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 | 0.56% | 3.83% | 2026-08-17 | -10.03% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 0.56% | 3.83% | 2026-08-17 | -10.03% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 1.52% | 5.21% | 2026-08-17 | -8.08% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 1.52% | 5.21% | 2026-08-17 | -8.08% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 0.52% | 4.96% | 2026-08-19 | -9.37% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 0.52% | 4.96% | 2026-08-19 | -9.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 0.43% | 5.43% | 2026-08-19 | -8.62% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 0.43% | 5.43% | 2026-08-19 | -8.62% |
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 | 0.3375 | 0.4747 | no |
| AMAT | 2026-06-29 | 634.75 | 0.5348 | 0.6485 | no |
| ANET | 2026-06-29 | 158.86 | 0.5487 | 0.5914 | no |
| APA | 2026-06-29 | 32.88 | 0.3647 | 0.5693 | no |
| AVGO | 2026-06-29 | 373.62 | 0.6901 | 0.6448 | no |
| BG | 2026-06-29 | 110.34 | 0.2911 | 0.4564 | no |
| CAH | 2026-06-29 | 239.41 | 0.3142 | 0.4188 | no |
| CF | 2026-06-29 | 105.16 | 0.4943 | 0.4200 | no |
| CMI | 2026-06-29 | 679.47 | 0.4375 | 0.4913 | no |
| COHR | 2026-06-29 | 379.09 | 0.4009 | 0.6844 | no |
| COP | 2026-06-29 | 105.18 | 0.4353 | 0.5218 | no |
| CRWD | 2026-06-29 | 177.38 | 0.6069 | 0.4351 | no |
| CSCO | 2026-06-29 | 114.55 | 0.5881 | 0.5857 | no |
| DVA | 2026-06-29 | 217.59 | 0.3626 | 0.4777 | no |
| EQT | 2026-06-29 | 52.39 | 0.3046 | 0.5278 | no |
| FIX | 2026-06-29 | 1878.42 | 0.3409 | 0.5396 | no |
| FTNT | 2026-06-29 | 152.97 | 0.7602 | 0.4583 | no |
| GLW | 2026-06-29 | 226.47 | 0.3104 | 0.4959 | no |
| HOOD | 2026-06-29 | 100.66 | 0.3617 | 0.4719 | no |
| HUM | 2026-06-29 | 381.38 | 0.4682 | 0.4892 | no |
| ICE | 2026-06-29 | 125.58 | 0.3435 | 0.4702 | no |
| INTC | 2026-06-29 | 127.00 | 0.2926 | 0.6349 | no |
| JBL | 2026-06-29 | 358.92 | 0.4899 | 0.4851 | no |
| KLAC | 2026-06-29 | 249.75 | 0.5568 | 0.6721 | no |
| LDOS | 2026-06-29 | 101.97 | 0.7721 | 0.5092 | no |
| LITE | 2026-06-29 | 806.01 | 0.4355 | 0.6165 | no |
| LRCX | 2026-06-29 | 383.01 | 0.5316 | 0.6323 | no |
| MCHP | 2026-06-29 | 86.97 | 0.7341 | 0.6639 | no |
| MPWR | 2026-06-29 | 1326.37 | 0.5488 | 0.5857 | no |
| MU | 2026-06-29 | 1128.53 | 0.3605 | 0.6470 | no |
| NEM | 2026-06-29 | 94.30 | 0.4148 | 0.5584 | no |
| NUE | 2026-06-29 | 238.91 | 0.4418 | 0.5438 | no |
| NXPI | 2026-06-29 | 275.76 | 0.4011 | 0.6526 | no |
| ON | 2026-06-29 | 90.20 | 0.7566 | 0.6502 | no |
| ORCL | 2026-06-29 | 153.41 | 0.3529 | 0.4536 | no |
| OTIS | 2026-06-29 | 72.61 | 0.3193 | 0.5221 | no |
| PANW | 2026-06-29 | 309.83 | 0.8236 | 0.4606 | no |
| PNR | 2026-06-29 | 76.01 | 0.2876 | 0.4901 | no |
| PSX | 2026-06-29 | 173.07 | 0.3599 | 0.5621 | no |
| PWR | 2026-06-29 | 689.89 | 0.3437 | 0.5554 | no |
| SMCI | 2026-06-29 | 31.00 | 0.9016 | 0.5913 | no |
| STLD | 2026-06-29 | 243.63 | 0.4361 | 0.5133 | no |
| STX | 2026-06-29 | 915.99 | 0.5164 | 0.6193 | no |
| SW | 2026-06-29 | 46.36 | 0.3199 | 0.4498 | no |
| SWKS | 2026-06-29 | 68.50 | 0.7138 | 0.6474 | no |
| TSLA | 2026-06-29 | 381.79 | 0.3507 | 0.4629 | no |
| TXN | 2026-06-29 | 278.90 | 0.4931 | 0.6380 | no |
| URI | 2026-06-29 | 1119.30 | 0.9511 | 0.4752 | no |
| WDAY | 2026-06-29 | 126.98 | 0.3931 | 0.4363 | no |
| WDC | 2026-06-29 | 600.37 | 0.6957 | 0.5994 | no |