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 | -5.99% | 0.00% | 2026-06-15 | -9.58% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -5.61% | 0.00% | 2026-06-15 | -9.58% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -5.03% | 0.00% | 2026-06-15 | -7.19% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -4.92% | 0.00% | 2026-06-15 | -7.19% |
| weekly rebalance | participation factor overlay | 3 months | complete | -3.46% | 1.18% | 2026-08-19 | -10.83% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.98% | 1.18% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -2.07% | 2.00% | 2026-08-19 | -10.84% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -1.69% | 2.00% | 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 |
|---|---|---|---|---|---|
| AJG | 2026-06-15 | 216.80 | 0.4128 | 0.4702 | no |
| AMD | 2026-06-15 | 535.75 | 0.6421 | 0.6278 | no |
| ANET | 2026-06-15 | 165.96 | 0.5900 | 0.5892 | no |
| AOS | 2026-06-15 | 59.70 | 0.3281 | 0.4469 | no |
| APTV | 2026-06-15 | 69.28 | 0.5294 | 0.4237 | no |
| AVGO | 2026-06-15 | 394.89 | 0.5854 | 0.6336 | no |
| AXON | 2026-06-15 | 448.72 | 0.5288 | 0.4691 | no |
| BLK | 2026-06-15 | 1044.64 | 0.3132 | 0.4643 | no |
| CDNS | 2026-06-15 | 391.00 | 0.4242 | 0.5748 | no |
| CMI | 2026-06-15 | 676.84 | 0.7117 | 0.4886 | no |
| CNC | 2026-06-15 | 64.62 | 0.6696 | 0.4493 | no |
| COHR | 2026-06-15 | 403.35 | 0.7247 | 0.6849 | no |
| CPRT | 2026-06-15 | 31.03 | 0.4435 | 0.5276 | no |
| CRWD | 2026-06-15 | 173.17 | 0.2934 | 0.4349 | no |
| CSCO | 2026-06-15 | 122.10 | 0.6537 | 0.5833 | no |
| ERIE | 2026-06-15 | 225.70 | 0.3098 | — | no |
| FTNT | 2026-06-15 | 146.32 | 1.0407 | 0.4577 | no |
| GLW | 2026-06-15 | 187.12 | 0.4123 | 0.4978 | no |
| GOOG | 2026-06-15 | 365.75 | 0.5262 | — | no |
| GOOGL | 2026-06-15 | 367.69 | 0.4900 | 0.5461 | no |
| HUM | 2026-06-15 | 373.16 | 0.6139 | 0.4817 | no |
| INTC | 2026-06-15 | 129.49 | 0.3191 | 0.6309 | no |
| LOW | 2026-06-15 | 223.62 | 0.4531 | 0.4357 | no |
| LULU | 2026-06-15 | 119.21 | 0.5951 | 0.4311 | no |
| MDT | 2026-06-15 | 79.53 | 0.3164 | 0.4284 | no |
| MOS | 2026-06-15 | 23.05 | 0.8279 | 0.4735 | no |
| MPWR | 2026-06-15 | 1650.04 | 0.3472 | 0.5790 | no |
| NRG | 2026-06-15 | 128.23 | 0.6703 | 0.4729 | no |
| NUE | 2026-06-15 | 269.34 | 0.8854 | 0.5300 | no |
| NVDA | 2026-06-15 | 208.69 | 0.3375 | 0.6422 | no |
| ON | 2026-06-15 | 123.49 | 0.5330 | 0.6427 | no |
| ORCL | 2026-06-15 | 186.74 | 0.3764 | 0.4538 | no |
| OTIS | 2026-06-15 | 71.33 | 0.3141 | 0.5221 | no |
| PANW | 2026-06-15 | 280.55 | 0.9567 | 0.4601 | no |
| PSKY | 2026-06-15 | 10.80 | 0.3563 | — | no |
| QCOM | 2026-06-15 | 218.58 | 0.6213 | 0.5756 | no |
| SHW | 2026-06-15 | 323.89 | 0.2929 | 0.4468 | no |
| SMCI | 2026-06-15 | 31.73 | 0.4165 | 0.5905 | no |
| SNPS | 2026-06-15 | 462.30 | 0.5790 | 0.5001 | no |
| STLD | 2026-06-15 | 287.38 | 0.4504 | 0.5063 | no |
| STX | 2026-06-15 | 1031.78 | 0.3862 | 0.6148 | no |
| SWKS | 2026-06-15 | 75.78 | 0.3565 | 0.6408 | no |
| T | 2026-06-15 | 23.04 | 0.4823 | 0.4280 | no |
| TER | 2026-06-15 | 426.29 | 0.2994 | 0.6668 | no |
| TSLA | 2026-06-15 | 412.37 | 0.3760 | 0.4655 | no |
| URI | 2026-06-15 | 1084.20 | 1.0082 | 0.4757 | no |
| VRSN | 2026-06-15 | 278.39 | 0.3525 | 0.4434 | no |
| VRT | 2026-06-15 | 315.92 | 0.7286 | 0.4914 | no |
| WDC | 2026-06-15 | 618.58 | 0.4004 | 0.5953 | no |
| WFC | 2026-06-15 | 83.94 | 0.3363 | 0.4507 | no |