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 | open · current through 2026-09-18 | -5.34% | 0.64% | 2026-06-30 | -8.20% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -5.34% | 0.64% | 2026-06-30 | -8.20% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -4.81% | 2.45% | 2026-06-30 | -8.86% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -4.81% | 2.45% | 2026-06-30 | -8.86% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -2.27% | 1.91% | 2026-08-19 | -10.83% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.27% | 1.91% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -0.23% | 3.52% | 2026-08-19 | -10.84% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.23% | 3.52% | 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 |
|---|---|---|---|---|---|
| ADM | 2026-06-22 | 74.97 | 0.2641 | 0.4747 | no |
| AJG | 2026-06-22 | 213.35 | 0.3634 | 0.4695 | no |
| AMAT | 2026-06-22 | 625.55 | 0.4884 | 0.6326 | no |
| AMD | 2026-06-22 | 545.50 | 0.7569 | 0.6278 | no |
| AMZN | 2026-06-22 | 240.08 | 0.3246 | 0.4957 | no |
| APP | 2026-06-22 | 457.34 | 0.5024 | 0.4491 | no |
| APTV | 2026-06-22 | 63.85 | 0.3230 | 0.4232 | no |
| AVGO | 2026-06-22 | 413.66 | 0.2602 | 0.6336 | no |
| AXON | 2026-06-22 | 417.05 | 0.4517 | 0.4691 | no |
| BG | 2026-06-22 | 111.90 | 0.2538 | 0.4564 | no |
| CDNS | 2026-06-22 | 392.00 | 0.3318 | 0.5748 | no |
| CF | 2026-06-22 | 101.88 | 0.2893 | 0.4209 | no |
| CIEN | 2026-06-22 | 437.83 | 0.5661 | 0.6294 | no |
| CNC | 2026-06-22 | 62.00 | 0.4169 | 0.4493 | no |
| COHR | 2026-06-22 | 395.04 | 0.4618 | 0.6849 | no |
| CRWD | 2026-06-22 | 171.27 | 0.8016 | 0.4349 | no |
| CSCO | 2026-06-22 | 119.15 | 0.8605 | 0.5833 | no |
| CVNA | 2026-06-22 | 66.90 | 0.4825 | 0.4623 | no |
| DDOG | 2026-06-22 | 221.76 | 0.3804 | 0.4277 | no |
| DOW | 2026-06-22 | 30.84 | 0.3040 | 0.4593 | no |
| FSLR | 2026-06-22 | 260.39 | 0.2875 | 0.5028 | no |
| FTNT | 2026-06-22 | 146.36 | 0.8926 | 0.4577 | no |
| GEV | 2026-06-22 | 1130.04 | 0.5013 | 0.5127 | no |
| GL | 2026-06-22 | 171.71 | 0.3645 | 0.4549 | no |
| GOOG | 2026-06-22 | 356.90 | 0.3732 | — | no |
| HPE | 2026-06-22 | 47.92 | 0.6693 | 0.5678 | no |
| HUM | 2026-06-22 | 362.38 | 0.6814 | 0.4817 | no |
| INTC | 2026-06-22 | 139.12 | 0.3668 | 0.6309 | no |
| LH | 2026-06-22 | 253.59 | 0.2699 | 0.4110 | no |
| LOW | 2026-06-22 | 216.16 | 0.3111 | 0.4365 | no |
| LRCX | 2026-06-22 | 398.39 | 0.4949 | 0.6256 | no |
| LULU | 2026-06-22 | 111.38 | 0.3471 | 0.4314 | no |
| MPWR | 2026-06-22 | 1590.26 | 0.4668 | 0.5790 | no |
| NRG | 2026-06-22 | 134.86 | 0.3492 | 0.4729 | no |
| NUE | 2026-06-22 | 244.18 | 0.7662 | 0.5270 | no |
| ON | 2026-06-22 | 125.58 | 0.3562 | 0.6427 | no |
| ORCL | 2026-06-22 | 181.68 | 0.8395 | 0.4538 | no |
| OTIS | 2026-06-22 | 71.94 | 0.2630 | 0.5221 | no |
| PANW | 2026-06-22 | 287.99 | 1.0943 | 0.4601 | no |
| PNR | 2026-06-22 | 73.75 | 0.3477 | 0.4926 | no |
| SBAC | 2026-06-22 | 183.73 | 0.5010 | 0.4227 | no |
| SMCI | 2026-06-22 | 32.33 | 0.9218 | 0.5905 | no |
| SNPS | 2026-06-22 | 455.53 | 0.3699 | 0.5001 | no |
| STX | 2026-06-22 | 1088.22 | 0.6327 | 0.6148 | no |
| SWKS | 2026-06-22 | 72.90 | 0.4137 | 0.6408 | no |
| TMUS | 2026-06-22 | 176.68 | 0.2769 | 0.4203 | no |
| TSLA | 2026-06-22 | 394.85 | 0.3954 | 0.4652 | no |
| URI | 2026-06-22 | 1075.14 | 0.5413 | 0.4757 | no |
| WDC | 2026-06-22 | 772.50 | 0.3660 | 0.5953 | no |
| WTW | 2026-06-22 | 252.93 | 0.2774 | 0.4436 | no |