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 | 10.68% | 10.68% | 2026-08-04 | -4.72% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 12.76% | 17.59% | 2026-08-19 | -4.96% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 11.31% | 11.31% | 2026-08-04 | -4.63% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 12.69% | 18.18% | 2026-08-19 | -6.28% |
| weekly rebalance | participation factor overlay | 3 months | complete | 8.56% | 11.16% | 2026-06-30 | -10.83% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 7.34% | 11.93% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 7.37% | 10.38% | 2026-06-30 | -10.84% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 7.09% | 11.12% | 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 |
|---|---|---|---|---|---|
| ABBV | 2026-05-04 | 204.26 | 0.5465 | 0.4726 | no |
| ALB | 2026-05-04 | 194.97 | 0.2482 | 0.4553 | no |
| AMGN | 2026-05-04 | 321.71 | 0.2522 | 0.4926 | no |
| APA | 2026-05-04 | 40.32 | 0.3725 | 0.5762 | no |
| APO | 2026-05-04 | 129.23 | 0.7548 | — | no |
| APP | 2026-05-04 | 466.95 | 0.3414 | 0.4300 | no |
| AXON | 2026-05-04 | 403.00 | 0.4066 | 0.4958 | no |
| BLDR | 2026-05-04 | 75.00 | 0.8804 | 0.4295 | no |
| CARR | 2026-05-04 | 66.93 | 0.2637 | 0.5006 | no |
| CEG | 2026-05-04 | 307.83 | 0.2590 | 0.4562 | no |
| CF | 2026-05-04 | 122.86 | 0.4419 | 0.4260 | no |
| CIEN | 2026-05-04 | 540.00 | 0.3530 | 0.5794 | no |
| CNC | 2026-05-04 | 53.02 | 0.3028 | 0.4507 | no |
| COHR | 2026-05-04 | 344.95 | 0.4908 | 0.6802 | no |
| COP | 2026-05-04 | 122.28 | 0.2511 | 0.5337 | no |
| CVNA | 2026-05-04 | 77.06 | 0.4068 | 0.4652 | no |
| DASH | 2026-05-04 | 176.05 | 0.3723 | 0.4838 | no |
| DELL | 2026-05-04 | 210.50 | 0.4591 | 0.5531 | no |
| DHR | 2026-05-04 | 174.26 | 0.2490 | 0.4217 | no |
| FICO | 2026-05-04 | 1050.65 | 0.5260 | 0.4492 | no |
| GE | 2026-05-04 | 286.04 | 0.3893 | 0.4893 | no |
| GEN | 2026-05-04 | 19.16 | 0.3853 | 0.5131 | no |
| GEV | 2026-05-04 | 1071.72 | 0.6559 | 0.5117 | no |
| HCA | 2026-05-04 | 429.35 | 0.2889 | 0.4684 | no |
| HD | 2026-05-04 | 317.34 | 0.2794 | 0.4577 | no |
| HON | 2026-05-04 | 220.37 | 0.5754 | 0.5029 | no |
| HRL | 2026-05-04 | 21.05 | 0.4193 | 0.4596 | no |
| IBKR | 2026-05-04 | 80.83 | 0.6255 | 0.5338 | no |
| IFF | 2026-05-04 | 69.90 | 0.2784 | 0.4342 | no |
| IR | 2026-05-04 | 77.49 | 0.5418 | 0.4931 | no |
| ITW | 2026-05-04 | 252.38 | 0.3814 | 0.4852 | no |
| KKR | 2026-05-04 | 103.60 | 0.2785 | 0.4618 | no |
| LEN | 2026-05-04 | 86.80 | 0.3087 | 0.4289 | no |
| LITE | 2026-05-04 | 986.88 | 0.2642 | 0.6697 | no |
| LLY | 2026-05-04 | 956.98 | 0.6254 | 0.4745 | no |
| MRNA | 2026-05-04 | 45.32 | 0.4098 | 0.5163 | no |
| MS | 2026-05-04 | 188.89 | 0.3906 | 0.4721 | no |
| NOW | 2026-05-04 | 91.27 | 0.8033 | 0.4279 | no |
| NVR | 2026-05-04 | 6110.46 | 0.3403 | — | no |
| OXY | 2026-05-04 | 58.71 | 0.9381 | 0.5679 | no |
| PHM | 2026-05-04 | 117.57 | 0.4525 | 0.4298 | no |
| SMCI | 2026-05-04 | 27.49 | 0.3575 | 0.5326 | no |
| SWK | 2026-05-04 | 76.31 | 0.9048 | 0.4930 | no |
| SYK | 2026-05-04 | 293.87 | 0.2632 | 0.4191 | no |
| SYY | 2026-05-04 | 73.02 | 0.2655 | 0.4498 | no |
| TDG | 2026-05-04 | 1156.83 | 0.3905 | 0.5073 | no |
| TECH | 2026-05-04 | 54.33 | 0.3976 | 0.4165 | no |
| TSCO | 2026-05-04 | 33.10 | 0.5512 | 0.5021 | no |
| VLO | 2026-05-04 | 246.75 | 0.4048 | 0.5605 | no |
| WDAY | 2026-05-04 | 127.33 | 0.8276 | 0.4353 | no |