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 | 13.15% | 13.15% | 2026-08-11 | -4.85% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 9.79% | 14.23% | 2026-08-13 | -5.58% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 13.44% | 13.44% | 2026-08-11 | -4.28% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 9.74% | 14.75% | 2026-08-13 | -5.86% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.26% | 6.66% | 2026-06-02 | -9.30% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 5.67% | 9.59% | 2026-08-19 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 7.48% | 7.58% | 2026-08-04 | -7.33% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 9.06% | 12.32% | 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 | 2026-05-11 | 200.58 | 0.2692 | 0.4724 | no |
| APA | 2026-05-11 | 36.44 | 0.8198 | 0.5731 | no |
| APO | 2026-05-11 | 132.35 | 0.3885 | — | no |
| AXON | 2026-05-11 | 394.20 | 0.8756 | 0.4696 | no |
| BBY | 2026-05-11 | 58.60 | 0.3043 | 0.4619 | no |
| BLDR | 2026-05-11 | 77.11 | 0.5840 | 0.4293 | no |
| BMY | 2026-05-11 | 55.55 | 0.3791 | 0.5085 | no |
| CF | 2026-05-11 | 115.94 | 0.7410 | 0.4239 | no |
| CIEN | 2026-05-11 | 558.00 | 0.4798 | 0.5810 | no |
| CRWD | 2026-05-11 | 130.95 | 0.6827 | 0.4824 | no |
| CSCO | 2026-05-11 | 95.99 | 0.2790 | 0.5863 | no |
| CTSH | 2026-05-11 | 50.52 | 0.4614 | 0.4210 | no |
| DD | 2026-05-11 | 148.75 | 0.5297 | 0.4375 | no |
| DELL | 2026-05-11 | 253.18 | 0.3534 | 0.5636 | no |
| DHI | 2026-05-11 | 147.11 | 0.3273 | 0.4179 | no |
| DIS | 2026-05-11 | 107.18 | 0.2934 | — | no |
| DOW | 2026-05-11 | 36.70 | 0.5529 | 0.4612 | no |
| DXCM | 2026-05-11 | 60.34 | 0.3879 | 0.4210 | no |
| EQT | 2026-05-11 | 56.32 | 0.2928 | 0.5391 | no |
| ERIE | 2026-05-11 | 215.77 | 0.2634 | — | no |
| FCX | 2026-05-11 | 62.07 | 0.2753 | 0.5470 | no |
| FICO | 2026-05-11 | 1120.24 | 0.8576 | 0.4492 | no |
| FIX | 2026-05-11 | 1953.22 | 0.5270 | 0.5198 | no |
| GE | 2026-05-11 | 295.66 | 0.5493 | 0.4886 | no |
| GEV | 2026-05-11 | 1041.25 | 0.3505 | 0.5117 | no |
| GILD | 2026-05-11 | 129.43 | 0.2746 | 0.4681 | no |
| GLW | 2026-05-11 | 193.34 | 0.3455 | 0.4984 | no |
| HD | 2026-05-11 | 311.85 | 0.2648 | 0.4471 | no |
| HII | 2026-05-11 | 314.58 | 0.5030 | 0.5305 | no |
| HON | 2026-05-11 | 223.87 | 0.4740 | 0.5027 | no |
| HPE | 2026-05-11 | 31.02 | 0.4407 | 0.5824 | no |
| ITW | 2026-05-11 | 253.58 | 0.4078 | 0.4852 | no |
| LITE | 2026-05-11 | 949.72 | 0.2888 | 0.6078 | no |
| LLY | 2026-05-11 | 946.01 | 0.5807 | 0.4751 | no |
| LOW | 2026-05-11 | 226.60 | 0.3536 | 0.4855 | no |
| LULU | 2026-05-11 | 130.69 | 0.2913 | 0.4185 | no |
| LYV | 2026-05-11 | 160.83 | 0.2826 | 0.4486 | no |
| MS | 2026-05-11 | 191.31 | 0.4007 | 0.4723 | no |
| NOW | 2026-05-11 | 91.04 | 0.5319 | 0.4261 | no |
| OXY | 2026-05-11 | 53.52 | 0.7587 | 0.5679 | no |
| PANW | 2026-05-11 | 207.79 | 0.4374 | 0.4586 | no |
| PHM | 2026-05-11 | 116.95 | 0.3208 | 0.4298 | no |
| PODD | 2026-05-11 | 153.34 | 1.1052 | 0.4159 | no |
| ROK | 2026-05-11 | 448.83 | 0.3099 | 0.4810 | no |
| RVTY | 2026-05-11 | 100.73 | 0.2782 | 0.4237 | no |
| SW | 2026-05-11 | 41.10 | 0.4689 | 0.4433 | no |
| TDG | 2026-05-11 | 1218.74 | 0.4190 | 0.5372 | no |
| TSCO | 2026-05-11 | 30.10 | 1.0210 | 0.4989 | no |
| TXT | 2026-05-11 | 91.07 | 0.3248 | 0.4949 | no |
| XYL | 2026-05-11 | 112.70 | 0.3198 | 0.4729 | no |