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 | 6.89% | 8.97% | 2026-08-27 | -5.65% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 6.89% | 8.97% | 2026-08-27 | -5.65% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 7.73% | 9.02% | 2026-08-27 | -5.57% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 7.73% | 9.02% | 2026-08-27 | -5.57% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 4.11% | 8.71% | 2026-08-19 | -5.06% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 4.11% | 8.71% | 2026-08-19 | -5.06% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 4.00% | 9.17% | 2026-08-19 | -5.53% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 4.00% | 9.17% | 2026-08-19 | -5.53% |
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 | 0.6931 | 0.6597 | no |
| AMD | 2026-07-20 | 517.00 | 0.5996 | 0.6447 | no |
| APP | 2026-07-20 | 429.74 | 0.6260 | 0.4803 | no |
| AXON | 2026-07-20 | 501.64 | 0.3028 | 0.4515 | no |
| CAT | 2026-07-20 | 890.00 | 0.4331 | 0.4668 | no |
| CDW | 2026-07-20 | 131.84 | 0.4225 | 0.5123 | no |
| CEG | 2026-07-20 | 255.03 | 0.5286 | 0.4525 | no |
| CIEN | 2026-07-20 | 375.01 | 1.0362 | 0.6311 | no |
| CRL | 2026-07-20 | 220.04 | 0.3766 | 0.4941 | no |
| CRWD | 2026-07-20 | 203.08 | 0.3616 | 0.4838 | no |
| CSCO | 2026-07-20 | 112.28 | 0.5057 | 0.5989 | no |
| CTSH | 2026-07-20 | 43.89 | 0.3032 | 0.4272 | no |
| CVNA | 2026-07-20 | 67.65 | 0.3655 | 0.4551 | no |
| D | 2026-07-20 | 70.38 | 0.4372 | 0.4301 | no |
| DVA | 2026-07-20 | 236.43 | 0.5466 | 0.5083 | no |
| EXPD | 2026-07-20 | 181.93 | 0.4314 | — | no |
| FTNT | 2026-07-20 | 160.64 | 0.6402 | 0.5139 | no |
| GLW | 2026-07-20 | 157.56 | 0.7966 | 0.4952 | no |
| HOOD | 2026-07-20 | 102.49 | 0.6118 | 0.4627 | no |
| HUM | 2026-07-20 | 400.32 | 0.4663 | 0.5036 | no |
| IBM | 2026-07-20 | 208.57 | 0.4627 | 0.5610 | no |
| INTC | 2026-07-20 | 97.58 | 0.8555 | 0.6478 | no |
| IQV | 2026-07-20 | 205.19 | 0.5096 | 0.4606 | no |
| KLAC | 2026-07-20 | 217.20 | 0.5509 | 0.6699 | no |
| LRCX | 2026-07-20 | 321.15 | 0.5666 | 0.6445 | no |
| LULU | 2026-07-20 | 116.23 | 0.2942 | 0.4398 | no |
| MOS | 2026-07-20 | 22.14 | 0.3937 | 0.4545 | no |
| MPWR | 2026-07-20 | 1332.96 | 0.4986 | 0.5864 | no |
| MRNA | 2026-07-20 | 61.46 | 0.3734 | 0.5445 | no |
| MRVL | 2026-07-20 | 193.01 | 0.3730 | 0.6062 | no |
| MTD | 2026-07-20 | 1295.35 | 0.3238 | 0.4893 | no |
| MU | 2026-07-20 | 885.57 | 0.9410 | 0.6581 | no |
| NEM | 2026-07-20 | 89.91 | 0.4073 | 0.5174 | no |
| NKE | 2026-07-20 | 43.38 | 0.2895 | 0.4230 | no |
| NOW | 2026-07-20 | 100.52 | 0.4265 | 0.4369 | no |
| NWS | 2026-07-20 | 32.33 | 0.4628 | — | no |
| NWSA | 2026-07-20 | 28.30 | 0.4201 | 0.5259 | no |
| NXPI | 2026-07-20 | 268.59 | 0.7701 | 0.6491 | no |
| ON | 2026-07-20 | 89.88 | 1.1748 | 0.6353 | no |
| PANW | 2026-07-20 | 354.72 | 0.5901 | 0.4954 | no |
| PSKY | 2026-07-20 | 8.76 | 0.3617 | — | no |
| QCOM | 2026-07-20 | 174.60 | 1.0905 | 0.5882 | no |
| SMCI | 2026-07-20 | 24.35 | 0.3480 | 0.6017 | no |
| SNDK | 2026-07-20 | 1408.78 | 0.9020 | 0.5975 | no |
| STX | 2026-07-20 | 810.02 | 0.6199 | 0.6274 | no |
| TER | 2026-07-20 | 335.09 | 0.4774 | 0.6843 | no |
| UHS | 2026-07-20 | 150.82 | 0.4825 | 0.5454 | no |
| VRT | 2026-07-20 | 294.93 | 0.3335 | 0.4875 | no |
| WDAY | 2026-07-20 | 140.48 | 0.3315 | 0.4444 | no |
| WDC | 2026-07-20 | 491.20 | 0.8732 | 0.6070 | no |