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 | 9.13% | 9.13% | 2026-08-11 | -4.79% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 5.03% | 10.05% | 2026-08-13 | -5.98% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.14% | 8.14% | 2026-08-11 | -4.67% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 3.62% | 9.00% | 2026-08-13 | -5.84% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.17% | 8.23% | 2026-06-15 | -11.54% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 1.53% | 8.23% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.37% | 7.54% | 2026-06-30 | -10.57% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 1.56% | 7.54% | 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 |
|---|---|---|---|---|---|
| AMGN | 2026-05-11 | 328.57 | 0.2937 | 0.4930 | no |
| APA | 2026-05-11 | 36.44 | 1.0953 | 0.5731 | no |
| APO | 2026-05-11 | 132.35 | 0.4578 | — | no |
| APP | 2026-05-11 | 456.07 | 0.3192 | 0.4527 | no |
| ARES | 2026-05-11 | 123.64 | 0.3231 | 0.4555 | no |
| AXON | 2026-05-11 | 394.20 | 0.6054 | 0.4696 | no |
| BBY | 2026-05-11 | 58.60 | 0.3078 | 0.4619 | no |
| BLDR | 2026-05-11 | 77.11 | 0.5325 | 0.4293 | no |
| BMY | 2026-05-11 | 55.55 | 0.3890 | 0.5085 | no |
| BX | 2026-05-11 | 122.02 | 0.3181 | 0.4392 | no |
| CF | 2026-05-11 | 115.94 | 1.0095 | 0.4239 | no |
| CIEN | 2026-05-11 | 558.00 | 0.4678 | 0.5810 | no |
| COHR | 2026-05-11 | 345.00 | 0.2957 | 0.6710 | no |
| COP | 2026-05-11 | 113.67 | 0.2978 | 0.5337 | no |
| CRWD | 2026-05-11 | 130.95 | 0.6531 | 0.4824 | no |
| CTSH | 2026-05-11 | 50.52 | 0.2998 | 0.4210 | no |
| DD | 2026-05-11 | 148.75 | 0.6539 | 0.4375 | no |
| DELL | 2026-05-11 | 253.18 | 0.3380 | 0.5636 | no |
| DHI | 2026-05-11 | 147.11 | 0.3321 | 0.4179 | no |
| DOW | 2026-05-11 | 36.70 | 0.8533 | 0.4612 | no |
| DXCM | 2026-05-11 | 60.34 | 0.3160 | 0.4210 | no |
| EME | 2026-05-11 | 914.01 | 0.3107 | 0.5956 | no |
| FCX | 2026-05-11 | 62.07 | 0.5086 | 0.5470 | no |
| FICO | 2026-05-11 | 1120.24 | 0.8466 | 0.4492 | no |
| FIX | 2026-05-11 | 1953.22 | 0.7220 | 0.5198 | no |
| GE | 2026-05-11 | 295.66 | 0.3432 | 0.4886 | no |
| GILD | 2026-05-11 | 129.43 | 0.4122 | 0.4681 | no |
| HII | 2026-05-11 | 314.58 | 0.4319 | 0.5305 | no |
| HON | 2026-05-11 | 223.87 | 0.4503 | 0.5027 | no |
| IR | 2026-05-11 | 75.70 | 0.3135 | 0.4930 | no |
| ITW | 2026-05-11 | 253.58 | 0.4649 | 0.4852 | no |
| LH | 2026-05-11 | 253.26 | 0.4075 | 0.4125 | no |
| LITE | 2026-05-11 | 949.72 | 0.3513 | 0.6078 | no |
| LLY | 2026-05-11 | 946.01 | 0.6654 | 0.4751 | no |
| LOW | 2026-05-11 | 226.60 | 0.4381 | 0.4855 | no |
| LULU | 2026-05-11 | 130.69 | 0.4775 | 0.4185 | no |
| LYB | 2026-05-11 | 71.60 | 0.6933 | 0.4459 | no |
| MPWR | 2026-05-11 | 1592.06 | 0.4599 | 0.5778 | no |
| NOW | 2026-05-11 | 91.04 | 0.7832 | 0.4261 | no |
| ON | 2026-05-11 | 102.73 | 0.3587 | 0.6390 | no |
| OXY | 2026-05-11 | 53.52 | 0.8640 | 0.5679 | no |
| PHM | 2026-05-11 | 116.95 | 0.4230 | 0.4298 | no |
| PODD | 2026-05-11 | 153.34 | 1.1210 | 0.4159 | no |
| ROK | 2026-05-11 | 448.83 | 0.3073 | 0.4810 | no |
| RVTY | 2026-05-11 | 100.73 | 0.2867 | 0.4237 | no |
| STX | 2026-05-11 | 792.68 | 0.3392 | 0.6110 | no |
| SYK | 2026-05-11 | 284.80 | 0.2985 | 0.4172 | no |
| TDG | 2026-05-11 | 1218.74 | 0.6846 | 0.5372 | no |
| TSCO | 2026-05-11 | 30.10 | 0.9588 | 0.4989 | no |
| XYL | 2026-05-11 | 112.70 | 0.3108 | 0.4729 | no |