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 | -1.57% | 3.12% | 2026-08-17 | -8.61% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.57% | 3.12% | 2026-08-17 | -8.61% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -3.16% | 1.47% | 2026-08-17 | -7.77% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -3.16% | 1.47% | 2026-08-17 | -7.77% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 1.62% | 6.11% | 2026-08-19 | -6.75% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 1.62% | 6.11% | 2026-08-19 | -6.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 1.22% | 6.26% | 2026-08-19 | -6.24% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 1.22% | 6.26% | 2026-08-19 | -6.24% |
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 |
|---|---|---|---|---|---|
| AJG | 2026-07-06 | 250.69 | 0.2791 | 0.4735 | no |
| AKAM | 2026-07-06 | 112.83 | 0.3319 | 0.4784 | no |
| AMAT | 2026-07-06 | 627.09 | 0.6466 | 0.6678 | no |
| AMD | 2026-07-06 | 535.35 | 0.5448 | 0.6450 | no |
| AME | 2026-07-06 | 234.63 | 0.2533 | 0.4955 | no |
| ANET | 2026-07-06 | 162.87 | 0.2492 | 0.6032 | no |
| BA | 2026-07-06 | 227.15 | 0.2517 | 0.5243 | no |
| CAT | 2026-07-06 | 977.28 | 0.3229 | 0.4711 | no |
| CEG | 2026-07-06 | 241.06 | 0.3673 | 0.4663 | no |
| CF | 2026-07-06 | 109.13 | 0.3335 | 0.4188 | no |
| CIEN | 2026-07-06 | 426.99 | 0.9216 | 0.6366 | no |
| CNC | 2026-07-06 | 67.45 | 0.2419 | 0.4751 | no |
| COHR | 2026-07-06 | 333.19 | 0.5499 | 0.6885 | no |
| COP | 2026-07-06 | 103.66 | 0.3494 | 0.5164 | no |
| CRWD | 2026-07-06 | 189.51 | 0.6698 | 0.4601 | no |
| DVA | 2026-07-06 | 235.50 | 0.5028 | 0.4892 | no |
| ECHO | 2026-07-06 | 102.27 | 0.6343 | — | no |
| EOG | 2026-07-06 | 128.82 | 0.3494 | 0.5669 | no |
| FIX | 2026-07-06 | 1771.29 | 0.5348 | 0.5330 | no |
| FTNT | 2026-07-06 | 154.75 | 0.4895 | 0.4982 | no |
| GL | 2026-07-06 | 179.00 | 0.3943 | 0.4638 | no |
| GLW | 2026-07-06 | 198.74 | 0.6995 | 0.5075 | no |
| GNRC | 2026-07-06 | 256.00 | 0.2645 | 0.4475 | no |
| GOOGL | 2026-07-06 | 361.32 | 0.2989 | 0.5467 | no |
| HUM | 2026-07-06 | 398.00 | 0.7951 | 0.4913 | no |
| ICE | 2026-07-06 | 133.26 | 0.3881 | 0.4760 | no |
| IT | 2026-07-06 | 135.85 | 0.2510 | 0.4449 | no |
| KLAC | 2026-07-06 | 246.04 | 0.3481 | 0.6783 | no |
| KR | 2026-07-06 | 57.73 | 0.3380 | 0.4308 | no |
| LDOS | 2026-07-06 | 108.15 | 0.2458 | 0.5183 | no |
| LITE | 2026-07-06 | 729.00 | 0.5838 | 0.6253 | no |
| LRCX | 2026-07-06 | 365.34 | 0.4839 | 0.6458 | no |
| LULU | 2026-07-06 | 116.34 | 0.3118 | 0.4328 | no |
| MCHP | 2026-07-06 | 86.48 | 0.5634 | 0.6661 | no |
| MPWR | 2026-07-06 | 1325.74 | 0.5403 | 0.5881 | no |
| MRVL | 2026-07-06 | 254.76 | 0.4026 | 0.6044 | no |
| MU | 2026-07-06 | 1007.00 | 0.2504 | 0.6585 | no |
| NUE | 2026-07-06 | 220.75 | 0.3933 | 0.5413 | no |
| NXPI | 2026-07-06 | 281.31 | 0.7008 | 0.6584 | no |
| ON | 2026-07-06 | 93.02 | 0.7705 | 0.6579 | no |
| PANW | 2026-07-06 | 338.96 | 0.7285 | 0.4770 | no |
| Q | 2026-07-06 | 147.89 | 0.4255 | 0.5943 | no |
| QCOM | 2026-07-06 | 177.17 | 0.3033 | 0.5878 | no |
| SMCI | 2026-07-06 | 27.50 | 0.5146 | 0.6264 | no |
| STLD | 2026-07-06 | 220.39 | 0.3289 | 0.5360 | no |
| STX | 2026-07-06 | 863.62 | 0.9636 | 0.6364 | no |
| SWKS | 2026-07-06 | 63.00 | 0.3173 | 0.6531 | no |
| TXN | 2026-07-06 | 298.13 | 0.3865 | 0.6383 | no |
| URI | 2026-07-06 | 1094.58 | 0.2971 | 0.4754 | no |
| WDC | 2026-07-06 | 566.82 | 1.0791 | 0.6098 | no |