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 | -1.05% | 2.79% | 2026-06-30 | -12.02% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.05% | 2.79% | 2026-06-30 | -12.02% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -0.56% | 2.63% | 2026-06-30 | -11.38% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.56% | 2.63% | 2026-06-30 | -11.38% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -0.75% | 3.50% | 2026-08-19 | -10.83% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -0.75% | 3.50% | 2026-08-19 | -10.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -0.43% | 3.31% | 2026-08-19 | -10.84% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.43% | 3.31% | 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 | 2026-06-29 | 76.60 | 0.3742 | 0.4747 | no |
| AMAT | 2026-06-29 | 634.75 | 0.4097 | 0.6485 | no |
| AMD | 2026-06-29 | 522.84 | 0.4854 | 0.6375 | no |
| ANET | 2026-06-29 | 158.86 | 0.5561 | 0.5914 | no |
| APP | 2026-06-29 | 490.34 | 0.3927 | 0.4491 | no |
| AVGO | 2026-06-29 | 373.62 | 0.6665 | 0.6448 | no |
| BG | 2026-06-29 | 110.34 | 0.3485 | 0.4564 | no |
| BLDR | 2026-06-29 | 88.52 | 0.5707 | 0.4281 | no |
| CF | 2026-06-29 | 105.16 | 0.3366 | 0.4200 | no |
| COHR | 2026-06-29 | 379.09 | 0.7787 | 0.6844 | no |
| COP | 2026-06-29 | 105.18 | 0.3408 | 0.5218 | no |
| CRWD | 2026-06-29 | 177.38 | 0.3965 | 0.4351 | no |
| CSCO | 2026-06-29 | 114.55 | 0.3925 | 0.5857 | no |
| CVNA | 2026-06-29 | 64.11 | 0.5754 | 0.4623 | no |
| FIX | 2026-06-29 | 1878.42 | 0.3352 | 0.5396 | no |
| FTNT | 2026-06-29 | 152.97 | 0.6984 | 0.4583 | no |
| GL | 2026-06-29 | 177.77 | 0.2978 | 0.4556 | no |
| GLW | 2026-06-29 | 226.47 | 0.4278 | 0.4959 | no |
| HCA | 2026-06-29 | 394.27 | 0.2815 | 0.4757 | no |
| HOOD | 2026-06-29 | 100.66 | 0.3994 | 0.4719 | no |
| HUM | 2026-06-29 | 381.38 | 0.6184 | 0.4892 | no |
| HWM | 2026-06-29 | 268.45 | 0.2901 | 0.5340 | no |
| IT | 2026-06-29 | 137.43 | 0.5202 | 0.4498 | no |
| KLAC | 2026-06-29 | 249.75 | 0.3043 | 0.6721 | no |
| LDOS | 2026-06-29 | 101.97 | 0.5088 | 0.5092 | no |
| LITE | 2026-06-29 | 806.01 | 0.3577 | 0.6165 | no |
| LRCX | 2026-06-29 | 383.01 | 0.4913 | 0.6323 | no |
| MCHP | 2026-06-29 | 86.97 | 0.8917 | 0.6639 | no |
| MPC | 2026-06-29 | 255.91 | 0.3011 | 0.5466 | no |
| MPWR | 2026-06-29 | 1326.37 | 0.5387 | 0.5857 | no |
| MU | 2026-06-29 | 1128.53 | 0.5137 | 0.6470 | no |
| NEM | 2026-06-29 | 94.30 | 0.3427 | 0.5584 | no |
| NFLX | 2026-06-29 | 74.62 | 0.2734 | — | no |
| NUE | 2026-06-29 | 238.91 | 0.3125 | 0.5438 | no |
| NXPI | 2026-06-29 | 275.76 | 0.4045 | 0.6526 | no |
| ON | 2026-06-29 | 90.20 | 0.6175 | 0.6502 | no |
| ORCL | 2026-06-29 | 153.41 | 0.3715 | 0.4536 | no |
| OTIS | 2026-06-29 | 72.61 | 0.3901 | 0.5221 | no |
| PANW | 2026-06-29 | 309.83 | 0.8369 | 0.4606 | no |
| PWR | 2026-06-29 | 689.89 | 0.3956 | 0.5554 | no |
| Q | 2026-06-29 | 157.89 | 0.5449 | 0.5846 | no |
| QCOM | 2026-06-29 | 191.99 | 0.3098 | 0.5830 | no |
| SMCI | 2026-06-29 | 31.00 | 1.4311 | 0.5913 | no |
| STX | 2026-06-29 | 915.99 | 0.3550 | 0.6193 | no |
| SWKS | 2026-06-29 | 68.50 | 0.7344 | 0.6474 | no |
| TSLA | 2026-06-29 | 381.79 | 0.3349 | 0.4629 | no |
| TXN | 2026-06-29 | 278.90 | 0.4972 | 0.6380 | no |
| URI | 2026-06-29 | 1119.30 | 1.0596 | 0.4752 | no |
| VRT | 2026-06-29 | 304.58 | 0.5161 | 0.4905 | no |
| WDC | 2026-06-29 | 600.37 | 0.5913 | 0.5994 | no |