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 | 3.41% | 5.73% | 2026-08-27 | -7.79% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 3.41% | 5.73% | 2026-08-27 | -7.79% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 3.28% | 5.76% | 2026-08-27 | -7.43% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 3.28% | 5.76% | 2026-08-27 | -7.43% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 2.89% | 7.30% | 2026-08-19 | -6.68% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 2.89% | 7.30% | 2026-08-19 | -6.68% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 3.71% | 7.61% | 2026-08-19 | -6.22% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 3.71% | 7.61% | 2026-08-19 | -6.22% |
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 | 0.7440 | 0.6597 | no |
| APP | 2026-07-20 | 429.74 | 0.7131 | 0.4803 | no |
| CAT | 2026-07-20 | 890.00 | 0.4099 | 0.4668 | no |
| CEG | 2026-07-20 | 255.03 | 0.3868 | 0.4525 | no |
| CIEN | 2026-07-20 | 375.01 | 1.2338 | 0.6311 | no |
| COP | 2026-07-20 | 113.03 | 0.2634 | 0.4943 | no |
| CRL | 2026-07-20 | 220.04 | 0.5301 | 0.4941 | no |
| CRWD | 2026-07-20 | 203.08 | 0.6886 | 0.4838 | no |
| CSCO | 2026-07-20 | 112.28 | 0.3813 | 0.5989 | no |
| CVNA | 2026-07-20 | 67.65 | 0.4809 | 0.4551 | no |
| CVS | 2026-07-20 | 106.65 | 0.2853 | 0.4802 | no |
| D | 2026-07-20 | 70.38 | 0.4320 | 0.4301 | no |
| DVA | 2026-07-20 | 236.43 | 0.3418 | 0.5083 | no |
| EOG | 2026-07-20 | 138.84 | 0.2637 | 0.5400 | no |
| EQT | 2026-07-20 | 49.24 | 0.4504 | 0.4873 | no |
| EXPD | 2026-07-20 | 181.93 | 0.2727 | — | no |
| FCX | 2026-07-20 | 59.02 | 0.2949 | 0.5214 | no |
| FIX | 2026-07-20 | 1699.13 | 0.3334 | 0.5109 | no |
| FTNT | 2026-07-20 | 160.64 | 0.2817 | 0.5139 | no |
| GL | 2026-07-20 | 185.77 | 0.3454 | 0.4881 | no |
| GLW | 2026-07-20 | 157.56 | 0.7131 | 0.4952 | no |
| HOOD | 2026-07-20 | 102.49 | 0.4191 | 0.4627 | no |
| HUM | 2026-07-20 | 400.32 | 0.5263 | 0.5036 | no |
| IBKR | 2026-07-20 | 91.48 | 0.3247 | 0.5180 | no |
| INTC | 2026-07-20 | 97.58 | 0.9986 | 0.6478 | no |
| KLAC | 2026-07-20 | 217.20 | 0.7039 | 0.6699 | no |
| LRCX | 2026-07-20 | 321.15 | 0.5639 | 0.6445 | no |
| LULU | 2026-07-20 | 116.23 | 0.4145 | 0.4398 | no |
| MPWR | 2026-07-20 | 1332.96 | 0.3614 | 0.5864 | no |
| MRNA | 2026-07-20 | 61.46 | 0.5224 | 0.5445 | no |
| MRVL | 2026-07-20 | 193.01 | 0.3147 | 0.6062 | no |
| MTD | 2026-07-20 | 1295.35 | 0.3599 | 0.4893 | no |
| MU | 2026-07-20 | 885.57 | 1.0847 | 0.6581 | no |
| NEM | 2026-07-20 | 89.91 | 0.3336 | 0.5174 | no |
| NKE | 2026-07-20 | 43.38 | 0.2827 | 0.4230 | no |
| NOW | 2026-07-20 | 100.52 | 0.3092 | 0.4369 | no |
| NWS | 2026-07-20 | 32.33 | 0.3464 | — | no |
| NXPI | 2026-07-20 | 268.59 | 0.4125 | 0.6491 | no |
| ON | 2026-07-20 | 89.88 | 1.0374 | 0.6353 | no |
| PANW | 2026-07-20 | 354.72 | 0.7810 | 0.4954 | no |
| PSKY | 2026-07-20 | 8.76 | 0.4733 | — | no |
| Q | 2026-07-20 | 138.52 | 0.3071 | 0.5869 | no |
| QCOM | 2026-07-20 | 174.60 | 0.8683 | 0.5882 | no |
| REGN | 2026-07-20 | 673.93 | 0.3023 | 0.5365 | no |
| SNDK | 2026-07-20 | 1408.78 | 0.8144 | 0.5975 | no |
| STX | 2026-07-20 | 810.02 | 0.8744 | 0.6274 | no |
| TER | 2026-07-20 | 335.09 | 1.1027 | 0.6843 | no |
| UHS | 2026-07-20 | 150.82 | 0.3964 | 0.5454 | no |
| VRT | 2026-07-20 | 294.93 | 0.3879 | 0.4875 | no |
| WDC | 2026-07-20 | 491.20 | 1.0082 | 0.6070 | no |