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 | -2.81% | 2.97% | 2026-06-30 | -13.86% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.81% | 2.97% | 2026-06-30 | -13.86% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -2.15% | 2.57% | 2026-06-30 | -12.62% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -2.15% | 2.57% | 2026-06-30 | -12.62% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -2.93% | 2.97% | 2026-06-30 | -11.10% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.93% | 2.97% | 2026-06-30 | -11.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -3.13% | 2.57% | 2026-06-30 | -10.57% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -3.13% | 2.57% | 2026-06-30 | -10.57% |
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 |
|---|---|---|---|---|---|
| AMAT | 2026-06-29 | 634.75 | 0.4912 | 0.6485 | no |
| AMD | 2026-06-29 | 522.84 | 0.9191 | 0.6375 | no |
| ANET | 2026-06-29 | 158.86 | 0.6502 | 0.5914 | no |
| APA | 2026-06-29 | 32.88 | 0.3731 | 0.5693 | no |
| APP | 2026-06-29 | 490.34 | 0.3702 | 0.4491 | no |
| AVGO | 2026-06-29 | 373.62 | 0.4577 | 0.6448 | no |
| CDNS | 2026-06-29 | 381.48 | 0.3039 | 0.5781 | no |
| CMI | 2026-06-29 | 679.47 | 0.3441 | 0.4913 | no |
| COHR | 2026-06-29 | 379.09 | 0.7919 | 0.6844 | no |
| COP | 2026-06-29 | 105.18 | 0.4517 | 0.5218 | no |
| CRWD | 2026-06-29 | 177.38 | 0.5064 | 0.4351 | no |
| CSCO | 2026-06-29 | 114.55 | 0.3182 | 0.5857 | no |
| CVNA | 2026-06-29 | 64.11 | 0.2947 | 0.4623 | no |
| EQT | 2026-06-29 | 52.39 | 0.3726 | 0.5278 | no |
| FSLR | 2026-06-29 | 239.19 | 0.3502 | 0.5027 | no |
| FTNT | 2026-06-29 | 152.97 | 1.0243 | 0.4583 | no |
| GEV | 2026-06-29 | 1055.65 | 0.2962 | 0.5123 | no |
| GLW | 2026-06-29 | 226.47 | 0.5973 | 0.4959 | no |
| HOOD | 2026-06-29 | 100.66 | 0.5667 | 0.4719 | no |
| HUM | 2026-06-29 | 381.38 | 0.4020 | 0.4892 | no |
| JBL | 2026-06-29 | 358.92 | 0.5853 | 0.4851 | no |
| KLAC | 2026-06-29 | 249.75 | 0.3818 | 0.6721 | no |
| LDOS | 2026-06-29 | 101.97 | 0.4765 | 0.5092 | no |
| LITE | 2026-06-29 | 806.01 | 0.5111 | 0.6165 | no |
| LRCX | 2026-06-29 | 383.01 | 0.8061 | 0.6323 | no |
| MCHP | 2026-06-29 | 86.97 | 0.8808 | 0.6639 | no |
| MET | 2026-06-29 | 85.03 | 0.2784 | 0.4755 | no |
| MPWR | 2026-06-29 | 1326.37 | 0.4855 | 0.5857 | no |
| MU | 2026-06-29 | 1128.53 | 0.8509 | 0.6470 | no |
| NEM | 2026-06-29 | 94.30 | 0.3725 | 0.5584 | no |
| NFLX | 2026-06-29 | 74.62 | 0.5478 | — | no |
| NUE | 2026-06-29 | 238.91 | 0.3272 | 0.5438 | no |
| NXPI | 2026-06-29 | 275.76 | 0.4498 | 0.6526 | no |
| ON | 2026-06-29 | 90.20 | 0.4138 | 0.6502 | no |
| ORCL | 2026-06-29 | 153.41 | 0.5034 | 0.4536 | no |
| PANW | 2026-06-29 | 309.83 | 0.9683 | 0.4606 | no |
| PSX | 2026-06-29 | 173.07 | 0.3211 | 0.5621 | no |
| PWR | 2026-06-29 | 689.89 | 0.3970 | 0.5554 | no |
| Q | 2026-06-29 | 157.89 | 0.6035 | 0.5846 | no |
| QCOM | 2026-06-29 | 191.99 | 0.5274 | 0.5830 | no |
| SMCI | 2026-06-29 | 31.00 | 1.0059 | 0.5913 | no |
| SNDK | 2026-06-29 | 2090.71 | 0.4399 | 0.5819 | no |
| STX | 2026-06-29 | 915.99 | 0.8567 | 0.6193 | no |
| SWKS | 2026-06-29 | 68.50 | 0.5113 | 0.6474 | no |
| TSLA | 2026-06-29 | 381.79 | 0.3889 | 0.4629 | no |
| TXN | 2026-06-29 | 278.90 | 0.4240 | 0.6380 | no |
| UBER | 2026-06-29 | 76.00 | 0.2823 | 0.5303 | no |
| URI | 2026-06-29 | 1119.30 | 0.8438 | 0.4752 | no |
| WDC | 2026-06-29 | 600.37 | 0.8902 | 0.5994 | no |
| WYNN | 2026-06-29 | 101.61 | 0.2639 | 0.4295 | no |