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 | 6.21% | 8.22% | 2026-08-27 | -3.13% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 6.21% | 8.22% | 2026-08-27 | -3.13% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 5.82% | 7.49% | 2026-08-27 | -3.09% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 5.82% | 7.49% | 2026-08-27 | -3.09% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 2.72% | 7.52% | 2026-08-19 | -5.36% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 2.72% | 7.52% | 2026-08-19 | -5.36% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 2.34% | 7.40% | 2026-08-19 | -5.13% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 2.34% | 7.40% | 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 | 2026-07-27 | 538.96 | 1.0981 | 0.6590 | no |
| APP | 2026-07-27 | 404.75 | 0.3831 | 0.4812 | no |
| BBY | 2026-07-27 | 85.59 | 0.3352 | 0.4674 | no |
| CAH | 2026-07-27 | 227.78 | 0.4009 | 0.4595 | no |
| CEG | 2026-07-27 | 275.58 | 0.2588 | 0.4525 | no |
| CIEN | 2026-07-27 | 388.19 | 1.2884 | 0.6292 | no |
| CME | 2026-07-27 | 254.28 | 0.3321 | 0.4772 | no |
| CRWD | 2026-07-27 | 187.90 | 0.4345 | 0.4845 | no |
| CSCO | 2026-07-27 | 115.16 | 0.3926 | 0.5982 | no |
| CVNA | 2026-07-27 | 62.50 | 0.2560 | 0.4542 | no |
| D | 2026-07-27 | 70.11 | 0.2878 | 0.4301 | no |
| DAL | 2026-07-27 | 86.87 | 0.4954 | 0.5315 | no |
| DVA | 2026-07-27 | 235.53 | 0.3587 | 0.5083 | no |
| EQT | 2026-07-27 | 52.27 | 0.5195 | 0.4856 | no |
| FTNT | 2026-07-27 | 157.13 | 0.4105 | 0.5140 | no |
| GE | 2026-07-27 | 359.86 | 0.2555 | 0.5212 | no |
| GEN | 2026-07-27 | 26.37 | 0.3199 | 0.5952 | no |
| HOOD | 2026-07-27 | 96.98 | 0.9674 | 0.4596 | no |
| HUM | 2026-07-27 | 390.58 | 0.3110 | 0.5036 | no |
| INTC | 2026-07-27 | 92.46 | 0.5208 | 0.6803 | no |
| IQV | 2026-07-27 | 207.34 | 0.3647 | 0.4606 | no |
| KLAC | 2026-07-27 | 210.58 | 1.0825 | 0.6693 | no |
| KR | 2026-07-27 | 56.41 | 0.3047 | 0.4443 | no |
| LOW | 2026-07-27 | 211.30 | 0.2734 | 0.4457 | no |
| LRCX | 2026-07-27 | 306.31 | 0.8264 | 0.6438 | no |
| LYV | 2026-07-27 | 179.43 | 0.2691 | 0.4481 | no |
| MCHP | 2026-07-27 | 79.01 | 0.3731 | 0.6632 | no |
| MPWR | 2026-07-27 | 1340.00 | 0.4350 | 0.5859 | no |
| MRNA | 2026-07-27 | 54.75 | 0.6306 | 0.5445 | no |
| MRVL | 2026-07-27 | 198.72 | 0.4348 | 0.6059 | no |
| MTD | 2026-07-27 | 1326.96 | 0.3584 | 0.4893 | no |
| MU | 2026-07-27 | 932.45 | 0.7532 | 0.6571 | no |
| NKE | 2026-07-27 | 41.71 | 0.3508 | 0.4235 | no |
| NOW | 2026-07-27 | 101.87 | 0.8039 | 0.4740 | no |
| ON | 2026-07-27 | 87.82 | 0.2992 | 0.6346 | no |
| ORCL | 2026-07-27 | 118.00 | 0.2600 | 0.4605 | no |
| PANW | 2026-07-27 | 331.51 | 0.3683 | 0.4960 | no |
| PLTR | 2026-07-27 | 126.15 | 0.4233 | 0.5447 | no |
| PSKY | 2026-07-27 | 8.16 | 0.2597 | — | no |
| PTC | 2026-07-27 | 120.77 | 0.3978 | 0.4572 | no |
| QCOM | 2026-07-27 | 168.85 | 0.2830 | 0.5871 | no |
| SNDK | 2026-07-27 | 1462.99 | 0.5524 | 0.5966 | no |
| STX | 2026-07-27 | 855.99 | 0.4907 | 0.6269 | no |
| SW | 2026-07-27 | 48.91 | 0.4612 | 0.4549 | no |
| TER | 2026-07-27 | 349.80 | 0.8826 | 0.6833 | no |
| TSLA | 2026-07-27 | 313.24 | 1.0070 | 0.4385 | no |
| TTWO | 2026-07-27 | 237.93 | 0.2984 | 0.4594 | no |
| UHS | 2026-07-27 | 156.82 | 0.2875 | 0.5454 | no |
| WDAY | 2026-07-27 | 141.55 | 0.3359 | 0.4437 | no |
| WDC | 2026-07-27 | 522.83 | 1.0071 | 0.6064 | no |