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 | -1.04% | 2.62% | 2026-08-17 | -10.65% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.04% | 2.62% | 2026-08-17 | -10.65% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -0.34% | 3.41% | 2026-08-17 | -9.36% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.34% | 3.41% | 2026-08-17 | -9.36% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 2.34% | 6.13% | 2026-08-19 | -8.61% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 2.34% | 6.13% | 2026-08-19 | -8.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 4.23% | 7.34% | 2026-08-19 | -7.33% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 4.23% | 7.34% | 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 |
|---|---|---|---|---|---|
| AKAM | 2026-06-29 | 115.31 | 0.3940 | 0.4671 | no |
| AMAT | 2026-06-29 | 634.75 | 0.4337 | 0.6485 | no |
| AMD | 2026-06-29 | 522.84 | 0.7675 | 0.6375 | no |
| ANET | 2026-06-29 | 158.86 | 0.3953 | 0.5914 | no |
| AVGO | 2026-06-29 | 373.62 | 0.4565 | 0.6448 | no |
| AXON | 2026-06-29 | 487.29 | 0.3475 | 0.4678 | no |
| BG | 2026-06-29 | 110.34 | 0.3082 | 0.4564 | no |
| CAH | 2026-06-29 | 239.41 | 0.2855 | 0.4188 | no |
| CF | 2026-06-29 | 105.16 | 0.3518 | 0.4200 | no |
| CMI | 2026-06-29 | 679.47 | 0.3402 | 0.4913 | no |
| COHR | 2026-06-29 | 379.09 | 0.5899 | 0.6844 | no |
| COIN | 2026-06-29 | 150.82 | 0.3545 | — | no |
| COP | 2026-06-29 | 105.18 | 0.4104 | 0.5218 | no |
| CRWD | 2026-06-29 | 177.38 | 0.8883 | 0.4351 | no |
| CSCO | 2026-06-29 | 114.55 | 0.5468 | 0.5857 | no |
| DVA | 2026-06-29 | 217.59 | 0.3600 | 0.4777 | no |
| FTNT | 2026-06-29 | 152.97 | 0.8271 | 0.4583 | no |
| GL | 2026-06-29 | 177.77 | 0.3282 | 0.4556 | no |
| HCA | 2026-06-29 | 394.27 | 0.3043 | 0.4757 | no |
| HOOD | 2026-06-29 | 100.66 | 0.3663 | 0.4719 | no |
| HUM | 2026-06-29 | 381.38 | 0.6311 | 0.4892 | no |
| INTC | 2026-06-29 | 127.00 | 0.3841 | 0.6349 | no |
| IT | 2026-06-29 | 137.43 | 0.2959 | 0.4498 | no |
| JBL | 2026-06-29 | 358.92 | 0.4001 | 0.4851 | no |
| LDOS | 2026-06-29 | 101.97 | 0.6797 | 0.5092 | no |
| LITE | 2026-06-29 | 806.01 | 0.3743 | 0.6165 | no |
| LOW | 2026-06-29 | 219.86 | 0.2889 | 0.4330 | no |
| LRCX | 2026-06-29 | 383.01 | 0.5031 | 0.6323 | no |
| MCHP | 2026-06-29 | 86.97 | 0.9507 | 0.6639 | no |
| MPWR | 2026-06-29 | 1326.37 | 0.6387 | 0.5857 | no |
| MU | 2026-06-29 | 1128.53 | 0.6196 | 0.6470 | no |
| NEM | 2026-06-29 | 94.30 | 0.4300 | 0.5584 | no |
| NFLX | 2026-06-29 | 74.62 | 0.5232 | — | no |
| NUE | 2026-06-29 | 238.91 | 0.3279 | 0.5438 | no |
| NXPI | 2026-06-29 | 275.76 | 0.6207 | 0.6526 | no |
| ON | 2026-06-29 | 90.20 | 0.8751 | 0.6502 | no |
| ORCL | 2026-06-29 | 153.41 | 0.3923 | 0.4536 | no |
| PANW | 2026-06-29 | 309.83 | 0.9593 | 0.4606 | no |
| PWR | 2026-06-29 | 689.89 | 0.5939 | 0.5554 | no |
| Q | 2026-06-29 | 157.89 | 0.6876 | 0.5846 | no |
| QCOM | 2026-06-29 | 191.99 | 0.5719 | 0.5830 | no |
| SMCI | 2026-06-29 | 31.00 | 1.2440 | 0.5913 | no |
| STX | 2026-06-29 | 915.99 | 0.3800 | 0.6193 | no |
| SWKS | 2026-06-29 | 68.50 | 0.5686 | 0.6474 | no |
| TXN | 2026-06-29 | 278.90 | 0.6016 | 0.6380 | no |
| UAL | 2026-06-29 | 135.77 | 0.2923 | 0.5037 | no |
| URI | 2026-06-29 | 1119.30 | 0.9009 | 0.4752 | no |
| VRT | 2026-06-29 | 304.58 | 0.3172 | 0.4905 | no |
| WDC | 2026-06-29 | 600.37 | 0.6163 | 0.5994 | no |
| WST | 2026-06-29 | 349.64 | 0.3109 | 0.4266 | no |