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 | 1.30% | 4.04% | 2026-08-17 | -7.80% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 1.30% | 4.04% | 2026-08-17 | -7.80% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 0.82% | 4.42% | 2026-08-17 | -6.77% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 0.82% | 4.42% | 2026-08-17 | -6.77% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 2.16% | 5.95% | 2026-08-19 | -7.15% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 2.16% | 5.95% | 2026-08-19 | -7.15% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 3.61% | 6.70% | 2026-08-19 | -6.09% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 3.61% | 6.70% | 2026-08-19 | -6.09% |
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 |
|---|---|---|---|---|---|
| AKAM | 2026-07-13 | 125.76 | 0.4377 | 0.4966 | no |
| AMAT | 2026-07-13 | 581.39 | 0.6017 | 0.6679 | no |
| AMT | 2026-07-13 | 170.00 | 0.3206 | 0.4511 | no |
| BA | 2026-07-13 | 222.00 | 0.2863 | 0.5284 | no |
| CARR | 2026-07-13 | 68.82 | 0.2572 | 0.4954 | no |
| CIEN | 2026-07-13 | 448.67 | 0.8443 | 0.6318 | no |
| COHR | 2026-07-13 | 314.00 | 0.2945 | 0.6826 | no |
| COIN | 2026-07-13 | 156.20 | 0.2634 | — | no |
| COR | 2026-07-13 | 304.41 | 0.3303 | 0.4235 | no |
| CRWD | 2026-07-13 | 186.86 | 0.6613 | 0.4798 | no |
| CVNA | 2026-07-13 | 65.56 | 0.6644 | 0.4555 | no |
| CVX | 2026-07-13 | 177.47 | 0.3107 | 0.5071 | no |
| D | 2026-07-13 | 69.56 | 0.4082 | 0.4308 | no |
| DELL | 2026-07-13 | 431.74 | 0.2862 | 0.6116 | no |
| DIS | 2026-07-13 | 96.10 | 0.3020 | — | no |
| DOW | 2026-07-13 | 29.22 | 0.5150 | 0.4357 | no |
| DVA | 2026-07-13 | 233.35 | 0.7355 | 0.5044 | no |
| EG | 2026-07-13 | 371.29 | 0.3433 | 0.5022 | no |
| FIX | 2026-07-13 | 1721.12 | 0.4567 | 0.5128 | no |
| FTNT | 2026-07-13 | 157.67 | 0.6051 | 0.5130 | no |
| GLW | 2026-07-13 | 184.90 | 0.5639 | 0.4964 | no |
| HCA | 2026-07-13 | 403.26 | 0.3372 | 0.5086 | no |
| HOOD | 2026-07-13 | 111.27 | 0.3534 | 0.4694 | no |
| HUM | 2026-07-13 | 399.71 | 0.9158 | 0.4996 | no |
| INTC | 2026-07-13 | 105.98 | 0.6310 | 0.6472 | no |
| IP | 2026-07-13 | 37.93 | 0.3474 | 0.4193 | no |
| KKR | 2026-07-13 | 96.84 | 0.2908 | 0.4329 | no |
| KLAC | 2026-07-13 | 221.30 | 0.2959 | 0.6772 | no |
| LRCX | 2026-07-13 | 335.00 | 0.3827 | 0.6429 | no |
| MCHP | 2026-07-13 | 86.48 | 0.8448 | 0.6666 | no |
| MOS | 2026-07-13 | 21.53 | 0.3598 | 0.4551 | no |
| MPWR | 2026-07-13 | 1307.17 | 0.3020 | 0.5857 | no |
| MU | 2026-07-13 | 929.00 | 0.6339 | 0.6577 | no |
| NUE | 2026-07-13 | 228.60 | 0.3766 | 0.5300 | no |
| ORCL | 2026-07-13 | 139.03 | 0.4362 | 0.4543 | no |
| PANW | 2026-07-13 | 325.11 | 0.6334 | 0.4906 | no |
| PFE | 2026-07-13 | 23.86 | 0.3203 | 0.5419 | no |
| PSKY | 2026-07-13 | 9.42 | 0.3752 | — | no |
| PWR | 2026-07-13 | 649.50 | 0.3826 | 0.5182 | no |
| QCOM | 2026-07-13 | 184.06 | 0.7211 | 0.5873 | no |
| SMCI | 2026-07-13 | 27.64 | 0.3380 | 0.6214 | no |
| SNDK | 2026-07-13 | 1792.86 | 0.3927 | 0.5984 | no |
| STX | 2026-07-13 | 869.60 | 0.6262 | 0.6277 | no |
| SWKS | 2026-07-13 | 59.85 | 0.3986 | 0.6451 | no |
| TER | 2026-07-13 | 344.87 | 0.3163 | 0.6923 | no |
| UHS | 2026-07-13 | 155.80 | 0.4537 | 0.5338 | no |
| UNH | 2026-07-13 | 423.86 | 0.2732 | 0.4863 | no |
| WDAY | 2026-07-13 | 140.85 | 0.5314 | 0.4401 | no |
| WDC | 2026-07-13 | 551.49 | 0.5519 | 0.6065 | no |
| WMT | 2026-07-13 | 114.46 | 0.3269 | 0.4676 | no |