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 | -3.60% | 1.59% | 2026-08-17 | -10.82% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -3.60% | 1.59% | 2026-08-17 | -10.82% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -3.66% | 1.92% | 2026-08-17 | -10.36% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -3.66% | 1.92% | 2026-08-17 | -10.36% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 0.03% | 4.31% | 2026-08-19 | -8.83% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 0.03% | 4.31% | 2026-08-19 | -8.83% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 0.63% | 4.41% | 2026-08-19 | -8.45% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 0.63% | 4.41% | 2026-08-19 | -8.45% |
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 | 0.4671 | 0.4784 | no |
| AMAT | 2026-07-06 | 627.09 | 0.3425 | 0.6678 | no |
| AMD | 2026-07-06 | 535.35 | 0.4227 | 0.6450 | no |
| ANET | 2026-07-06 | 162.87 | 0.4022 | 0.6032 | no |
| BG | 2026-07-06 | 105.69 | 0.2543 | 0.4520 | no |
| CAT | 2026-07-06 | 977.28 | 0.3891 | 0.4711 | no |
| CEG | 2026-07-06 | 241.06 | 0.6057 | 0.4663 | no |
| CF | 2026-07-06 | 109.13 | 0.3790 | 0.4188 | no |
| CIEN | 2026-07-06 | 426.99 | 0.8752 | 0.6366 | no |
| COHR | 2026-07-06 | 333.19 | 0.5907 | 0.6885 | no |
| COP | 2026-07-06 | 103.66 | 0.3160 | 0.5164 | no |
| CRWD | 2026-07-06 | 189.51 | 0.7396 | 0.4601 | no |
| CSCO | 2026-07-06 | 113.05 | 0.4458 | 0.5961 | no |
| DDOG | 2026-07-06 | 249.79 | 0.5093 | 0.4295 | no |
| DVA | 2026-07-06 | 235.50 | 0.6074 | 0.4892 | no |
| ECHO | 2026-07-06 | 102.27 | 0.3359 | — | no |
| FIX | 2026-07-06 | 1771.29 | 0.3160 | 0.5330 | no |
| FTNT | 2026-07-06 | 154.75 | 0.4212 | 0.4982 | no |
| GLW | 2026-07-06 | 198.74 | 0.5061 | 0.5075 | no |
| GNRC | 2026-07-06 | 256.00 | 0.4685 | 0.4475 | no |
| GOOGL | 2026-07-06 | 361.32 | 0.3789 | 0.5467 | no |
| HUM | 2026-07-06 | 398.00 | 0.7143 | 0.4913 | no |
| ICE | 2026-07-06 | 133.26 | 0.2872 | 0.4760 | no |
| L | 2026-07-06 | 116.53 | 0.2653 | — | no |
| LRCX | 2026-07-06 | 365.34 | 0.3207 | 0.6458 | no |
| LVS | 2026-07-06 | 47.10 | 0.3777 | 0.4463 | no |
| MCHP | 2026-07-06 | 86.48 | 0.8783 | 0.6661 | no |
| MPWR | 2026-07-06 | 1325.74 | 0.6909 | 0.5881 | no |
| MRVL | 2026-07-06 | 254.76 | 0.7041 | 0.6044 | no |
| MU | 2026-07-06 | 1007.00 | 0.4131 | 0.6585 | no |
| NEM | 2026-07-06 | 97.81 | 0.3165 | 0.5556 | no |
| NOW | 2026-07-06 | 104.10 | 0.2735 | 0.4244 | no |
| NUE | 2026-07-06 | 220.75 | 0.7768 | 0.5413 | no |
| NXPI | 2026-07-06 | 281.31 | 0.8104 | 0.6584 | no |
| ODFL | 2026-07-06 | 216.98 | 0.2793 | 0.4727 | no |
| ON | 2026-07-06 | 93.02 | 1.1033 | 0.6579 | no |
| ORCL | 2026-07-06 | 143.80 | 0.5016 | 0.4520 | no |
| PANW | 2026-07-06 | 338.96 | 0.7737 | 0.4770 | no |
| PWR | 2026-07-06 | 675.04 | 0.3713 | 0.5509 | no |
| Q | 2026-07-06 | 147.89 | 0.4659 | 0.5943 | no |
| QCOM | 2026-07-06 | 177.17 | 0.2727 | 0.5878 | no |
| SMCI | 2026-07-06 | 27.50 | 0.8098 | 0.6264 | no |
| SNDK | 2026-07-06 | 1828.68 | 0.3579 | 0.6049 | no |
| SNPS | 2026-07-06 | 435.24 | 0.2820 | 0.5105 | no |
| STLD | 2026-07-06 | 220.39 | 0.5640 | 0.5360 | no |
| STX | 2026-07-06 | 863.62 | 0.7678 | 0.6364 | no |
| TXN | 2026-07-06 | 298.13 | 0.4963 | 0.6383 | no |
| VRT | 2026-07-06 | 311.91 | 0.4722 | 0.4912 | no |
| WDC | 2026-07-06 | 566.82 | 0.7828 | 0.6098 | no |
| XEL | 2026-07-06 | 81.30 | 0.3011 | 0.4389 | no |