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 | 1.01% | 4.64% | 2026-08-17 | -5.97% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 1.01% | 4.64% | 2026-08-17 | -5.97% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 0.86% | 4.15% | 2026-08-17 | -6.03% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 0.86% | 4.15% | 2026-08-17 | -6.03% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 0.20% | 4.49% | 2026-08-19 | -7.68% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 0.20% | 4.49% | 2026-08-19 | -7.68% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 1.06% | 4.86% | 2026-08-19 | -7.35% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 1.06% | 4.86% | 2026-08-19 | -7.35% |
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 |
|---|---|---|---|---|---|
| ADSK | 2026-07-13 | 210.32 | 0.3706 | 0.4282 | no |
| AMAT | 2026-07-13 | 581.39 | 0.7075 | 0.6679 | no |
| CAT | 2026-07-13 | 937.47 | 0.3379 | 0.4692 | no |
| CEG | 2026-07-13 | 250.12 | 0.3047 | 0.4603 | no |
| CIEN | 2026-07-13 | 448.67 | 0.6979 | 0.6318 | no |
| CRWD | 2026-07-13 | 186.86 | 0.3902 | 0.4798 | no |
| CVNA | 2026-07-13 | 65.56 | 0.7262 | 0.4555 | no |
| CVX | 2026-07-13 | 177.47 | 0.2878 | 0.5071 | no |
| D | 2026-07-13 | 69.56 | 0.4681 | 0.4308 | no |
| DOW | 2026-07-13 | 29.22 | 0.6759 | 0.4357 | no |
| EXPE | 2026-07-13 | 270.23 | 0.2754 | 0.5151 | no |
| FTNT | 2026-07-13 | 157.67 | 0.4401 | 0.5130 | no |
| GL | 2026-07-13 | 180.24 | 0.2747 | 0.4861 | no |
| GLW | 2026-07-13 | 184.90 | 0.3679 | 0.4964 | no |
| GNRC | 2026-07-13 | 229.38 | 0.4762 | 0.4492 | no |
| GOOGL | 2026-07-13 | 355.96 | 0.2857 | 0.5423 | no |
| HCA | 2026-07-13 | 403.26 | 0.3324 | 0.5086 | no |
| HOOD | 2026-07-13 | 111.27 | 0.2973 | 0.4694 | no |
| HUM | 2026-07-13 | 399.71 | 0.8307 | 0.4996 | no |
| INTC | 2026-07-13 | 105.98 | 0.8829 | 0.6472 | no |
| IP | 2026-07-13 | 37.93 | 0.4383 | 0.4193 | no |
| IT | 2026-07-13 | 136.68 | 0.4940 | 0.4459 | no |
| KLAC | 2026-07-13 | 221.30 | 0.5419 | 0.6772 | no |
| LRCX | 2026-07-13 | 335.00 | 0.3701 | 0.6429 | no |
| LVS | 2026-07-13 | 46.66 | 0.2457 | 0.4518 | no |
| MCHP | 2026-07-13 | 86.48 | 0.7629 | 0.6666 | no |
| MOS | 2026-07-13 | 21.53 | 0.4520 | 0.4551 | no |
| MPWR | 2026-07-13 | 1307.17 | 0.3249 | 0.5857 | no |
| MRVL | 2026-07-13 | 228.78 | 0.4135 | 0.6053 | no |
| MTD | 2026-07-13 | 1288.16 | 0.2504 | 0.4899 | no |
| MU | 2026-07-13 | 929.00 | 1.0319 | 0.6577 | no |
| NUE | 2026-07-13 | 228.60 | 0.3697 | 0.5300 | no |
| ON | 2026-07-13 | 92.99 | 0.5083 | 0.6500 | no |
| ORCL | 2026-07-13 | 139.03 | 0.4636 | 0.4543 | no |
| OTIS | 2026-07-13 | 72.56 | 0.2593 | 0.4851 | no |
| PANW | 2026-07-13 | 325.11 | 0.7007 | 0.4906 | no |
| PFE | 2026-07-13 | 23.86 | 0.2970 | 0.5419 | no |
| PSKY | 2026-07-13 | 9.42 | 0.4285 | — | no |
| PTC | 2026-07-13 | 125.19 | 0.2790 | 0.4574 | no |
| PWR | 2026-07-13 | 649.50 | 0.5927 | 0.5182 | no |
| QCOM | 2026-07-13 | 184.06 | 0.7276 | 0.5873 | no |
| REGN | 2026-07-13 | 660.86 | 0.3222 | 0.5348 | no |
| SLB | 2026-07-13 | 48.12 | 0.2463 | 0.4915 | no |
| SNDK | 2026-07-13 | 1792.86 | 0.3615 | 0.5984 | no |
| STX | 2026-07-13 | 869.60 | 0.8641 | 0.6277 | no |
| SWKS | 2026-07-13 | 59.85 | 0.3121 | 0.6451 | no |
| UHS | 2026-07-13 | 155.80 | 0.3334 | 0.5338 | no |
| WDAY | 2026-07-13 | 140.85 | 0.3457 | 0.4401 | no |
| WDC | 2026-07-13 | 551.49 | 0.6961 | 0.6065 | no |
| WMT | 2026-07-13 | 114.46 | 0.2870 | 0.4676 | no |