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 | 5.96% | 8.08% | 2026-08-27 | -6.56% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 5.96% | 8.08% | 2026-08-27 | -6.56% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 5.72% | 7.69% | 2026-08-27 | -6.34% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 5.72% | 7.69% | 2026-08-27 | -6.34% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 4.92% | 8.81% | 2026-08-19 | -5.46% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 4.92% | 8.81% | 2026-08-19 | -5.46% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 6.24% | 9.41% | 2026-08-19 | -4.69% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 6.24% | 9.41% | 2026-08-19 | -4.69% |
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 | 0.8157 | 0.6597 | no |
| AMD | 2026-07-20 | 517.00 | 0.3277 | 0.6447 | no |
| APP | 2026-07-20 | 429.74 | 0.5293 | 0.4803 | no |
| AXON | 2026-07-20 | 501.64 | 0.3830 | 0.4515 | no |
| C | 2026-07-20 | 128.90 | 0.4297 | 0.4604 | no |
| CAH | 2026-07-20 | 229.20 | 0.2819 | 0.4595 | no |
| CEG | 2026-07-20 | 255.03 | 0.5621 | 0.4525 | no |
| CIEN | 2026-07-20 | 375.01 | 1.0514 | 0.6311 | no |
| COHR | 2026-07-20 | 288.65 | 0.4134 | 0.6774 | no |
| CRL | 2026-07-20 | 220.04 | 0.4589 | 0.4941 | no |
| CRWD | 2026-07-20 | 203.08 | 0.7534 | 0.4838 | no |
| CSCO | 2026-07-20 | 112.28 | 0.4452 | 0.5989 | no |
| CTSH | 2026-07-20 | 43.89 | 0.2720 | 0.4272 | no |
| CVNA | 2026-07-20 | 67.65 | 0.4750 | 0.4551 | no |
| D | 2026-07-20 | 70.38 | 0.5689 | 0.4301 | no |
| DIS | 2026-07-20 | 97.85 | 0.3979 | — | no |
| DVA | 2026-07-20 | 236.43 | 0.6801 | 0.5083 | no |
| EQT | 2026-07-20 | 49.24 | 0.2610 | 0.4873 | no |
| FCX | 2026-07-20 | 59.02 | 0.3397 | 0.5214 | no |
| FSLR | 2026-07-20 | 215.14 | 0.4660 | 0.4764 | no |
| FTNT | 2026-07-20 | 160.64 | 0.5007 | 0.5139 | no |
| GL | 2026-07-20 | 185.77 | 0.2834 | 0.4881 | no |
| GLW | 2026-07-20 | 157.56 | 0.7436 | 0.4952 | no |
| HOOD | 2026-07-20 | 102.49 | 0.3738 | 0.4627 | no |
| HUM | 2026-07-20 | 400.32 | 0.6198 | 0.5036 | no |
| IBM | 2026-07-20 | 208.57 | 0.6155 | 0.5610 | no |
| INTC | 2026-07-20 | 97.58 | 1.1470 | 0.6478 | no |
| IQV | 2026-07-20 | 205.19 | 0.3094 | 0.4606 | no |
| KLAC | 2026-07-20 | 217.20 | 0.8289 | 0.6699 | no |
| LITE | 2026-07-20 | 764.13 | 0.3541 | 0.6131 | no |
| LRCX | 2026-07-20 | 321.15 | 0.8951 | 0.6445 | no |
| MOS | 2026-07-20 | 22.14 | 0.4431 | 0.4545 | no |
| MPWR | 2026-07-20 | 1332.96 | 0.4904 | 0.5864 | no |
| MRNA | 2026-07-20 | 61.46 | 0.6539 | 0.5445 | no |
| MU | 2026-07-20 | 885.57 | 1.2087 | 0.6581 | no |
| NWS | 2026-07-20 | 32.33 | 0.3746 | — | no |
| NWSA | 2026-07-20 | 28.30 | 0.3687 | 0.5259 | no |
| NXPI | 2026-07-20 | 268.59 | 0.6175 | 0.6491 | no |
| ON | 2026-07-20 | 89.88 | 1.1219 | 0.6353 | no |
| PANW | 2026-07-20 | 354.72 | 0.5043 | 0.4954 | no |
| PSKY | 2026-07-20 | 8.76 | 0.5290 | — | no |
| QCOM | 2026-07-20 | 174.60 | 0.7280 | 0.5882 | no |
| ROL | 2026-07-20 | 44.89 | 0.2540 | 0.4797 | no |
| SMCI | 2026-07-20 | 24.35 | 0.2984 | 0.6017 | no |
| SNDK | 2026-07-20 | 1408.78 | 0.9808 | 0.5975 | no |
| STX | 2026-07-20 | 810.02 | 0.7404 | 0.6274 | no |
| TER | 2026-07-20 | 335.09 | 0.5925 | 0.6843 | no |
| UHS | 2026-07-20 | 150.82 | 0.2976 | 0.5454 | no |
| WDAY | 2026-07-20 | 140.48 | 0.4914 | 0.4444 | no |
| WDC | 2026-07-20 | 491.20 | 0.7583 | 0.6070 | no |