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% | 7.04% | 2026-08-14 | -6.18% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 3.60% | 7.04% | 2026-08-14 | -6.18% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 2.66% | 6.19% | 2026-08-14 | -5.70% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 2.66% | 6.19% | 2026-08-14 | -5.70% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 1.98% | 6.48% | 2026-08-19 | -6.29% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 1.98% | 6.48% | 2026-08-19 | -6.29% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 1.76% | 6.82% | 2026-08-19 | -5.75% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 1.76% | 6.82% | 2026-08-19 | -5.75% |
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 |
|---|---|---|---|---|---|
| ADBE | 2026-07-13 | 226.75 | 0.2714 | 0.4265 | no |
| ADSK | 2026-07-13 | 210.32 | 0.3157 | 0.4282 | no |
| AKAM | 2026-07-13 | 125.76 | 0.5783 | 0.4966 | no |
| AMAT | 2026-07-13 | 581.39 | 0.6091 | 0.6679 | no |
| AMD | 2026-07-13 | 537.50 | 0.2761 | 0.6436 | no |
| CEG | 2026-07-13 | 250.12 | 0.2937 | 0.4603 | no |
| CIEN | 2026-07-13 | 448.67 | 0.9912 | 0.6318 | no |
| COHR | 2026-07-13 | 314.00 | 0.2894 | 0.6826 | no |
| CRWD | 2026-07-13 | 186.86 | 0.6117 | 0.4798 | no |
| CTSH | 2026-07-13 | 43.80 | 0.3916 | 0.4253 | no |
| CVNA | 2026-07-13 | 65.56 | 0.4817 | 0.4555 | no |
| CVX | 2026-07-13 | 177.47 | 0.3033 | 0.5071 | no |
| D | 2026-07-13 | 69.56 | 0.2919 | 0.4308 | no |
| DOW | 2026-07-13 | 29.22 | 0.4553 | 0.4357 | no |
| DVA | 2026-07-13 | 233.35 | 0.4531 | 0.5044 | no |
| EQIX | 2026-07-13 | 1046.21 | 0.2641 | 0.4549 | no |
| FTNT | 2026-07-13 | 157.67 | 0.7038 | 0.5130 | no |
| GL | 2026-07-13 | 180.24 | 0.2725 | 0.4861 | no |
| GLW | 2026-07-13 | 184.90 | 0.6298 | 0.4964 | no |
| GOOGL | 2026-07-13 | 355.96 | 0.3526 | 0.5423 | no |
| HUM | 2026-07-13 | 399.71 | 0.7968 | 0.4996 | no |
| INTC | 2026-07-13 | 105.98 | 0.7431 | 0.6472 | no |
| IP | 2026-07-13 | 37.93 | 0.4399 | 0.4193 | no |
| IT | 2026-07-13 | 136.68 | 0.2977 | 0.4459 | no |
| JBL | 2026-07-13 | 325.27 | 0.3379 | 0.4936 | no |
| KLAC | 2026-07-13 | 221.30 | 0.3117 | 0.6772 | no |
| LRCX | 2026-07-13 | 335.00 | 0.3362 | 0.6429 | no |
| LVS | 2026-07-13 | 46.66 | 0.3512 | 0.4518 | no |
| MCHP | 2026-07-13 | 86.48 | 0.5903 | 0.6666 | no |
| MOS | 2026-07-13 | 21.53 | 0.3161 | 0.4551 | no |
| MPWR | 2026-07-13 | 1307.17 | 0.4094 | 0.5857 | no |
| MU | 2026-07-13 | 929.00 | 0.8651 | 0.6577 | no |
| NWS | 2026-07-13 | 30.98 | 0.2554 | — | no |
| ORCL | 2026-07-13 | 139.03 | 0.3714 | 0.4543 | no |
| PANW | 2026-07-13 | 325.11 | 0.7262 | 0.4906 | no |
| PLTR | 2026-07-13 | 127.29 | 0.2697 | 0.5447 | no |
| PSKY | 2026-07-13 | 9.42 | 0.4446 | — | no |
| PWR | 2026-07-13 | 649.50 | 0.5699 | 0.5182 | no |
| QCOM | 2026-07-13 | 184.06 | 0.6181 | 0.5873 | no |
| REGN | 2026-07-13 | 660.86 | 0.3483 | 0.5348 | no |
| SLB | 2026-07-13 | 48.12 | 0.3815 | 0.4915 | no |
| SMCI | 2026-07-13 | 27.64 | 0.6158 | 0.6214 | no |
| SNDK | 2026-07-13 | 1792.86 | 0.4195 | 0.5984 | no |
| SPGI | 2026-07-13 | 432.49 | 0.3628 | 0.4488 | no |
| STX | 2026-07-13 | 869.60 | 0.6251 | 0.6277 | no |
| SWKS | 2026-07-13 | 59.85 | 0.4913 | 0.6451 | no |
| VLO | 2026-07-13 | 284.72 | 0.2924 | 0.5333 | no |
| WDAY | 2026-07-13 | 140.85 | 0.4650 | 0.4401 | no |
| WDC | 2026-07-13 | 551.49 | 0.5835 | 0.6065 | no |
| ZBRA | 2026-07-13 | 272.29 | 0.2783 | 0.4551 | no |