | 0.5254 | no |
| NCLH | 2026-04-27 | 18.17 | 0.4432 | 0.4631 | no |
| NEM | 2026-04-27 | 118.10 | 0.4930 | 0.5623 | no |
| NKE | 2026-04-27 | 43.74 | 0.4013 | 0.4172 | no |
| NOW | 2026-04-27 | 89.06 | 0.8523 | 0.4266 | no |
| NXPI | 2026-04-27 | 240.43 | 0.5782 | 0.6186 | no |
| ORCL | 2026-04-27 | 171.98 | 0.5521 | 0.4374 | no |
| OXY | 2026-04-27 | 56.84 | 0.9185 | 0.5580 | no |
| PSX | 2026-04-27 | 161.22 | 0.3715 | 0.4956 | no |
| SMCI | 2026-04-27 | 28.83 | 0.5951 | 0.5159 | no |
| SNPS | 2026-04-27 | 496.94 | 0.3878 | 0.5459 | no |
| SWK | 2026-04-27 | 76.30 | 0.9698 | 0.4867 | no |
| TDG | 2026-04-27 | 1146.40 | 0.4459 | 0.5168 | no |
| TSCO | 2026-04-27 | 36.27 | 0.3596 | 0.5041 | no |
| UPS | 2026-04-27 | 103.78 | 0.3541 | 0.4883 | no |
| VRT | 2026-04-27 | 325.84 | 0.3271 | 0.4890 | no |
| WDAY | 2026-04-27 | 117.66 | 0.9157 | 0.4339 | no |