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 | 9.10% | 9.10% | 2026-08-11 | -3.49% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 4.46% | 9.88% | 2026-08-13 | -5.34% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.34% | 8.34% | 2026-08-11 | -3.87% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 4.11% | 9.39% | 2026-08-19 | -5.31% |
| weekly rebalance | participation factor overlay | 3 months | complete | 7.48% | 9.79% | 2026-06-30 | -10.83% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 6.01% | 10.55% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 6.64% | 9.35% | 2026-06-30 | -10.84% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 6.09% | 10.08% | 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 | 2026-05-11 | 200.58 | 0.2821 | 0.4724 | no |
| APA | 2026-05-11 | 36.44 | 0.6756 | 0.5731 | no |
| APO | 2026-05-11 | 132.35 | 0.5872 | — | no |
| APP | 2026-05-11 | 456.07 | 0.2834 | 0.4527 | no |
| ARES | 2026-05-11 | 123.64 | 0.3469 | 0.4555 | no |
| AWK | 2026-05-11 | 124.10 | 0.3625 | 0.4733 | no |
| AXON | 2026-05-11 | 394.20 | 0.3856 | 0.4696 | no |
| BLDR | 2026-05-11 | 77.11 | 0.6424 | 0.4293 | no |
| BMY | 2026-05-11 | 55.55 | 0.4106 | 0.5085 | no |
| CF | 2026-05-11 | 115.94 | 0.9038 | 0.4239 | no |
| CIEN | 2026-05-11 | 558.00 | 0.3714 | 0.5810 | no |
| CNC | 2026-05-11 | 56.45 | 0.2589 | 0.4507 | no |
| COHR | 2026-05-11 | 345.00 | 0.3573 | 0.6710 | no |
| CRWD | 2026-05-11 | 130.95 | 0.6365 | 0.4824 | no |
| DD | 2026-05-11 | 148.75 | 0.6254 | 0.4375 | no |
| DHI | 2026-05-11 | 147.11 | 0.4205 | 0.4179 | no |
| DHR | 2026-05-11 | 171.37 | 0.4317 | 0.4231 | no |
| DOW | 2026-05-11 | 36.70 | 0.7181 | 0.4612 | no |
| ELV | 2026-05-11 | 376.62 | 0.3467 | 0.4561 | no |
| EQT | 2026-05-11 | 56.32 | 0.2569 | 0.5391 | no |
| ERIE | 2026-05-11 | 215.77 | 0.2659 | — | no |
| FICO | 2026-05-11 | 1120.24 | 0.8234 | 0.4492 | no |
| FIX | 2026-05-11 | 1953.22 | 0.5910 | 0.5198 | no |
| GE | 2026-05-11 | 295.66 | 0.3892 | 0.4886 | no |
| GILD | 2026-05-11 | 129.43 | 0.4029 | 0.4681 | no |
| GLW | 2026-05-11 | 193.34 | 0.2674 | 0.4984 | no |
| HD | 2026-05-11 | 311.85 | 0.3153 | 0.4471 | no |
| HII | 2026-05-11 | 314.58 | 0.3830 | 0.5305 | no |
| HON | 2026-05-11 | 223.87 | 0.4296 | 0.5027 | no |
| HRL | 2026-05-11 | 20.21 | 0.2728 | 0.4568 | no |
| ITW | 2026-05-11 | 253.58 | 0.4563 | 0.4852 | no |
| JBHT | 2026-05-11 | 244.73 | 0.4320 | 0.4961 | no |
| LH | 2026-05-11 | 253.26 | 0.3431 | 0.4125 | no |
| LITE | 2026-05-11 | 949.72 | 0.3981 | 0.6078 | no |
| LLY | 2026-05-11 | 946.01 | 0.6957 | 0.4751 | no |
| LOW | 2026-05-11 | 226.60 | 0.3560 | 0.4855 | no |
| LULU | 2026-05-11 | 130.69 | 0.5459 | 0.4185 | no |
| MPWR | 2026-05-11 | 1592.06 | 0.5339 | 0.5778 | no |
| MRK | 2026-05-11 | 110.70 | 0.2543 | 0.4606 | no |
| NOW | 2026-05-11 | 91.04 | 0.5903 | 0.4261 | no |
| OXY | 2026-05-11 | 53.52 | 0.8112 | 0.5679 | no |
| PANW | 2026-05-11 | 207.79 | 0.3114 | 0.4586 | no |
| PODD | 2026-05-11 | 153.34 | 1.1721 | 0.4159 | no |
| REGN | 2026-05-11 | 713.09 | 0.2569 | 0.5001 | no |
| SW | 2026-05-11 | 41.10 | 0.4662 | 0.4433 | no |
| TDG | 2026-05-11 | 1218.74 | 0.4965 | 0.5372 | no |
| TSCO | 2026-05-11 | 30.10 | 1.0380 | 0.4989 | no |
| TXT | 2026-05-11 | 91.07 | 0.3806 | 0.4949 | no |
| VLO | 2026-05-11 | 242.59 | 0.3784 | 0.5618 | no |
| XEL | 2026-05-11 | 78.33 | 0.3455 | 0.4403 | no |