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 | 9.86% | 9.86% | 2026-08-04 | -3.94% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 10.99% | 15.93% | 2026-08-19 | -5.24% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.89% | 8.89% | 2026-08-04 | -3.89% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 8.53% | 14.89% | 2026-08-19 | -6.58% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.37% | 9.39% | 2026-06-30 | -9.37% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 7.17% | 11.91% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 8.37% | 10.33% | 2026-06-30 | -8.63% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 8.28% | 13.67% | 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 |
|---|---|---|---|---|---|
| ABBV | 2026-05-04 | 204.26 | 0.4520 | 0.4726 | no |
| AMGN | 2026-05-04 | 321.71 | 0.3152 | 0.4926 | no |
| APA | 2026-05-04 | 40.32 | 0.5383 | 0.5762 | no |
| APO | 2026-05-04 | 129.23 | 0.4408 | — | no |
| APP | 2026-05-04 | 466.95 | 0.3899 | 0.4300 | no |
| ARES | 2026-05-04 | 117.96 | 0.3325 | 0.4543 | no |
| AXON | 2026-05-04 | 403.00 | 0.4857 | 0.4958 | no |
| BLDR | 2026-05-04 | 75.00 | 0.8784 | 0.4295 | no |
| BRO | 2026-05-04 | 57.12 | 0.2749 | 0.4695 | no |
| BX | 2026-05-04 | 123.71 | 0.3318 | 0.4387 | no |
| CF | 2026-05-04 | 122.86 | 0.5939 | 0.4260 | no |
| CIEN | 2026-05-04 | 540.00 | 0.5917 | 0.5794 | no |
| COHR | 2026-05-04 | 344.95 | 0.2944 | 0.6802 | no |
| COIN | 2026-05-04 | 199.41 | 0.3448 | — | no |
| COP | 2026-05-04 | 122.28 | 0.3631 | 0.5337 | no |
| CVNA | 2026-05-04 | 77.06 | 0.5016 | 0.4652 | no |
| CVS | 2026-05-04 | 81.79 | 0.4005 | 0.4351 | no |
| DASH | 2026-05-04 | 176.05 | 0.6403 | 0.4838 | no |
| DELL | 2026-05-04 | 210.50 | 0.6994 | 0.5531 | no |
| DOW | 2026-05-04 | 39.87 | 0.4014 | 0.4612 | no |
| DXCM | 2026-05-04 | 61.61 | 0.2849 | 0.4223 | no |
| EQIX | 2026-05-04 | 1076.69 | 0.2556 | 0.4635 | no |
| GE | 2026-05-04 | 286.04 | 0.4378 | 0.4893 | no |
| GM | 2026-05-04 | 75.59 | 0.2986 | 0.4165 | no |
| HON | 2026-05-04 | 220.37 | 0.5220 | 0.5029 | no |
| HRL | 2026-05-04 | 21.05 | 0.5358 | 0.4596 | no |
| IBKR | 2026-05-04 | 80.83 | 0.3316 | 0.5338 | no |
| IFF | 2026-05-04 | 69.90 | 0.2877 | 0.4342 | no |
| ITW | 2026-05-04 | 252.38 | 0.3248 | 0.4852 | no |
| KEYS | 2026-05-04 | 351.74 | 0.4321 | 0.5316 | no |
| KKR | 2026-05-04 | 103.60 | 0.4034 | 0.4618 | no |
| LEN | 2026-05-04 | 86.80 | 0.2769 | 0.4289 | no |
| LII | 2026-05-04 | 524.47 | 0.4299 | 0.4830 | no |
| LLY | 2026-05-04 | 956.98 | 0.5468 | 0.4745 | no |
| MLM | 2026-05-04 | 603.61 | 0.2790 | 0.4620 | no |
| MPWR | 2026-05-04 | 1588.05 | 0.4200 | 0.5726 | no |
| MRNA | 2026-05-04 | 45.32 | 0.5205 | 0.5163 | no |
| MS | 2026-05-04 | 188.89 | 0.2707 | 0.4721 | no |
| NOW | 2026-05-04 | 91.27 | 0.8755 | 0.4279 | no |
| ORCL | 2026-05-04 | 175.41 | 0.6345 | 0.4335 | no |
| OXY | 2026-05-04 | 58.71 | 0.6057 | 0.5679 | no |
| PHM | 2026-05-04 | 117.57 | 0.3384 | 0.4298 | no |
| SHW | 2026-05-04 | 313.51 | 0.3380 | 0.4483 | no |
| SWK | 2026-05-04 | 76.31 | 0.8155 | 0.4930 | no |
| TDG | 2026-05-04 | 1156.83 | 0.4096 | 0.5073 | no |
| TECH | 2026-05-04 | 54.33 | 0.4188 | 0.4165 | no |
| TSCO | 2026-05-04 | 33.10 | 0.3114 | 0.5021 | no |
| VLO | 2026-05-04 | 246.75 | 0.2725 | 0.5605 | no |
| VRT | 2026-05-04 | 329.43 | 0.2782 | 0.4889 | no |
| WDAY | 2026-05-04 | 127.33 | 0.7542 | 0.4353 | no |