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 | -0.65% | 3.95% | 2026-06-30 | -9.26% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.82% | 3.95% | 2026-06-30 | -9.26% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | 1.16% | 4.61% | 2026-08-17 | -7.36% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -1.12% | 4.61% | 2026-08-17 | -7.36% |
| weekly rebalance | participation factor overlay | 3 months | complete | 3.87% | 6.36% | 2026-08-19 | -9.37% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 1.86% | 6.36% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 4.66% | 7.89% | 2026-08-19 | -8.63% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 2.78% | 7.89% | 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 |
|---|---|---|---|---|---|
| AJG | 2026-06-08 | 212.91 | 0.4565 | 0.4702 | no |
| AMAT | 2026-06-08 | 475.49 | 0.2844 | 0.6324 | no |
| AMD | 2026-06-08 | 485.00 | 0.4281 | 0.6278 | no |
| ANET | 2026-06-08 | 157.95 | 0.9855 | 0.5892 | no |
| APTV | 2026-06-08 | 69.01 | 0.5142 | 0.4237 | no |
| AVGO | 2026-06-08 | 401.98 | 0.2997 | 0.6335 | no |
| AXON | 2026-06-08 | 490.73 | 0.3433 | 0.4696 | no |
| CARR | 2026-06-08 | 66.96 | 0.2810 | 0.5015 | no |
| CEG | 2026-06-08 | 255.70 | 0.3312 | 0.4744 | no |
| CIEN | 2026-06-08 | 489.78 | 0.5823 | 0.6294 | no |
| CNC | 2026-06-08 | 62.32 | 0.5366 | 0.4493 | no |
| COHR | 2026-06-08 | 396.00 | 0.5642 | 0.6849 | no |
| CRWD | 2026-06-08 | 168.38 | 0.4373 | 0.4349 | no |
| CSCO | 2026-06-08 | 123.10 | 0.7145 | 0.5833 | no |
| DOW | 2026-06-08 | 33.59 | 0.4091 | 0.4605 | no |
| FSLR | 2026-06-08 | 286.69 | 0.4417 | 0.5028 | no |
| FTNT | 2026-06-08 | 145.51 | 0.8872 | 0.4577 | no |
| GEV | 2026-06-08 | 947.43 | 0.3244 | 0.5127 | no |
| GLW | 2026-06-08 | 192.54 | 0.6756 | 0.4978 | no |
| GM | 2026-06-08 | 81.50 | 0.2991 | 0.4162 | no |
| HCA | 2026-06-08 | 367.63 | 0.2906 | 0.4686 | no |
| HII | 2026-06-08 | 292.81 | 0.2668 | 0.5306 | no |
| HON | 2026-06-08 | 223.55 | 0.2949 | 0.5038 | no |
| HOOD | 2026-06-08 | 84.62 | 0.4371 | 0.4715 | no |
| HUM | 2026-06-08 | 344.82 | 0.5760 | 0.4817 | no |
| IBKR | 2026-06-08 | 85.70 | 0.3112 | 0.5394 | no |
| INTC | 2026-06-08 | 111.00 | 0.5871 | 0.6309 | no |
| KR | 2026-06-08 | 62.32 | 0.3201 | 0.4991 | no |
| LDOS | 2026-06-08 | 122.61 | 0.4436 | 0.4932 | no |
| LITE | 2026-06-08 | 899.79 | 0.3562 | 0.6127 | no |
| LOW | 2026-06-08 | 207.49 | 0.2725 | 0.4357 | no |
| LULU | 2026-06-08 | 114.37 | 0.4262 | 0.4312 | no |
| MCHP | 2026-06-08 | 91.31 | 0.7380 | 0.6566 | no |
| MPWR | 2026-06-08 | 1557.29 | 0.4191 | 0.5790 | no |
| MTD | 2026-06-08 | 1153.51 | 0.3006 | 0.4171 | no |
| NRG | 2026-06-08 | 128.88 | 0.5761 | 0.4729 | no |
| NUE | 2026-06-08 | 256.23 | 0.4856 | 0.5300 | no |
| ON | 2026-06-08 | 122.57 | 0.6468 | 0.6427 | no |
| PANW | 2026-06-08 | 269.63 | 1.2754 | 0.4601 | no |
| PODD | 2026-06-08 | 151.98 | 0.2873 | 0.4138 | no |
| PSKY | 2026-06-08 | 10.06 | 0.4054 | — | no |
| REGN | 2026-06-08 | 637.30 | 0.2786 | 0.4986 | no |
| SO | 2026-06-08 | 91.50 | 0.3054 | 0.4506 | no |
| STLD | 2026-06-08 | 269.40 | 0.3111 | 0.5063 | no |
| STX | 2026-06-08 | 882.09 | 0.4562 | 0.6148 | no |
| SYF | 2026-06-08 | 70.46 | 0.3164 | 0.4383 | no |
| TER | 2026-06-08 | 377.69 | 0.6096 | 0.6668 | no |
| VRT | 2026-06-08 | 309.11 | 0.4622 | 0.4915 | no |
| WDC | 2026-06-08 | 540.04 | 0.4242 | 0.5953 | no |
| WTW | 2026-06-08 | 261.90 | 0.2962 | 0.4451 | no |