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 | 1.22% | 5.20% | 2026-08-17 | -7.71% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 1.08% | 5.20% | 2026-08-17 | -7.71% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 0.27% | 4.43% | 2026-08-14 | -7.25% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.44% | 4.43% | 2026-08-14 | -7.25% |
| weekly rebalance | participation factor overlay | 3 months | complete | -2.54% | 3.03% | 2026-06-15 | -11.54% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -3.35% | 3.03% | 2026-06-15 | -11.54% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -0.81% | 3.37% | 2026-06-30 | -10.57% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -2.37% | 3.37% | 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 |
|---|---|---|---|---|---|
| ADBE | 2026-06-01 | 270.00 | 0.3088 | 0.4427 | no |
| AJG | 2026-06-01 | 199.37 | 0.4331 | 0.4703 | no |
| AMD | 2026-06-01 | 500.16 | 0.8924 | 0.6278 | no |
| ANET | 2026-06-01 | 162.14 | 0.6492 | 0.5892 | no |
| APTV | 2026-06-01 | 67.31 | 0.6459 | 0.4237 | no |
| AXON | 2026-06-01 | 455.45 | 0.6664 | 0.4649 | no |
| BMY | 2026-06-01 | 56.76 | 0.2600 | 0.5074 | no |
| CME | 2026-06-01 | 269.48 | 0.4330 | 0.4918 | no |
| CNC | 2026-06-01 | 59.90 | 0.3865 | 0.4493 | no |
| CRWD | 2026-06-01 | 183.95 | 0.7583 | 0.4826 | no |
| CSCO | 2026-06-01 | 119.35 | 0.5313 | 0.5822 | no |
| CVNA | 2026-06-01 | 72.30 | 0.3923 | 0.4557 | no |
| DXCM | 2026-06-01 | 73.49 | 0.3738 | 0.4196 | no |
| ERIE | 2026-06-01 | 209.47 | 0.3340 | — | no |
| FCX | 2026-06-01 | 65.10 | 0.7684 | 0.5498 | no |
| FICO | 2026-06-01 | 1256.93 | 0.6717 | 0.4474 | no |
| FITB | 2026-06-01 | 49.06 | 0.2461 | 0.4304 | no |
| FIX | 2026-06-01 | 1764.84 | 0.2753 | 0.5392 | no |
| FTNT | 2026-06-01 | 141.16 | 0.6645 | 0.4578 | no |
| GE | 2026-06-01 | 321.08 | 0.3121 | 0.4874 | no |
| GLW | 2026-06-01 | 175.78 | 0.4677 | 0.4978 | no |
| GM | 2026-06-01 | 83.08 | 0.2766 | 0.4162 | no |
| HCA | 2026-06-01 | 369.58 | 0.4891 | 0.4686 | no |
| HON | 2026-06-01 | 244.68 | 0.3101 | 0.5036 | no |
| HPE | 2026-06-01 | 43.94 | 0.4248 | 0.5827 | no |
| HUM | 2026-06-01 | 317.80 | 0.4796 | 0.4817 | no |
| INTC | 2026-06-01 | 109.43 | 0.6108 | 0.6309 | no |
| LITE | 2026-06-01 | 825.25 | 0.6456 | 0.6099 | no |
| LRCX | 2026-06-01 | 309.05 | 0.4894 | 0.6255 | no |
| MCHP | 2026-06-01 | 92.32 | 0.5708 | 0.6566 | no |
| MTD | 2026-06-01 | 1167.57 | 0.2522 | 0.4171 | no |
| MU | 2026-06-01 | 1009.56 | 0.4806 | 0.6445 | no |
| NOW | 2026-06-01 | 135.77 | 0.4342 | 0.4243 | no |
| NUE | 2026-06-01 | 246.97 | 0.6448 | 0.5300 | no |
| NXPI | 2026-06-01 | 312.53 | 0.2868 | 0.6488 | no |
| ON | 2026-06-01 | 119.39 | 1.0024 | 0.6427 | no |
| PANW | 2026-06-01 | 285.43 | 0.7372 | 0.4594 | no |
| PLTR | 2026-06-01 | 159.98 | 0.3669 | 0.5475 | no |
| PODD | 2026-06-01 | 146.51 | 0.7199 | 0.4138 | no |
| PSKY | 2026-06-01 | 10.50 | 0.3627 | — | no |
| RSG | 2026-06-01 | 200.65 | 0.2892 | 0.4669 | no |
| SNDK | 2026-06-01 | 1731.15 | 0.2530 | 0.5747 | no |
| STLD | 2026-06-01 | 256.75 | 0.5211 | 0.5063 | no |
| STX | 2026-06-01 | 884.70 | 0.8816 | 0.6130 | no |
| SYY | 2026-06-01 | 74.34 | 0.3140 | 0.4434 | no |
| T | 2026-06-01 | 24.42 | 0.2933 | 0.4280 | no |
| TER | 2026-06-01 | 366.37 | 0.9048 | 0.6668 | no |
| TSCO | 2026-06-01 | 31.07 | 0.7125 | 0.4855 | no |
| TXN | 2026-06-01 | 295.87 | 0.4773 | 0.6281 | no |
| WDC | 2026-06-01 | 535.69 | 0.7457 | 0.5947 | no |