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 | -5.76% | 0.59% | 2026-06-22 | -11.41% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -5.76% | 0.59% | 2026-06-22 | -11.41% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -2.09% | 2.06% | 2026-08-14 | -7.98% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -2.09% | 2.06% | 2026-08-14 | -7.98% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -0.18% | 3.52% | 2026-08-19 | -9.16% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -0.18% | 3.52% | 2026-08-19 | -9.16% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 3.93% | 7.03% | 2026-08-19 | -7.33% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 3.93% | 7.03% | 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 | 2026-06-22 | 213.35 | 0.3534 | 0.4695 | no |
| AMAT | 2026-06-22 | 625.55 | 0.5598 | 0.6326 | no |
| AMD | 2026-06-22 | 545.50 | 1.0943 | 0.6278 | no |
| AMZN | 2026-06-22 | 240.08 | 0.2681 | 0.4957 | no |
| ANET | 2026-06-22 | 170.11 | 0.3948 | 0.5892 | no |
| APP | 2026-06-22 | 457.34 | 0.4867 | 0.4491 | no |
| APTV | 2026-06-22 | 63.85 | 0.3577 | 0.4232 | no |
| AVGO | 2026-06-22 | 413.66 | 0.2544 | 0.6336 | no |
| CARR | 2026-06-22 | 71.74 | 0.2842 | 0.5014 | no |
| CDNS | 2026-06-22 | 392.00 | 0.3202 | 0.5748 | no |
| CF | 2026-06-22 | 101.88 | 0.3752 | 0.4209 | no |
| CIEN | 2026-06-22 | 437.83 | 0.3095 | 0.6294 | no |
| CNC | 2026-06-22 | 62.00 | 0.5908 | 0.4493 | no |
| COHR | 2026-06-22 | 395.04 | 0.6853 | 0.6849 | no |
| CRWD | 2026-06-22 | 171.27 | 0.6335 | 0.4349 | no |
| CSCO | 2026-06-22 | 119.15 | 0.9749 | 0.5833 | no |
| CVNA | 2026-06-22 | 66.90 | 0.4722 | 0.4623 | no |
| DAL | 2026-06-22 | 84.29 | 0.3444 | 0.4976 | no |
| DDOG | 2026-06-22 | 221.76 | 0.3351 | 0.4277 | no |
| DOW | 2026-06-22 | 30.84 | 0.2686 | 0.4593 | no |
| FSLR | 2026-06-22 | 260.39 | 0.5135 | 0.5028 | no |
| FTNT | 2026-06-22 | 146.36 | 1.0868 | 0.4577 | no |
| GEV | 2026-06-22 | 1130.04 | 0.7148 | 0.5127 | no |
| GOOG | 2026-06-22 | 356.90 | 0.2911 | — | no |
| HPE | 2026-06-22 | 47.92 | 0.4709 | 0.5678 | no |
| HUM | 2026-06-22 | 362.38 | 0.4619 | 0.4817 | no |
| IBM | 2026-06-22 | 246.66 | 0.3291 | 0.5373 | no |
| INTC | 2026-06-22 | 139.12 | 0.7051 | 0.6309 | no |
| LOW | 2026-06-22 | 216.16 | 0.2638 | 0.4365 | no |
| LRCX | 2026-06-22 | 398.39 | 0.4352 | 0.6256 | no |
| MOS | 2026-06-22 | 22.44 | 0.2611 | 0.4735 | no |
| MPC | 2026-06-22 | 241.85 | 0.3852 | 0.5508 | no |
| MPWR | 2026-06-22 | 1590.26 | 0.5258 | 0.5790 | no |
| MU | 2026-06-22 | 1196.04 | 0.2822 | 0.6445 | no |
| NRG | 2026-06-22 | 134.86 | 0.4983 | 0.4729 | no |
| NUE | 2026-06-22 | 244.18 | 0.7193 | 0.5270 | no |
| ON | 2026-06-22 | 125.58 | 0.8593 | 0.6427 | no |
| ORCL | 2026-06-22 | 181.68 | 0.9186 | 0.4538 | no |
| PANW | 2026-06-22 | 287.99 | 1.4550 | 0.4601 | no |
| PWR | 2026-06-22 | 711.89 | 0.4265 | 0.5561 | no |
| QCOM | 2026-06-22 | 221.72 | 0.2539 | 0.5756 | no |
| SBAC | 2026-06-22 | 183.73 | 0.4334 | 0.4227 | no |
| SMCI | 2026-06-22 | 32.33 | 0.8591 | 0.5905 | no |
| SNPS | 2026-06-22 | 455.53 | 0.3499 | 0.5001 | no |
| STLD | 2026-06-22 | 249.79 | 0.5568 | 0.5044 | no |
| STX | 2026-06-22 | 1088.22 | 0.6328 | 0.6148 | no |
| SWKS | 2026-06-22 | 72.90 | 0.4346 | 0.6408 | no |
| TSLA | 2026-06-22 | 394.85 | 0.3402 | 0.4652 | no |
| URI | 2026-06-22 | 1075.14 | 0.7389 | 0.4757 | no |
| WDC | 2026-06-22 | 772.50 | 0.5659 | 0.5953 | no |