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 | 0.39% | 4.37% | 2026-08-14 | -5.43% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -0.28% | 4.37% | 2026-08-14 | -5.43% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 1.08% | 5.37% | 2026-08-14 | -5.32% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 0.00% | 5.37% | 2026-08-14 | -5.32% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.45% | 6.04% | 2026-08-19 | -9.37% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 1.56% | 6.04% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.54% | 7.44% | 2026-08-19 | -8.63% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 2.35% | 7.44% | 2026-08-19 | -8.63% |
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 | 0.2971 | 0.4427 | no |
| AJG | 2026-06-01 | 199.37 | 0.3963 | 0.4703 | no |
| AMD | 2026-06-01 | 500.16 | 0.5804 | 0.6278 | no |
| AMZN | 2026-06-01 | 266.29 | 0.3056 | 0.4957 | no |
| ANET | 2026-06-01 | 162.14 | 0.3020 | 0.5892 | no |
| APTV | 2026-06-01 | 67.31 | 0.8242 | 0.4237 | no |
| AXON | 2026-06-01 | 455.45 | 0.5577 | 0.4649 | no |
| BMY | 2026-06-01 | 56.76 | 0.3668 | 0.5074 | no |
| CME | 2026-06-01 | 269.48 | 0.2429 | 0.4918 | no |
| CNC | 2026-06-01 | 59.90 | 0.4763 | 0.4493 | no |
| CPRT | 2026-06-01 | 32.71 | 0.3444 | 0.5281 | no |
| CRWD | 2026-06-01 | 183.95 | 0.6605 | 0.4826 | no |
| CSCO | 2026-06-01 | 119.35 | 0.4094 | 0.5822 | no |
| CVNA | 2026-06-01 | 72.30 | 0.4039 | 0.4557 | no |
| ECL | 2026-06-01 | 251.91 | 0.2449 | 0.4434 | no |
| FCX | 2026-06-01 | 65.10 | 0.6625 | 0.5498 | no |
| FICO | 2026-06-01 | 1256.93 | 0.8988 | 0.4474 | no |
| FTNT | 2026-06-01 | 141.16 | 0.4505 | 0.4578 | no |
| GE | 2026-06-01 | 321.08 | 0.2794 | 0.4874 | no |
| GEV | 2026-06-01 | 959.48 | 0.4591 | 0.5127 | no |
| GLW | 2026-06-01 | 175.78 | 0.3272 | 0.4978 | no |
| GM | 2026-06-01 | 83.08 | 0.2899 | 0.4162 | no |
| GOOG | 2026-06-01 | 372.11 | 0.2709 | — | no |
| HCA | 2026-06-01 | 369.58 | 0.3111 | 0.4686 | no |
| HON | 2026-06-01 | 244.68 | 0.4094 | 0.5036 | no |
| HPE | 2026-06-01 | 43.94 | 0.5745 | 0.5827 | no |
| HUM | 2026-06-01 | 317.80 | 0.3098 | 0.4817 | no |
| INTC | 2026-06-01 | 109.43 | 0.2887 | 0.6309 | no |
| LITE | 2026-06-01 | 825.25 | 0.3146 | 0.6099 | no |
| LLY | 2026-06-01 | 1093.43 | 0.2383 | 0.4744 | no |
| MMM | 2026-06-01 | 149.67 | 0.2625 | 0.4835 | no |
| MPWR | 2026-06-01 | 1533.74 | 0.3232 | 0.5790 | no |
| NOW | 2026-06-01 | 135.77 | 0.4045 | 0.4243 | no |
| NUE | 2026-06-01 | 246.97 | 0.5285 | 0.5300 | no |
| ON | 2026-06-01 | 119.39 | 0.9331 | 0.6427 | no |
| PANW | 2026-06-01 | 285.43 | 0.6112 | 0.4594 | no |
| PNR | 2026-06-01 | 70.12 | 0.2957 | 0.4901 | no |
| PODD | 2026-06-01 | 146.51 | 0.7556 | 0.4138 | no |
| PSKY | 2026-06-01 | 10.50 | 0.4266 | — | no |
| RSG | 2026-06-01 | 200.65 | 0.2899 | 0.4669 | no |
| STLD | 2026-06-01 | 256.75 | 0.2831 | 0.5063 | no |
| STX | 2026-06-01 | 884.70 | 0.4795 | 0.6130 | no |
| T | 2026-06-01 | 24.42 | 0.4664 | 0.4280 | no |
| TER | 2026-06-01 | 366.37 | 0.6965 | 0.6668 | no |
| TSCO | 2026-06-01 | 31.07 | 0.5160 | 0.4855 | no |
| TXN | 2026-06-01 | 295.87 | 0.6055 | 0.6281 | no |
| VRT | 2026-06-01 | 317.85 | 0.3547 | 0.4910 | no |
| WDC | 2026-06-01 | 535.69 | 0.3773 | 0.5947 | no |
| WST | 2026-06-01 | 321.44 | 0.3642 | 0.4248 | no |
| ZTS | 2026-06-01 | 76.53 | 0.2753 | 0.4284 | no |