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 | -0.70% | 3.84% | 2026-08-14 | -7.52% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.31% | 3.84% | 2026-08-14 | -7.52% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -0.71% | 3.76% | 2026-08-14 | -6.71% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -2.31% | 3.76% | 2026-08-14 | -6.71% |
| weekly rebalance | participation factor overlay | 3 months | complete | 1.73% | 5.62% | 2026-08-19 | -9.30% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 1.84% | 5.62% | 2026-08-19 | -9.30% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.93% | 8.57% | 2026-08-19 | -7.33% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 5.43% | 8.57% | 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 |
|---|---|---|---|---|---|
| ADBE | 2026-06-01 | 270.00 | 0.3515 | 0.4427 | no |
| AJG | 2026-06-01 | 199.37 | 0.4682 | 0.4703 | no |
| AMD | 2026-06-01 | 500.16 | 0.8202 | 0.6278 | no |
| ANET | 2026-06-01 | 162.14 | 0.3555 | 0.5892 | no |
| APTV | 2026-06-01 | 67.31 | 0.7294 | 0.4237 | no |
| AXON | 2026-06-01 | 455.45 | 0.3628 | 0.4649 | no |
| BKR | 2026-06-01 | 63.38 | 0.3630 | 0.4393 | no |
| CME | 2026-06-01 | 269.48 | 0.3614 | 0.4918 | no |
| CNC | 2026-06-01 | 59.90 | 0.3147 | 0.4493 | no |
| CRWD | 2026-06-01 | 183.95 | 0.6603 | 0.4826 | no |
| CSCO | 2026-06-01 | 119.35 | 0.4124 | 0.5822 | no |
| CVNA | 2026-06-01 | 72.30 | 0.5262 | 0.4557 | no |
| DXCM | 2026-06-01 | 73.49 | 0.3695 | 0.4196 | no |
| ECL | 2026-06-01 | 251.91 | 0.3056 | 0.4434 | no |
| FCX | 2026-06-01 | 65.10 | 0.5831 | 0.5498 | no |
| FICO | 2026-06-01 | 1256.93 | 0.5777 | 0.4474 | no |
| FIX | 2026-06-01 | 1764.84 | 0.4213 | 0.5392 | no |
| FTNT | 2026-06-01 | 141.16 | 0.5431 | 0.4578 | no |
| GE | 2026-06-01 | 321.08 | 0.3882 | 0.4874 | no |
| GEV | 2026-06-01 | 959.48 | 0.4554 | 0.5127 | no |
| GM | 2026-06-01 | 83.08 | 0.4086 | 0.4162 | no |
| GOOG | 2026-06-01 | 372.11 | 0.3206 | — | no |
| HON | 2026-06-01 | 244.68 | 0.4102 | 0.5036 | no |
| HPE | 2026-06-01 | 43.94 | 0.3062 | 0.5827 | no |
| INTC | 2026-06-01 | 109.43 | 0.4285 | 0.6309 | no |
| LII | 2026-06-01 | 495.84 | 0.3311 | 0.4839 | no |
| LITE | 2026-06-01 | 825.25 | 0.6857 | 0.6099 | no |
| LRCX | 2026-06-01 | 309.05 | 0.3298 | 0.6255 | no |
| MCHP | 2026-06-01 | 92.32 | 0.7823 | 0.6566 | no |
| MDT | 2026-06-01 | 73.34 | 0.3355 | 0.4129 | no |
| MPWR | 2026-06-01 | 1533.74 | 0.4146 | 0.5790 | no |
| MU | 2026-06-01 | 1009.56 | 0.3158 | 0.6445 | no |
| NOW | 2026-06-01 | 135.77 | 0.3445 | 0.4243 | no |
| NUE | 2026-06-01 | 246.97 | 0.6483 | 0.5300 | no |
| NXPI | 2026-06-01 | 312.53 | 0.3862 | 0.6488 | no |
| OMC | 2026-06-01 | 72.77 | 0.3456 | 0.4403 | no |
| ON | 2026-06-01 | 119.39 | 1.1400 | 0.6427 | no |
| PANW | 2026-06-01 | 285.43 | 0.6569 | 0.4594 | no |
| PLTR | 2026-06-01 | 159.98 | 0.3976 | 0.5475 | no |
| PODD | 2026-06-01 | 146.51 | 0.8388 | 0.4138 | no |
| PSKY | 2026-06-01 | 10.50 | 0.4099 | — | no |
| STLD | 2026-06-01 | 256.75 | 0.4764 | 0.5063 | no |
| STX | 2026-06-01 | 884.70 | 0.5095 | 0.6130 | no |
| T | 2026-06-01 | 24.42 | 0.4073 | 0.4280 | no |
| TER | 2026-06-01 | 366.37 | 0.6624 | 0.6668 | no |
| TSCO | 2026-06-01 | 31.07 | 0.4584 | 0.4855 | no |
| TXN | 2026-06-01 | 295.87 | 0.3673 | 0.6281 | no |
| WDC | 2026-06-01 | 535.69 | 0.8350 | 0.5947 | no |
| XYL | 2026-06-01 | 107.59 | 0.3357 | 0.4732 | no |
| ZTS | 2026-06-01 | 76.53 | 0.3572 | 0.4284 | no |