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 | -1.03% | 3.50% | 2026-08-13 | -6.35% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.03% | 3.50% | 2026-08-13 | -6.35% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 1.31% | 6.31% | 2026-08-13 | -4.78% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 1.31% | 6.31% | 2026-08-13 | -4.78% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -0.55% | 3.84% | 2026-08-19 | -9.37% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -0.55% | 3.84% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 0.65% | 5.65% | 2026-08-19 | -8.63% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 0.65% | 5.65% | 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 | 2026-06-22 | 213.35 | 0.3455 | 0.4695 | no |
| AMAT | 2026-06-22 | 625.55 | 0.5476 | 0.6326 | no |
| AMD | 2026-06-22 | 545.50 | 0.5022 | 0.6278 | no |
| ANET | 2026-06-22 | 170.11 | 0.4266 | 0.5892 | no |
| APP | 2026-06-22 | 457.34 | 0.3268 | 0.4491 | no |
| APTV | 2026-06-22 | 63.85 | 0.5278 | 0.4232 | no |
| AXON | 2026-06-22 | 417.05 | 0.4038 | 0.4691 | no |
| CDNS | 2026-06-22 | 392.00 | 0.3053 | 0.5748 | no |
| CIEN | 2026-06-22 | 437.83 | 0.6042 | 0.6294 | no |
| CNC | 2026-06-22 | 62.00 | 0.2957 | 0.4493 | no |
| COP | 2026-06-22 | 108.80 | 0.3470 | 0.5343 | no |
| CRWD | 2026-06-22 | 171.27 | 0.6125 | 0.4349 | no |
| CSCO | 2026-06-22 | 119.15 | 0.9691 | 0.5833 | no |
| CVNA | 2026-06-22 | 66.90 | 0.3841 | 0.4623 | no |
| DAL | 2026-06-22 | 84.29 | 0.2248 | 0.4976 | no |
| DOW | 2026-06-22 | 30.84 | 0.5413 | 0.4593 | no |
| FSLR | 2026-06-22 | 260.39 | 0.5515 | 0.5028 | no |
| FTNT | 2026-06-22 | 146.36 | 0.9345 | 0.4577 | no |
| GEV | 2026-06-22 | 1130.04 | 0.7173 | 0.5127 | no |
| GS | 2026-06-22 | 1104.29 | 0.3209 | 0.4561 | no |
| HIG | 2026-06-22 | 128.45 | 0.2356 | 0.4690 | no |
| HPE | 2026-06-22 | 47.92 | 0.5991 | 0.5678 | no |
| HSIC | 2026-06-22 | 79.47 | 0.2225 | 0.4234 | no |
| HUM | 2026-06-22 | 362.38 | 0.7149 | 0.4817 | no |
| INTC | 2026-06-22 | 139.12 | 0.3335 | 0.6309 | no |
| JBL | 2026-06-22 | 375.92 | 0.2773 | 0.4870 | no |
| JNJ | 2026-06-22 | 227.83 | 0.2275 | 0.4541 | no |
| LDOS | 2026-06-22 | 104.97 | 0.2423 | 0.4957 | no |
| LHX | 2026-06-22 | 290.61 | 0.2922 | 0.5075 | no |
| LITE | 2026-06-22 | 852.52 | 0.2199 | 0.6127 | no |
| LULU | 2026-06-22 | 111.38 | 0.3290 | 0.4314 | no |
| MOS | 2026-06-22 | 22.44 | 0.4231 | 0.4735 | no |
| MPC | 2026-06-22 | 241.85 | 0.3125 | 0.5508 | no |
| MPWR | 2026-06-22 | 1590.26 | 0.4162 | 0.5790 | no |
| NRG | 2026-06-22 | 134.86 | 0.2553 | 0.4729 | no |
| NUE | 2026-06-22 | 244.18 | 0.5539 | 0.5270 | no |
| NVDA | 2026-06-22 | 211.20 | 0.2923 | 0.6422 | no |
| ON | 2026-06-22 | 125.58 | 0.6229 | 0.6427 | no |
| ORCL | 2026-06-22 | 181.68 | 0.9068 | 0.4538 | no |
| PANW | 2026-06-22 | 287.99 | 1.1139 | 0.4601 | no |
| PNR | 2026-06-22 | 73.75 | 0.3481 | 0.4926 | no |
| PWR | 2026-06-22 | 711.89 | 0.2677 | 0.5561 | no |
| REGN | 2026-06-22 | 603.76 | 0.2477 | 0.4975 | no |
| SBAC | 2026-06-22 | 183.73 | 0.2481 | 0.4227 | no |
| SMCI | 2026-06-22 | 32.33 | 0.5848 | 0.5905 | no |
| STLD | 2026-06-22 | 249.79 | 0.3502 | 0.5044 | no |
| SWKS | 2026-06-22 | 72.90 | 0.3920 | 0.6408 | no |
| T | 2026-06-22 | 21.74 | 0.2168 | 0.4280 | no |
| TSLA | 2026-06-22 | 394.85 | 0.4025 | 0.4652 | no |
| URI | 2026-06-22 | 1075.14 | 0.5669 | 0.4757 | no |