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 | -4.96% | 0.00% | 2026-06-15 | -8.00% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -5.02% | 0.00% | 2026-06-15 | -8.00% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | complete | -3.26% | 0.41% | 2026-08-14 | -6.60% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -3.50% | 0.41% | 2026-08-14 | -6.60% |
| weekly rebalance | participation factor overlay | 3 months | complete | -1.72% | 2.73% | 2026-08-19 | -9.32% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -0.94% | 2.73% | 2026-08-19 | -9.32% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | complete | 1.82% | 5.53% | 2026-08-19 | -7.33% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 2.48% | 5.53% | 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 |
|---|---|---|---|---|---|
| AJG | 2026-06-15 | 216.80 | 0.3625 | 0.4702 | no |
| AMAT | 2026-06-15 | 589.35 | 0.4395 | 0.6326 | no |
| AMD | 2026-06-15 | 535.75 | 0.9133 | 0.6278 | no |
| ANET | 2026-06-15 | 165.96 | 0.3860 | 0.5892 | no |
| AOS | 2026-06-15 | 59.70 | 0.3583 | 0.4469 | no |
| APTV | 2026-06-15 | 69.28 | 0.3660 | 0.4237 | no |
| AVGO | 2026-06-15 | 394.89 | 0.8133 | 0.6336 | no |
| AXON | 2026-06-15 | 448.72 | 0.7695 | 0.4691 | no |
| CAH | 2026-06-15 | 222.30 | 0.5062 | 0.4148 | no |
| CDNS | 2026-06-15 | 391.00 | 0.3932 | 0.5748 | no |
| CEG | 2026-06-15 | 259.34 | 0.2896 | 0.4744 | no |
| CMI | 2026-06-15 | 676.84 | 0.7305 | 0.4886 | no |
| CNC | 2026-06-15 | 64.62 | 0.5607 | 0.4493 | no |
| COHR | 2026-06-15 | 403.35 | 0.4835 | 0.6849 | no |
| CRM | 2026-06-15 | 165.74 | 0.3447 | 0.4751 | no |
| CSCO | 2026-06-15 | 122.10 | 0.6944 | 0.5833 | no |
| CVNA | 2026-06-15 | 66.96 | 0.3559 | 0.4545 | no |
| DOW | 2026-06-15 | 32.33 | 0.3178 | 0.4593 | no |
| FTNT | 2026-06-15 | 146.32 | 1.0623 | 0.4577 | no |
| GLW | 2026-06-15 | 187.12 | 0.4450 | 0.4978 | no |
| GOOG | 2026-06-15 | 365.75 | 0.5509 | — | no |
| GOOGL | 2026-06-15 | 367.69 | 0.5802 | 0.5461 | no |
| HUM | 2026-06-15 | 373.16 | 0.4101 | 0.4817 | no |
| INTC | 2026-06-15 | 129.49 | 0.8879 | 0.6309 | no |
| IR | 2026-06-15 | 75.88 | 0.2981 | 0.4936 | no |
| KR | 2026-06-15 | 63.39 | 0.3433 | 0.4991 | no |
| LOW | 2026-06-15 | 223.62 | 0.3419 | 0.4357 | no |
| LULU | 2026-06-15 | 119.21 | 0.5669 | 0.4311 | no |
| MOS | 2026-06-15 | 23.05 | 0.8121 | 0.4735 | no |
| MPWR | 2026-06-15 | 1650.04 | 0.3042 | 0.5790 | no |
| MRK | 2026-06-15 | 118.01 | 0.3007 | 0.4628 | no |
| NRG | 2026-06-15 | 128.23 | 0.7081 | 0.4729 | no |
| NUE | 2026-06-15 | 269.34 | 0.9083 | 0.5300 | no |
| ON | 2026-06-15 | 123.49 | 0.8890 | 0.6427 | no |
| ORCL | 2026-06-15 | 186.74 | 0.4006 | 0.4538 | no |
| PANW | 2026-06-15 | 280.55 | 1.0443 | 0.4601 | no |
| PCAR | 2026-06-15 | 120.32 | 0.3162 | 0.4957 | no |
| PSKY | 2026-06-15 | 10.80 | 0.7339 | — | no |
| QCOM | 2026-06-15 | 218.58 | 0.5093 | 0.5756 | no |
| SMCI | 2026-06-15 | 31.73 | 0.2981 | 0.5905 | no |
| SNPS | 2026-06-15 | 462.30 | 0.3623 | 0.5001 | no |
| STX | 2026-06-15 | 1031.78 | 0.4037 | 0.6148 | no |
| SWKS | 2026-06-15 | 75.78 | 0.3962 | 0.6408 | no |
| T | 2026-06-15 | 23.04 | 0.5331 | 0.4280 | no |
| TRMB | 2026-06-15 | 51.27 | 0.3730 | 0.4517 | no |
| URI | 2026-06-15 | 1084.20 | 0.9543 | 0.4757 | no |
| VRSN | 2026-06-15 | 278.39 | 0.2995 | 0.4434 | no |
| VRT | 2026-06-15 | 315.92 | 0.4928 | 0.4914 | no |
| WDC | 2026-06-15 | 618.58 | 0.5320 | 0.5953 | no |
| WTW | 2026-06-15 | 261.87 | 0.2897 | 0.4451 | no |