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 | -5.54% | 0.60% | 2026-07-09 | -12.67% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -5.54% | 0.60% | 2026-07-09 | -12.67% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -4.03% | 1.49% | 2026-08-17 | -11.53% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -4.03% | 1.49% | 2026-08-17 | -11.53% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -1.69% | 2.90% | 2026-08-19 | -7.85% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.69% | 2.90% | 2026-08-19 | -7.85% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -1.57% | 3.30% | 2026-08-19 | -7.31% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -1.57% | 3.30% | 2026-08-19 | -7.31% |
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 | 2026-07-06 | 112.83 | 0.2852 | 0.4784 | no |
| AMAT | 2026-07-06 | 627.09 | 0.2853 | 0.6678 | no |
| AMD | 2026-07-06 | 535.35 | 0.4018 | 0.6450 | no |
| ANET | 2026-07-06 | 162.87 | 0.4547 | 0.6032 | no |
| BA | 2026-07-06 | 227.15 | 0.3659 | 0.5243 | no |
| CAH | 2026-07-06 | 241.86 | 0.3483 | 0.4263 | no |
| CEG | 2026-07-06 | 241.06 | 0.5594 | 0.4663 | no |
| CIEN | 2026-07-06 | 426.99 | 0.8117 | 0.6366 | no |
| CMI | 2026-07-06 | 664.67 | 0.2403 | 0.4918 | no |
| CNC | 2026-07-06 | 67.45 | 0.3117 | 0.4751 | no |
| COHR | 2026-07-06 | 333.19 | 0.5598 | 0.6885 | no |
| CRWD | 2026-07-06 | 189.51 | 0.6930 | 0.4601 | no |
| CVNA | 2026-07-06 | 68.83 | 0.2951 | 0.4586 | no |
| DVA | 2026-07-06 | 235.50 | 0.5278 | 0.4892 | no |
| FIX | 2026-07-06 | 1771.29 | 0.5737 | 0.5330 | no |
| FSLR | 2026-07-06 | 229.70 | 0.6673 | 0.5052 | no |
| FTNT | 2026-07-06 | 154.75 | 0.5112 | 0.4982 | no |
| GLW | 2026-07-06 | 198.74 | 0.7764 | 0.5075 | no |
| GNRC | 2026-07-06 | 256.00 | 0.3660 | 0.4475 | no |
| GOOG | 2026-07-06 | 357.96 | 0.4131 | — | no |
| GOOGL | 2026-07-06 | 361.32 | 0.4042 | 0.5467 | no |
| HUM | 2026-07-06 | 398.00 | 0.5617 | 0.4913 | no |
| KLAC | 2026-07-06 | 246.04 | 0.4172 | 0.6783 | no |
| KR | 2026-07-06 | 57.73 | 0.2643 | 0.4308 | no |
| LITE | 2026-07-06 | 729.00 | 0.4009 | 0.6253 | no |
| LRCX | 2026-07-06 | 365.34 | 0.6052 | 0.6458 | no |
| MCHP | 2026-07-06 | 86.48 | 0.5798 | 0.6661 | no |
| MPWR | 2026-07-06 | 1325.74 | 0.6304 | 0.5881 | no |
| MRVL | 2026-07-06 | 254.76 | 0.3415 | 0.6044 | no |
| MU | 2026-07-06 | 1007.00 | 0.7842 | 0.6585 | no |
| NUE | 2026-07-06 | 220.75 | 0.6031 | 0.5413 | no |
| NXPI | 2026-07-06 | 281.31 | 0.5130 | 0.6584 | no |
| ON | 2026-07-06 | 93.02 | 0.4160 | 0.6579 | no |
| ORCL | 2026-07-06 | 143.80 | 0.3889 | 0.4520 | no |
| OTIS | 2026-07-06 | 72.86 | 0.2384 | 0.4932 | no |
| PANW | 2026-07-06 | 338.96 | 1.1428 | 0.4770 | no |
| PNR | 2026-07-06 | 76.63 | 0.2307 | 0.4903 | no |
| PWR | 2026-07-06 | 675.04 | 0.4842 | 0.5509 | no |
| Q | 2026-07-06 | 147.89 | 0.4492 | 0.5943 | no |
| QCOM | 2026-07-06 | 177.17 | 0.8746 | 0.5878 | no |
| SMCI | 2026-07-06 | 27.50 | 0.6287 | 0.6264 | no |
| SNDK | 2026-07-06 | 1828.68 | 0.6964 | 0.6049 | no |
| SNPS | 2026-07-06 | 435.24 | 0.2338 | 0.5105 | no |
| STLD | 2026-07-06 | 220.39 | 0.5369 | 0.5360 | no |
| STX | 2026-07-06 | 863.62 | 0.9388 | 0.6364 | no |
| SWKS | 2026-07-06 | 63.00 | 0.3367 | 0.6531 | no |
| URI | 2026-07-06 | 1094.58 | 0.2332 | 0.4754 | no |
| VRT | 2026-07-06 | 311.91 | 0.2856 | 0.4912 | no |
| WDC | 2026-07-06 | 566.82 | 1.1958 | 0.6098 | no |
| XEL | 2026-07-06 | 81.30 | 0.2463 | 0.4389 | no |