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 | 8.65% | 8.65% | 2026-08-04 | -6.33% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 10.29% | 14.44% | 2026-08-19 | -6.33% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 9.21% | 9.21% | 2026-08-04 | -6.64% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 9.47% | 14.97% | 2026-08-19 | -6.64% |
| weekly rebalance | participation factor overlay | 3 months | complete | 4.75% | 9.87% | 2026-06-15 | -11.54% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 3.06% | 9.87% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.82% | 9.03% | 2026-06-30 | -10.57% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 2.97% | 9.03% | 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 |
|---|---|---|---|---|---|
| ABBV | 2026-05-04 | 204.26 | 0.3738 | 0.4726 | no |
| APA | 2026-05-04 | 40.32 | 0.5590 | 0.5762 | no |
| APO | 2026-05-04 | 129.23 | 0.6380 | — | no |
| APP | 2026-05-04 | 466.95 | 0.4051 | 0.4300 | no |
| AXON | 2026-05-04 | 403.00 | 0.4661 | 0.4958 | no |
| BLDR | 2026-05-04 | 75.00 | 0.7572 | 0.4295 | no |
| CEG | 2026-05-04 | 307.83 | 0.4016 | 0.4562 | no |
| CF | 2026-05-04 | 122.86 | 0.5609 | 0.4260 | no |
| CIEN | 2026-05-04 | 540.00 | 0.4684 | 0.5794 | no |
| CMI | 2026-05-04 | 651.58 | 0.4835 | 0.4993 | no |
| COHR | 2026-05-04 | 344.95 | 0.3892 | 0.6802 | no |
| CVNA | 2026-05-04 | 77.06 | 0.3530 | 0.4652 | no |
| DASH | 2026-05-04 | 176.05 | 0.3727 | 0.4838 | no |
| DELL | 2026-05-04 | 210.50 | 0.3762 | 0.5531 | no |
| DOW | 2026-05-04 | 39.87 | 0.4047 | 0.4612 | no |
| FICO | 2026-05-04 | 1050.65 | 0.5730 | 0.4492 | no |
| GE | 2026-05-04 | 286.04 | 0.4210 | 0.4893 | no |
| GEN | 2026-05-04 | 19.16 | 0.3035 | 0.5131 | no |
| GEV | 2026-05-04 | 1071.72 | 0.5644 | 0.5117 | no |
| HCA | 2026-05-04 | 429.35 | 0.3342 | 0.4684 | no |
| HON | 2026-05-04 | 220.37 | 0.4085 | 0.5029 | no |
| HRL | 2026-05-04 | 21.05 | 0.4069 | 0.4596 | no |
| IBKR | 2026-05-04 | 80.83 | 0.6556 | 0.5338 | no |
| IFF | 2026-05-04 | 69.90 | 0.3916 | 0.4342 | no |
| IR | 2026-05-04 | 77.49 | 0.2570 | 0.4931 | no |
| ITW | 2026-05-04 | 252.38 | 0.4202 | 0.4852 | no |
| KEYS | 2026-05-04 | 351.74 | 0.2990 | 0.5316 | no |
| KKR | 2026-05-04 | 103.60 | 0.5129 | 0.4618 | no |
| LEN | 2026-05-04 | 86.80 | 0.3396 | 0.4289 | no |
| LII | 2026-05-04 | 524.47 | 0.2727 | 0.4830 | no |
| LITE | 2026-05-04 | 986.88 | 0.3678 | 0.6697 | no |
| LLY | 2026-05-04 | 956.98 | 0.6217 | 0.4745 | no |
| MLM | 2026-05-04 | 603.61 | 0.2673 | 0.4620 | no |
| MRNA | 2026-05-04 | 45.32 | 0.3817 | 0.5163 | no |
| MS | 2026-05-04 | 188.89 | 0.3538 | 0.4721 | no |
| NOW | 2026-05-04 | 91.27 | 1.0415 | 0.4279 | no |
| NVR | 2026-05-04 | 6110.46 | 0.2568 | — | no |
| ORCL | 2026-05-04 | 175.41 | 0.7107 | 0.4335 | no |
| OXY | 2026-05-04 | 58.71 | 0.5775 | 0.5679 | no |
| PHM | 2026-05-04 | 117.57 | 0.3898 | 0.4298 | no |
| SMCI | 2026-05-04 | 27.49 | 0.4902 | 0.5326 | no |
| STX | 2026-05-04 | 741.63 | 0.3457 | 0.6021 | no |
| SWK | 2026-05-04 | 76.31 | 0.9842 | 0.4930 | no |
| SYY | 2026-05-04 | 73.02 | 0.3104 | 0.4498 | no |
| TDG | 2026-05-04 | 1156.83 | 0.4239 | 0.5073 | no |
| TECH | 2026-05-04 | 54.33 | 0.4987 | 0.4165 | no |
| TSCO | 2026-05-04 | 33.10 | 0.3096 | 0.5021 | no |
| VLO | 2026-05-04 | 246.75 | 0.2807 | 0.5605 | no |
| VRT | 2026-05-04 | 329.43 | 0.3506 | 0.4889 | no |
| WDAY | 2026-05-04 | 127.33 | 0.6253 | 0.4353 | no |