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 | -4.85% | 0.41% | 2026-08-12 | -7.39% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -5.20% | 0.41% | 2026-08-12 | -7.39% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -2.98% | 2.89% | 2026-08-12 | -5.70% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -3.32% | 2.89% | 2026-08-12 | -6.06% |
| weekly rebalance | participation factor overlay | 3 months | complete | -2.56% | 2.46% | 2026-08-19 | -9.37% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.88% | 2.46% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | -1.25% | 4.12% | 2026-08-19 | -8.63% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.81% | 4.12% | 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 | 2026-06-15 | 216.80 | 0.4716 | 0.4702 | no |
| AMAT | 2026-06-15 | 589.35 | 0.4049 | 0.6326 | no |
| AMD | 2026-06-15 | 535.75 | 0.6840 | 0.6278 | no |
| ANET | 2026-06-15 | 165.96 | 0.5168 | 0.5892 | no |
| AOS | 2026-06-15 | 59.70 | 0.3536 | 0.4469 | no |
| APTV | 2026-06-15 | 69.28 | 0.3953 | 0.4237 | no |
| AVGO | 2026-06-15 | 394.89 | 0.6752 | 0.6336 | no |
| AXON | 2026-06-15 | 448.72 | 0.6184 | 0.4691 | no |
| CDNS | 2026-06-15 | 391.00 | 0.3485 | 0.5748 | no |
| CEG | 2026-06-15 | 259.34 | 0.3331 | 0.4744 | no |
| CHRW | 2026-06-15 | 191.39 | 0.3183 | 0.4774 | no |
| CIEN | 2026-06-15 | 469.95 | 0.3890 | 0.6294 | no |
| CMI | 2026-06-15 | 676.84 | 0.6084 | 0.4886 | no |
| CNC | 2026-06-15 | 64.62 | 0.7271 | 0.4493 | no |
| COHR | 2026-06-15 | 403.35 | 0.8707 | 0.6849 | no |
| CPRT | 2026-06-15 | 31.03 | 0.3582 | 0.5276 | no |
| CRWD | 2026-06-15 | 173.17 | 0.3014 | 0.4349 | no |
| CSCO | 2026-06-15 | 122.10 | 0.6521 | 0.5833 | no |
| EME | 2026-06-15 | 841.89 | 0.3275 | 0.6064 | no |
| EQT | 2026-06-15 | 50.60 | 0.4301 | 0.5391 | no |
| ERIE | 2026-06-15 | 225.70 | 0.4457 | — | no |
| EXE | 2026-06-15 | 86.67 | 0.4487 | 0.5511 | no |
| FICO | 2026-06-15 | 1191.00 | 0.3292 | 0.4477 | no |
| FIX | 2026-06-15 | 1962.98 | 0.3304 | 0.5392 | no |
| FTNT | 2026-06-15 | 146.32 | 1.1439 | 0.4577 | no |
| GLW | 2026-06-15 | 187.12 | 0.2974 | 0.4978 | no |
| GOOGL | 2026-06-15 | 367.69 | 0.5367 | 0.5461 | no |
| HUM | 2026-06-15 | 373.16 | 0.4270 | 0.4817 | no |
| INTC | 2026-06-15 | 129.49 | 0.3352 | 0.6309 | no |
| LULU | 2026-06-15 | 119.21 | 0.3876 | 0.4311 | no |
| MDT | 2026-06-15 | 79.53 | 0.3774 | 0.4284 | no |
| MGM | 2026-06-15 | 49.25 | 0.3574 | 0.4273 | no |
| MOS | 2026-06-15 | 23.05 | 0.6977 | 0.4735 | no |
| NRG | 2026-06-15 | 128.23 | 0.4753 | 0.4729 | no |
| NUE | 2026-06-15 | 269.34 | 0.7213 | 0.5300 | no |
| NVDA | 2026-06-15 | 208.69 | 0.3108 | 0.6422 | no |
| ON | 2026-06-15 | 123.49 | 0.6803 | 0.6427 | no |
| ORCL | 2026-06-15 | 186.74 | 0.4318 | 0.4538 | no |
| PANW | 2026-06-15 | 280.55 | 0.9758 | 0.4601 | no |
| PSKY | 2026-06-15 | 10.80 | 0.2930 | — | no |
| QCOM | 2026-06-15 | 218.58 | 0.5433 | 0.5756 | no |
| REGN | 2026-06-15 | 612.63 | 0.3094 | 0.4986 | no |
| SHW | 2026-06-15 | 323.89 | 0.3065 | 0.4468 | no |
| SMCI | 2026-06-15 | 31.73 | 0.4299 | 0.5905 | no |
| STLD | 2026-06-15 | 287.38 | 0.3183 | 0.5063 | no |
| T | 2026-06-15 | 23.04 | 0.3401 | 0.4280 | no |
| URI | 2026-06-15 | 1084.20 | 1.0009 | 0.4757 | no |
| VRSN | 2026-06-15 | 278.39 | 0.4114 | 0.4434 | no |
| VRT | 2026-06-15 | 315.92 | 0.5752 | 0.4914 | no |
| WTW | 2026-06-15 | 261.87 | 0.3795 | 0.4451 | no |