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 | -2.92% | 2.35% | 2026-08-17 | -9.53% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.92% | 2.35% | 2026-08-17 | -9.53% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -2.42% | 2.73% | 2026-08-17 | -8.69% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -2.42% | 2.73% | 2026-08-17 | -8.69% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 2.46% | 6.26% | 2026-08-19 | -7.62% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 2.46% | 6.26% | 2026-08-19 | -7.62% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 4.12% | 7.22% | 2026-08-19 | -6.66% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 4.12% | 7.22% | 2026-08-19 | -6.66% |
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 | 0.3186 | 0.4735 | no |
| AKAM | 2026-07-06 | 112.83 | 0.4445 | 0.4784 | no |
| AMAT | 2026-07-06 | 627.09 | 0.2666 | 0.6678 | no |
| AMD | 2026-07-06 | 535.35 | 0.3566 | 0.6450 | no |
| ANET | 2026-07-06 | 162.87 | 0.3483 | 0.6032 | no |
| BA | 2026-07-06 | 227.15 | 0.3137 | 0.5243 | no |
| BG | 2026-07-06 | 105.69 | 0.3306 | 0.4520 | no |
| BMY | 2026-07-06 | 57.74 | 0.2728 | 0.5183 | no |
| CEG | 2026-07-06 | 241.06 | 0.3389 | 0.4663 | no |
| CF | 2026-07-06 | 109.13 | 0.2708 | 0.4188 | no |
| CIEN | 2026-07-06 | 426.99 | 0.8340 | 0.6366 | no |
| CMI | 2026-07-06 | 664.67 | 0.3345 | 0.4918 | no |
| CNC | 2026-07-06 | 67.45 | 0.2954 | 0.4751 | no |
| COP | 2026-07-06 | 103.66 | 0.2638 | 0.5164 | no |
| CRWD | 2026-07-06 | 189.51 | 0.9045 | 0.4601 | no |
| CSCO | 2026-07-06 | 113.05 | 0.2978 | 0.5961 | no |
| DDOG | 2026-07-06 | 249.79 | 0.5923 | 0.4295 | no |
| DVA | 2026-07-06 | 235.50 | 0.7488 | 0.4892 | no |
| ECHO | 2026-07-06 | 102.27 | 0.4395 | — | no |
| EOG | 2026-07-06 | 128.82 | 0.2675 | 0.5669 | no |
| FIX | 2026-07-06 | 1771.29 | 0.5037 | 0.5330 | no |
| FTNT | 2026-07-06 | 154.75 | 0.6982 | 0.4982 | no |
| GL | 2026-07-06 | 179.00 | 0.3095 | 0.4638 | no |
| GLW | 2026-07-06 | 198.74 | 0.3906 | 0.5075 | no |
| GNRC | 2026-07-06 | 256.00 | 0.2756 | 0.4475 | no |
| HUM | 2026-07-06 | 398.00 | 0.7993 | 0.4913 | no |
| ICE | 2026-07-06 | 133.26 | 0.3639 | 0.4760 | no |
| KLAC | 2026-07-06 | 246.04 | 0.2689 | 0.6783 | no |
| LITE | 2026-07-06 | 729.00 | 0.4759 | 0.6253 | no |
| LRCX | 2026-07-06 | 365.34 | 0.4226 | 0.6458 | no |
| MCHP | 2026-07-06 | 86.48 | 0.7688 | 0.6661 | no |
| MOS | 2026-07-06 | 20.89 | 0.3054 | 0.4769 | no |
| MPWR | 2026-07-06 | 1325.74 | 0.5318 | 0.5881 | no |
| MU | 2026-07-06 | 1007.00 | 0.7911 | 0.6585 | no |
| NUE | 2026-07-06 | 220.75 | 0.6506 | 0.5413 | no |
| NXPI | 2026-07-06 | 281.31 | 0.9375 | 0.6584 | no |
| ON | 2026-07-06 | 93.02 | 0.8331 | 0.6579 | no |
| ORCL | 2026-07-06 | 143.80 | 0.4670 | 0.4520 | no |
| PANW | 2026-07-06 | 338.96 | 1.0764 | 0.4770 | no |
| PWR | 2026-07-06 | 675.04 | 0.3186 | 0.5509 | no |
| Q | 2026-07-06 | 147.89 | 0.6313 | 0.5943 | no |
| QCOM | 2026-07-06 | 177.17 | 0.7125 | 0.5878 | no |
| SMCI | 2026-07-06 | 27.50 | 0.9289 | 0.6264 | no |
| SNDK | 2026-07-06 | 1828.68 | 0.4158 | 0.6049 | no |
| SNPS | 2026-07-06 | 435.24 | 0.2931 | 0.5105 | no |
| STLD | 2026-07-06 | 220.39 | 0.3560 | 0.5360 | no |
| STX | 2026-07-06 | 863.62 | 0.6711 | 0.6364 | no |
| TXN | 2026-07-06 | 298.13 | 0.2702 | 0.6383 | no |
| URI | 2026-07-06 | 1094.58 | 0.3145 | 0.4754 | no |
| WDC | 2026-07-06 | 566.82 | 0.7567 | 0.6098 | no |