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 | 4.08% | 5.97% | 2026-08-27 | -6.44% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 4.08% | 5.97% | 2026-08-27 | -6.44% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 3.00% | 5.04% | 2026-08-27 | -5.91% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 3.00% | 5.04% | 2026-08-27 | -5.91% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 2.23% | 7.01% | 2026-08-19 | -5.36% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 2.23% | 7.01% | 2026-08-19 | -5.36% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 1.93% | 6.96% | 2026-08-19 | -5.13% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 1.93% | 6.96% | 2026-08-19 | -5.13% |
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 | 2026-07-20 | 545.05 | 0.7081 | 0.6597 | no |
| AMD | 2026-07-20 | 517.00 | 0.4460 | 0.6447 | no |
| ANET | 2026-07-20 | 168.94 | 0.3238 | 0.5981 | no |
| APP | 2026-07-20 | 429.74 | 0.7008 | 0.4803 | no |
| C | 2026-07-20 | 128.90 | 0.2837 | 0.4604 | no |
| CAT | 2026-07-20 | 890.00 | 0.3386 | 0.4668 | no |
| CDW | 2026-07-20 | 131.84 | 0.4957 | 0.5123 | no |
| CEG | 2026-07-20 | 255.03 | 0.5659 | 0.4525 | no |
| CIEN | 2026-07-20 | 375.01 | 1.1267 | 0.6311 | no |
| CRL | 2026-07-20 | 220.04 | 0.3981 | 0.4941 | no |
| CRWD | 2026-07-20 | 203.08 | 0.7261 | 0.4838 | no |
| CTSH | 2026-07-20 | 43.89 | 0.3903 | 0.4272 | no |
| CVNA | 2026-07-20 | 67.65 | 0.4532 | 0.4551 | no |
| CVS | 2026-07-20 | 106.65 | 0.3034 | 0.4802 | no |
| D | 2026-07-20 | 70.38 | 0.3723 | 0.4301 | no |
| DIS | 2026-07-20 | 97.85 | 0.3087 | — | no |
| DVA | 2026-07-20 | 236.43 | 0.5320 | 0.5083 | no |
| EG | 2026-07-20 | 378.86 | 0.3146 | 0.5032 | no |
| EQIX | 2026-07-20 | 1021.55 | 0.3719 | 0.4506 | no |
| FFIV | 2026-07-20 | 410.98 | 0.3011 | 0.5565 | no |
| FSLR | 2026-07-20 | 215.14 | 0.5666 | 0.4764 | no |
| FTNT | 2026-07-20 | 160.64 | 0.6472 | 0.5139 | no |
| GLW | 2026-07-20 | 157.56 | 0.9240 | 0.4952 | no |
| HUM | 2026-07-20 | 400.32 | 0.6800 | 0.5036 | no |
| IBM | 2026-07-20 | 208.57 | 0.3652 | 0.5610 | no |
| INTC | 2026-07-20 | 97.58 | 0.9309 | 0.6478 | no |
| IQV | 2026-07-20 | 205.19 | 0.4779 | 0.4606 | no |
| KLAC | 2026-07-20 | 217.20 | 0.8503 | 0.6699 | no |
| LRCX | 2026-07-20 | 321.15 | 0.5759 | 0.6445 | no |
| LULU | 2026-07-20 | 116.23 | 0.3403 | 0.4398 | no |
| MCHP | 2026-07-20 | 82.04 | 0.4498 | 0.6645 | no |
| MPWR | 2026-07-20 | 1332.96 | 0.3921 | 0.5864 | no |
| MRNA | 2026-07-20 | 61.46 | 0.4304 | 0.5445 | no |
| MRVL | 2026-07-20 | 193.01 | 0.5337 | 0.6062 | no |
| MTD | 2026-07-20 | 1295.35 | 0.4169 | 0.4893 | no |
| MU | 2026-07-20 | 885.57 | 0.9342 | 0.6581 | no |
| NOW | 2026-07-20 | 100.52 | 0.6917 | 0.4369 | no |
| NWS | 2026-07-20 | 32.33 | 0.3363 | — | no |
| NWSA | 2026-07-20 | 28.30 | 0.3413 | 0.5259 | no |
| NXPI | 2026-07-20 | 268.59 | 0.6509 | 0.6491 | no |
| ON | 2026-07-20 | 89.88 | 1.0221 | 0.6353 | no |
| PANW | 2026-07-20 | 354.72 | 0.6982 | 0.4954 | no |
| PSKY | 2026-07-20 | 8.76 | 0.2968 | — | no |
| QCOM | 2026-07-20 | 174.60 | 0.9602 | 0.5882 | no |
| SNDK | 2026-07-20 | 1408.78 | 0.6535 | 0.5975 | no |
| STX | 2026-07-20 | 810.02 | 0.7118 | 0.6274 | no |
| TER | 2026-07-20 | 335.09 | 0.8898 | 0.6843 | no |
| UHS | 2026-07-20 | 150.82 | 0.5582 | 0.5454 | no |
| VRT | 2026-07-20 | 294.93 | 0.3724 | 0.4875 | no |
| WDC | 2026-07-20 | 491.20 | 0.7547 | 0.6070 | no |