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 | 8.10% | 8.10% | 2026-08-04 | -5.43% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 9.87% | 14.51% | 2026-08-19 | -5.43% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 7.51% | 7.51% | 2026-08-04 | -5.85% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 9.20% | 14.04% | 2026-08-19 | -5.85% |
| weekly rebalance | participation factor overlay | 3 months | complete | 6.27% | 7.56% | 2026-06-02 | -9.30% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 6.56% | 10.51% | 2026-08-19 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 8.36% | 8.36% | 2026-08-04 | -7.33% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 9.85% | 13.13% | 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 |
|---|---|---|---|---|---|
| ABBV | 2026-05-04 | 204.26 | 0.3587 | 0.4726 | no |
| APA | 2026-05-04 | 40.32 | 0.4922 | 0.5762 | no |
| APO | 2026-05-04 | 129.23 | 0.4676 | — | no |
| APP | 2026-05-04 | 466.95 | 0.6106 | 0.4300 | no |
| AXON | 2026-05-04 | 403.00 | 0.4871 | 0.4958 | no |
| BLDR | 2026-05-04 | 75.00 | 0.9364 | 0.4295 | no |
| CEG | 2026-05-04 | 307.83 | 0.5256 | 0.4562 | no |
| CF | 2026-05-04 | 122.86 | 0.3963 | 0.4260 | no |
| CIEN | 2026-05-04 | 540.00 | 0.4024 | 0.5794 | no |
| COHR | 2026-05-04 | 344.95 | 0.6293 | 0.6802 | no |
| COP | 2026-05-04 | 122.28 | 0.2671 | 0.5337 | no |
| CVNA | 2026-05-04 | 77.06 | 0.6426 | 0.4652 | no |
| DASH | 2026-05-04 | 176.05 | 0.5577 | 0.4838 | no |
| DELL | 2026-05-04 | 210.50 | 0.7848 | 0.5531 | no |
| DOW | 2026-05-04 | 39.87 | 0.3810 | 0.4612 | no |
| DXCM | 2026-05-04 | 61.61 | 0.2937 | 0.4223 | no |
| ELV | 2026-05-04 | 368.28 | 0.2679 | 0.4560 | no |
| FICO | 2026-05-04 | 1050.65 | 0.5270 | 0.4492 | no |
| GE | 2026-05-04 | 286.04 | 0.2974 | 0.4893 | no |
| GEV | 2026-05-04 | 1071.72 | 0.4993 | 0.5117 | no |
| GM | 2026-05-04 | 75.59 | 0.4035 | 0.4165 | no |
| HCA | 2026-05-04 | 429.35 | 0.4478 | 0.4684 | no |
| HD | 2026-05-04 | 317.34 | 0.2753 | 0.4577 | no |
| HON | 2026-05-04 | 220.37 | 0.4648 | 0.5029 | no |
| HRL | 2026-05-04 | 21.05 | 0.4060 | 0.4596 | no |
| IBKR | 2026-05-04 | 80.83 | 0.5418 | 0.5338 | no |
| IFF | 2026-05-04 | 69.90 | 0.4039 | 0.4342 | no |
| IR | 2026-05-04 | 77.49 | 0.2660 | 0.4931 | no |
| KKR | 2026-05-04 | 103.60 | 0.4234 | 0.4618 | no |
| LEN | 2026-05-04 | 86.80 | 0.4009 | 0.4289 | no |
| LII | 2026-05-04 | 524.47 | 0.4176 | 0.4830 | no |
| LLY | 2026-05-04 | 956.98 | 0.4732 | 0.4745 | no |
| MLM | 2026-05-04 | 603.61 | 0.2938 | 0.4620 | no |
| MPWR | 2026-05-04 | 1588.05 | 0.2902 | 0.5726 | no |
| MRNA | 2026-05-04 | 45.32 | 0.7284 | 0.5163 | no |
| MS | 2026-05-04 | 188.89 | 0.2882 | 0.4721 | no |
| NOW | 2026-05-04 | 91.27 | 0.8200 | 0.4279 | no |
| NVR | 2026-05-04 | 6110.46 | 0.2658 | — | no |
| ORCL | 2026-05-04 | 175.41 | 0.6054 | 0.4335 | no |
| OXY | 2026-05-04 | 58.71 | 0.9120 | 0.5679 | no |
| PHM | 2026-05-04 | 117.57 | 0.5311 | 0.4298 | no |
| SMCI | 2026-05-04 | 27.49 | 0.3085 | 0.5326 | no |
| SWK | 2026-05-04 | 76.31 | 0.8383 | 0.4930 | no |
| TDG | 2026-05-04 | 1156.83 | 0.3851 | 0.5073 | no |
| TECH | 2026-05-04 | 54.33 | 0.5350 | 0.4165 | no |
| TSCO | 2026-05-04 | 33.10 | 0.3738 | 0.5021 | no |
| TXT | 2026-05-04 | 94.96 | 0.2692 | 0.4956 | no |
| VLO | 2026-05-04 | 246.75 | 0.4753 | 0.5605 | no |
| VRT | 2026-05-04 | 329.43 | 0.4094 | 0.4889 | no |
| WDAY | 2026-05-04 | 127.33 | 0.6629 | 0.4353 | no |