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 | -6.86% | 0.07% | 2026-06-30 | -8.50% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -6.98% | 0.07% | 2026-06-30 | -8.50% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -4.39% | 1.65% | 2026-08-12 | -5.94% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -4.30% | 1.65% | 2026-08-12 | -6.11% |
| weekly rebalance | participation factor overlay | 3 months | complete | -6.81% | 0.00% | 2026-06-15 | -11.64% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -6.29% | 0.00% | 2026-06-15 | -11.64% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -5.58% | 0.00% | 2026-06-15 | -10.71% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -5.70% | 0.00% | 2026-06-15 | -10.71% |
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 | 2026-06-15 | 216.80 | 0.3320 | 0.4702 | no |
| AMAT | 2026-06-15 | 589.35 | 0.3163 | 0.6326 | no |
| AMD | 2026-06-15 | 535.75 | 0.6735 | 0.6278 | no |
| AMZN | 2026-06-15 | 245.02 | 0.4418 | 0.4957 | no |
| ANET | 2026-06-15 | 165.96 | 0.4169 | 0.5892 | no |
| APP | 2026-06-15 | 509.50 | 0.2974 | 0.4491 | no |
| APTV | 2026-06-15 | 69.28 | 0.3412 | 0.4237 | no |
| AVGO | 2026-06-15 | 394.89 | 0.5883 | 0.6336 | no |
| AXON | 2026-06-15 | 448.72 | 0.4547 | 0.4691 | no |
| CDNS | 2026-06-15 | 391.00 | 0.3058 | 0.5748 | no |
| CMI | 2026-06-15 | 676.84 | 0.6299 | 0.4886 | no |
| CNC | 2026-06-15 | 64.62 | 0.7245 | 0.4493 | no |
| COHR | 2026-06-15 | 403.35 | 0.8242 | 0.6849 | no |
| CSCO | 2026-06-15 | 122.10 | 0.7684 | 0.5833 | no |
| CVNA | 2026-06-15 | 66.96 | 0.3847 | 0.4545 | no |
| EME | 2026-06-15 | 841.89 | 0.3092 | 0.6064 | no |
| EQT | 2026-06-15 | 50.60 | 0.3036 | 0.5391 | no |
| ERIE | 2026-06-15 | 225.70 | 0.3516 | — | no |
| EXE | 2026-06-15 | 86.67 | 0.2621 | 0.5511 | no |
| FICO | 2026-06-15 | 1191.00 | 0.3445 | 0.4477 | no |
| FSLR | 2026-06-15 | 272.67 | 0.2959 | 0.5028 | no |
| FTNT | 2026-06-15 | 146.32 | 0.9341 | 0.4577 | no |
| GLW | 2026-06-15 | 187.12 | 0.6323 | 0.4978 | no |
| GOOG | 2026-06-15 | 365.75 | 0.2866 | — | no |
| GOOGL | 2026-06-15 | 367.69 | 0.3942 | 0.5461 | no |
| GS | 2026-06-15 | 1084.21 | 0.2610 | 0.4567 | no |
| HUM | 2026-06-15 | 373.16 | 0.5168 | 0.4817 | no |
| INTC | 2026-06-15 | 129.49 | 0.7302 | 0.6309 | no |
| LULU | 2026-06-15 | 119.21 | 0.5443 | 0.4311 | no |
| MDT | 2026-06-15 | 79.53 | 0.3657 | 0.4284 | no |
| MGM | 2026-06-15 | 49.25 | 0.3363 | 0.4273 | no |
| MOS | 2026-06-15 | 23.05 | 0.7093 | 0.4735 | no |
| NRG | 2026-06-15 | 128.23 | 0.7573 | 0.4729 | no |
| NUE | 2026-06-15 | 269.34 | 0.8314 | 0.5300 | no |
| NVDA | 2026-06-15 | 208.69 | 0.2625 | 0.6422 | no |
| ON | 2026-06-15 | 123.49 | 1.0472 | 0.6427 | no |
| ORCL | 2026-06-15 | 186.74 | 0.4191 | 0.4538 | no |
| PANW | 2026-06-15 | 280.55 | 0.7784 | 0.4601 | no |
| PWR | 2026-06-15 | 723.92 | 0.4765 | 0.5561 | no |
| REGN | 2026-06-15 | 612.63 | 0.2825 | 0.4986 | no |
| RSG | 2026-06-15 | 206.42 | 0.2821 | 0.4669 | no |
| STLD | 2026-06-15 | 287.38 | 0.3295 | 0.5063 | no |
| SWKS | 2026-06-15 | 75.78 | 0.2675 | 0.6408 | no |
| T | 2026-06-15 | 23.04 | 0.3081 | 0.4280 | no |
| TER | 2026-06-15 | 426.29 | 0.2972 | 0.6668 | no |
| URI | 2026-06-15 | 1084.20 | 0.6929 | 0.4757 | no |
| VRSN | 2026-06-15 | 278.39 | 0.3905 | 0.4434 | no |
| VRT | 2026-06-15 | 315.92 | 0.4940 | 0.4914 | no |
| WDC | 2026-06-15 | 618.58 | 0.4026 | 0.5953 | no |
| WFC | 2026-06-15 | 83.94 | 0.3641 | 0.4507 | no |