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 | 0.73% | 5.87% | 2026-08-13 | -7.75% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 0.47% | 5.87% | 2026-08-13 | -7.75% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 1.11% | 5.68% | 2026-08-13 | -6.61% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 0.40% | 5.68% | 2026-08-13 | -6.61% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.35% | 5.29% | 2026-08-19 | -10.83% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 0.96% | 5.29% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 2.15% | 5.34% | 2026-08-19 | -10.84% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 1.53% | 5.34% | 2026-08-19 | -10.84% |
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 | 0.3404 | 0.4427 | no |
| AJG | 2026-06-01 | 199.37 | 0.5789 | 0.4703 | no |
| AMAT | 2026-06-01 | 444.07 | 0.3131 | 0.6324 | no |
| AMD | 2026-06-01 | 500.16 | 0.9070 | 0.6278 | no |
| ANET | 2026-06-01 | 162.14 | 0.5256 | 0.5892 | no |
| APTV | 2026-06-01 | 67.31 | 0.6861 | 0.4237 | no |
| AXON | 2026-06-01 | 455.45 | 0.5939 | 0.4649 | no |
| CNC | 2026-06-01 | 59.90 | 0.3903 | 0.4493 | no |
| COHR | 2026-06-01 | 350.93 | 0.2688 | 0.6849 | no |
| CRWD | 2026-06-01 | 183.95 | 0.6557 | 0.4826 | no |
| CSCO | 2026-06-01 | 119.35 | 0.3328 | 0.5822 | no |
| CVNA | 2026-06-01 | 72.30 | 0.2843 | 0.4557 | no |
| DXCM | 2026-06-01 | 73.49 | 0.4649 | 0.4196 | no |
| FCX | 2026-06-01 | 65.10 | 0.6135 | 0.5498 | no |
| FICO | 2026-06-01 | 1256.93 | 0.6595 | 0.4474 | no |
| FIX | 2026-06-01 | 1764.84 | 0.4756 | 0.5392 | no |
| FTNT | 2026-06-01 | 141.16 | 0.7045 | 0.4578 | no |
| GEV | 2026-06-01 | 959.48 | 0.2810 | 0.5127 | no |
| GILD | 2026-06-01 | 132.37 | 0.3248 | 0.4673 | no |
| GLW | 2026-06-01 | 175.78 | 0.2886 | 0.4978 | no |
| GM | 2026-06-01 | 83.08 | 0.3015 | 0.4162 | no |
| GOOG | 2026-06-01 | 372.11 | 0.2724 | — | no |
| HCA | 2026-06-01 | 369.58 | 0.5018 | 0.4686 | no |
| HON | 2026-06-01 | 244.68 | 0.3303 | 0.5036 | no |
| HPE | 2026-06-01 | 43.94 | 0.2977 | 0.5827 | no |
| HUM | 2026-06-01 | 317.80 | 0.3633 | 0.4817 | no |
| INTC | 2026-06-01 | 109.43 | 0.5571 | 0.6309 | no |
| JNJ | 2026-06-01 | 222.10 | 0.2922 | 0.4545 | no |
| LDOS | 2026-06-01 | 128.23 | 0.2765 | 0.4932 | no |
| LITE | 2026-06-01 | 825.25 | 0.8723 | 0.6099 | no |
| LRCX | 2026-06-01 | 309.05 | 0.3060 | 0.6255 | no |
| MMM | 2026-06-01 | 149.67 | 0.3016 | 0.4835 | no |
| MPWR | 2026-06-01 | 1533.74 | 0.4903 | 0.5790 | no |
| MSFT | 2026-06-01 | 463.97 | 0.3214 | 0.4368 | no |
| NOW | 2026-06-01 | 135.77 | 0.2849 | 0.4243 | no |
| NRG | 2026-06-01 | 130.63 | 0.3162 | 0.4738 | no |
| NUE | 2026-06-01 | 246.97 | 0.6945 | 0.5300 | no |
| OMC | 2026-06-01 | 72.77 | 0.2738 | 0.4403 | no |
| ON | 2026-06-01 | 119.39 | 1.2007 | 0.6427 | no |
| PANW | 2026-06-01 | 285.43 | 0.6510 | 0.4594 | no |
| PLTR | 2026-06-01 | 159.98 | 0.2936 | 0.5475 | no |
| PODD | 2026-06-01 | 146.51 | 0.7633 | 0.4138 | no |
| STLD | 2026-06-01 | 256.75 | 0.3366 | 0.5063 | no |
| STX | 2026-06-01 | 884.70 | 0.7680 | 0.6130 | no |
| TER | 2026-06-01 | 366.37 | 0.3523 | 0.6668 | no |
| TSCO | 2026-06-01 | 31.07 | 0.3786 | 0.4855 | no |
| TXN | 2026-06-01 | 295.87 | 0.6031 | 0.6281 | no |
| WDC | 2026-06-01 | 535.69 | 0.5665 | 0.5947 | no |
| XYL | 2026-06-01 | 107.59 | 0.3627 | 0.4732 | no |
| ZTS | 2026-06-01 | 76.53 | 0.3804 | 0.4284 | no |