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 | 10.82% | 12.43% | 2026-08-14 | -4.73% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 7.98% | 12.43% | 2026-08-14 | -4.77% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 10.07% | 11.80% | 2026-08-13 | -4.49% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 7.36% | 11.92% | 2026-08-21 | -5.11% |
| weekly rebalance | participation factor overlay | 3 months | complete | 2.80% | 8.20% | 2026-06-15 | -11.54% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 1.49% | 8.20% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 3.70% | 8.05% | 2026-06-30 | -10.57% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 2.05% | 8.05% | 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 |
|---|---|---|---|---|---|
| ABBV | 2026-05-18 | 208.88 | 0.3859 | 0.4722 | no |
| AMD | 2026-05-18 | 429.50 | 0.5722 | 0.6248 | no |
| AMGN | 2026-05-18 | 323.66 | 0.3143 | 0.4923 | no |
| APA | 2026-05-18 | 38.53 | 1.1146 | 0.5719 | no |
| APO | 2026-05-18 | 132.76 | 0.4460 | — | no |
| APTV | 2026-05-18 | 54.21 | 0.3271 | 0.4234 | no |
| AXON | 2026-05-18 | 393.72 | 0.4524 | 0.4642 | no |
| BLDR | 2026-05-18 | 70.59 | 0.4470 | 0.4293 | no |
| BMY | 2026-05-18 | 56.81 | 0.3217 | 0.5074 | no |
| CEG | 2026-05-18 | 266.79 | 0.3628 | 0.4751 | no |
| CF | 2026-05-18 | 122.37 | 0.5383 | 0.4239 | no |
| CIEN | 2026-05-18 | 563.49 | 0.5430 | 0.5810 | no |
| CNC | 2026-05-18 | 58.11 | 0.3291 | 0.4499 | no |
| CRWD | 2026-05-18 | 147.37 | 0.3557 | 0.4821 | no |
| CTVA | 2026-05-18 | 81.72 | 0.3134 | 0.4327 | no |
| DG | 2026-05-18 | 101.40 | 0.4232 | 0.5117 | no |
| DOW | 2026-05-18 | 37.65 | 0.3744 | 0.4612 | no |
| ED | 2026-05-18 | 105.30 | 0.2886 | — | no |
| ERIE | 2026-05-18 | 211.46 | 0.2968 | — | no |
| EXPE | 2026-05-18 | 214.77 | 0.2664 | 0.5050 | no |
| FCX | 2026-05-18 | 62.20 | 0.6252 | 0.5485 | no |
| FICO | 2026-05-18 | 1094.21 | 0.7952 | 0.4511 | no |
| FIX | 2026-05-18 | 1986.11 | 0.5426 | 0.5308 | no |
| GE | 2026-05-18 | 283.04 | 0.3026 | 0.4877 | no |
| GILD | 2026-05-18 | 128.58 | 0.2967 | 0.4669 | no |
| HCA | 2026-05-18 | 423.19 | 0.2883 | 0.4667 | no |
| HOOD | 2026-05-18 | 76.00 | 0.4950 | 0.4736 | no |
| HPE | 2026-05-18 | 33.40 | 0.3022 | 0.5824 | no |
| IEX | 2026-05-18 | 207.26 | 0.3043 | 0.4784 | no |
| KLAC | 2026-05-18 | 181.88 | 0.2817 | 0.6583 | no |
| LITE | 2026-05-18 | 953.29 | 0.7924 | 0.6093 | no |
| LOW | 2026-05-18 | 217.08 | 0.4965 | 0.4795 | no |
| LYB | 2026-05-18 | 72.83 | 0.3537 | 0.4459 | no |
| MCHP | 2026-05-18 | 94.77 | 0.2667 | 0.6546 | no |
| MS | 2026-05-18 | 191.57 | 0.2950 | 0.4729 | no |
| MTD | 2026-05-18 | 1036.57 | 0.2862 | 0.4171 | no |
| NOW | 2026-05-18 | 98.86 | 0.4157 | 0.4230 | no |
| ON | 2026-05-18 | 114.19 | 0.5076 | 0.6409 | no |
| OXY | 2026-05-18 | 58.36 | 0.2665 | 0.5677 | no |
| PODD | 2026-05-18 | 146.91 | 1.3218 | 0.4148 | no |
| RCL | 2026-05-18 | 258.60 | 0.3671 | 0.4539 | no |
| RTX | 2026-05-18 | 170.40 | 0.3610 | 0.5120 | no |
| RVTY | 2026-05-18 | 93.87 | 0.4081 | 0.4241 | no |
| STX | 2026-05-18 | 800.43 | 0.4467 | 0.6110 | no |
| SW | 2026-05-18 | 37.38 | 0.3907 | 0.4433 | no |
| SWK | 2026-05-18 | 73.91 | 0.3808 | 0.4927 | no |
| TER | 2026-05-18 | 337.62 | 0.5804 | 0.6635 | no |
| TSCO | 2026-05-18 | 30.27 | 1.0279 | 0.4913 | no |
| WAT | 2026-05-18 | 330.28 | 0.4946 | 0.4226 | no |
| WDC | 2026-05-18 | 485.06 | 0.2965 | 0.5931 | no |