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 | 1.79% | 5.15% | 2026-08-13 | -6.05% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 1.79% | 5.15% | 2026-08-13 | -6.05% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 1.78% | 4.96% | 2026-08-13 | -6.20% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 1.78% | 4.96% | 2026-08-13 | -6.20% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -0.64% | 4.01% | 2026-08-19 | -6.43% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -0.64% | 4.01% | 2026-08-19 | -6.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -0.38% | 4.54% | 2026-08-19 | -6.25% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.38% | 4.54% | 2026-08-19 | -6.25% |
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 |
|---|---|---|---|---|---|
| AMAT | 2026-07-13 | 581.39 | 0.5133 | 0.6679 | no |
| ANET | 2026-07-13 | 186.26 | 0.3106 | 0.5998 | no |
| CIEN | 2026-07-13 | 448.67 | 0.5046 | 0.6318 | no |
| COHR | 2026-07-13 | 314.00 | 0.3571 | 0.6826 | no |
| CRM | 2026-07-13 | 165.63 | 0.4395 | 0.4823 | no |
| CRWD | 2026-07-13 | 186.86 | 0.5865 | 0.4798 | no |
| CTSH | 2026-07-13 | 43.80 | 0.3114 | 0.4253 | no |
| CVNA | 2026-07-13 | 65.56 | 0.6816 | 0.4555 | no |
| CVX | 2026-07-13 | 177.47 | 0.2824 | 0.5071 | no |
| D | 2026-07-13 | 69.56 | 0.4385 | 0.4308 | no |
| DOW | 2026-07-13 | 29.22 | 0.4009 | 0.4357 | no |
| DVA | 2026-07-13 | 233.35 | 0.3656 | 0.5044 | no |
| EQIX | 2026-07-13 | 1046.21 | 0.2988 | 0.4549 | no |
| EQT | 2026-07-13 | 49.06 | 0.2564 | 0.4974 | no |
| FFIV | 2026-07-13 | 426.92 | 0.2855 | 0.5577 | no |
| FTNT | 2026-07-13 | 157.67 | 0.6088 | 0.5130 | no |
| GLW | 2026-07-13 | 184.90 | 0.5192 | 0.4964 | no |
| GOOGL | 2026-07-13 | 355.96 | 0.2753 | 0.5423 | no |
| HUM | 2026-07-13 | 399.71 | 0.8950 | 0.4996 | no |
| IBM | 2026-07-13 | 288.43 | 0.2724 | 0.5595 | no |
| INTC | 2026-07-13 | 105.98 | 0.7516 | 0.6472 | no |
| IP | 2026-07-13 | 37.93 | 0.4006 | 0.4193 | no |
| IT | 2026-07-13 | 136.68 | 0.3615 | 0.4459 | no |
| KLAC | 2026-07-13 | 221.30 | 0.2777 | 0.6772 | no |
| LRCX | 2026-07-13 | 335.00 | 0.2782 | 0.6429 | no |
| LULU | 2026-07-13 | 119.25 | 0.2911 | 0.4351 | no |
| MCHP | 2026-07-13 | 86.48 | 0.5455 | 0.6666 | no |
| MOS | 2026-07-13 | 21.53 | 0.2881 | 0.4551 | no |
| MPWR | 2026-07-13 | 1307.17 | 0.4229 | 0.5857 | no |
| MU | 2026-07-13 | 929.00 | 0.7945 | 0.6577 | no |
| NUE | 2026-07-13 | 228.60 | 0.3571 | 0.5300 | no |
| NXPI | 2026-07-13 | 282.18 | 0.2828 | 0.6515 | no |
| ORCL | 2026-07-13 | 139.03 | 0.2849 | 0.4543 | no |
| PANW | 2026-07-13 | 325.11 | 0.9788 | 0.4906 | no |
| PLTR | 2026-07-13 | 127.29 | 0.3785 | 0.5447 | no |
| PODD | 2026-07-13 | 161.48 | 0.2729 | 0.4256 | no |
| PSKY | 2026-07-13 | 9.42 | 0.3991 | — | no |
| PTC | 2026-07-13 | 125.19 | 0.3685 | 0.4574 | no |
| PWR | 2026-07-13 | 649.50 | 0.4076 | 0.5182 | no |
| Q | 2026-07-13 | 140.62 | 0.4034 | 0.5893 | no |
| QCOM | 2026-07-13 | 184.06 | 0.4231 | 0.5873 | no |
| ROST | 2026-07-13 | 224.34 | 0.2889 | 0.4223 | no |
| SNDK | 2026-07-13 | 1792.86 | 0.6188 | 0.5984 | no |
| STX | 2026-07-13 | 869.60 | 0.7673 | 0.6277 | no |
| SWKS | 2026-07-13 | 59.85 | 0.3048 | 0.6451 | no |
| TER | 2026-07-13 | 344.87 | 0.3416 | 0.6923 | no |
| TSCO | 2026-07-13 | 30.21 | 0.3843 | 0.4921 | no |
| UHS | 2026-07-13 | 155.80 | 0.4869 | 0.5338 | no |
| WDAY | 2026-07-13 | 140.85 | 0.4445 | 0.4401 | no |
| WDC | 2026-07-13 | 551.49 | 0.6290 | 0.6065 | no |