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 | 8.40% | 10.09% | 2026-08-14 | -4.81% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 3.77% | 10.09% | 2026-08-14 | -5.92% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 8.73% | 10.42% | 2026-08-14 | -4.61% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 4.67% | 10.55% | 2026-08-21 | -5.43% |
| weekly rebalance | participation factor overlay | 3 months | complete | 5.56% | 8.28% | 2026-08-17 | -9.30% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 5.53% | 9.44% | 2026-08-19 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 8.63% | 11.39% | 2026-08-17 | -7.33% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 9.58% | 12.85% | 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 |
|---|---|---|---|---|---|
| ADM | 2026-05-18 | 79.84 | 0.2820 | 0.4804 | no |
| AJG | 2026-05-18 | 198.69 | 0.2856 | 0.4701 | no |
| APA | 2026-05-18 | 38.53 | 1.1254 | 0.5719 | no |
| APO | 2026-05-18 | 132.76 | 0.3537 | — | no |
| APTV | 2026-05-18 | 54.21 | 0.2870 | 0.4234 | no |
| AXON | 2026-05-18 | 393.72 | 0.7801 | 0.4642 | no |
| BLDR | 2026-05-18 | 70.59 | 0.4539 | 0.4293 | no |
| BMY | 2026-05-18 | 56.81 | 0.3649 | 0.5074 | no |
| CEG | 2026-05-18 | 266.79 | 0.2973 | 0.4751 | no |
| CF | 2026-05-18 | 122.37 | 0.4140 | 0.4239 | no |
| CIEN | 2026-05-18 | 563.49 | 0.4010 | 0.5810 | no |
| CNC | 2026-05-18 | 58.11 | 0.2590 | 0.4499 | no |
| CRWD | 2026-05-18 | 147.37 | 0.5187 | 0.4821 | no |
| CSCO | 2026-05-18 | 118.36 | 0.2576 | 0.5816 | no |
| CTVA | 2026-05-18 | 81.72 | 0.3051 | 0.4327 | no |
| DG | 2026-05-18 | 101.40 | 0.7352 | 0.5117 | no |
| DOW | 2026-05-18 | 37.65 | 0.3988 | 0.4612 | no |
| ERIE | 2026-05-18 | 211.46 | 0.3372 | — | no |
| EXPE | 2026-05-18 | 214.77 | 0.3473 | 0.5050 | no |
| FCX | 2026-05-18 | 62.20 | 0.7171 | 0.5485 | no |
| FICO | 2026-05-18 | 1094.21 | 0.6638 | 0.4511 | no |
| FIX | 2026-05-18 | 1986.11 | 0.3490 | 0.5308 | no |
| GE | 2026-05-18 | 283.04 | 0.3135 | 0.4877 | no |
| GEV | 2026-05-18 | 1048.46 | 0.3296 | 0.5122 | no |
| GILD | 2026-05-18 | 128.58 | 0.3091 | 0.4669 | no |
| HCA | 2026-05-18 | 423.19 | 0.4100 | 0.4667 | no |
| HD | 2026-05-18 | 294.85 | 0.2779 | 0.4411 | no |
| HON | 2026-05-18 | 223.88 | 0.2695 | 0.5036 | no |
| HPE | 2026-05-18 | 33.40 | 0.3549 | 0.5824 | no |
| KLAC | 2026-05-18 | 181.88 | 0.2707 | 0.6583 | no |
| LITE | 2026-05-18 | 953.29 | 0.3430 | 0.6093 | no |
| LOW | 2026-05-18 | 217.08 | 0.3927 | 0.4795 | no |
| LYB | 2026-05-18 | 72.83 | 0.4621 | 0.4459 | no |
| MCHP | 2026-05-18 | 94.77 | 0.5404 | 0.6546 | no |
| MS | 2026-05-18 | 191.57 | 0.2922 | 0.4729 | no |
| NOW | 2026-05-18 | 98.86 | 0.3846 | 0.4230 | no |
| ON | 2026-05-18 | 114.19 | 0.2600 | 0.6409 | no |
| OXY | 2026-05-18 | 58.36 | 0.3111 | 0.5677 | no |
| PCG | 2026-05-18 | 16.17 | 0.2886 | 0.4632 | no |
| PODD | 2026-05-18 | 146.91 | 0.9900 | 0.4148 | no |
| STX | 2026-05-18 | 800.43 | 0.4033 | 0.6110 | no |
| SW | 2026-05-18 | 37.38 | 0.3406 | 0.4433 | no |
| SWK | 2026-05-18 | 73.91 | 0.4040 | 0.4927 | no |
| TDG | 2026-05-18 | 1148.18 | 0.2629 | 0.5361 | no |
| TER | 2026-05-18 | 337.62 | 0.2935 | 0.6635 | no |
| TGT | 2026-05-18 | 120.89 | 0.2573 | 0.4749 | no |
| TSCO | 2026-05-18 | 30.27 | 1.0442 | 0.4913 | no |
| VRT | 2026-05-18 | 370.13 | 0.4994 | 0.4910 | no |
| WAT | 2026-05-18 | 330.28 | 0.3195 | 0.4226 | no |
| WTW | 2026-05-18 | 248.06 | 0.2742 | 0.4438 | no |