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 | 3.54% | 5.54% | 2026-08-27 | -4.48% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 3.54% | 5.54% | 2026-08-27 | -4.48% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 3.86% | 6.36% | 2026-08-19 | -4.17% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 3.86% | 6.36% | 2026-08-19 | -4.17% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 3.43% | 7.86% | 2026-08-19 | -4.93% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 3.43% | 7.86% | 2026-08-19 | -4.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 4.28% | 8.20% | 2026-08-19 | -4.27% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 4.28% | 8.20% | 2026-08-19 | -4.27% |
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 | 0.8421 | 0.6590 | no |
| ANET | 2026-07-27 | 175.21 | 0.2557 | 0.5974 | no |
| APP | 2026-07-27 | 404.75 | 0.5256 | 0.4812 | no |
| AVGO | 2026-07-27 | 389.82 | 0.3118 | 0.6563 | no |
| CAH | 2026-07-27 | 227.78 | 0.2613 | 0.4595 | no |
| CIEN | 2026-07-27 | 388.19 | 1.1090 | 0.6292 | no |
| COHR | 2026-07-27 | 282.12 | 0.4731 | 0.6772 | no |
| CSCO | 2026-07-27 | 115.16 | 0.3500 | 0.5982 | no |
| CVNA | 2026-07-27 | 62.50 | 0.5514 | 0.4542 | no |
| D | 2026-07-27 | 70.11 | 0.3571 | 0.4301 | no |
| DAL | 2026-07-27 | 86.87 | 0.3623 | 0.5315 | no |
| DECK | 2026-07-27 | 98.69 | 0.2516 | 0.4283 | no |
| DVA | 2026-07-27 | 235.53 | 0.3059 | 0.5083 | no |
| EME | 2026-07-27 | 746.82 | 0.2749 | 0.5265 | no |
| EQT | 2026-07-27 | 52.27 | 0.4011 | 0.4856 | no |
| FFIV | 2026-07-27 | 398.80 | 0.2438 | 0.5561 | no |
| FSLR | 2026-07-27 | 203.11 | 0.3355 | 0.4769 | no |
| FTNT | 2026-07-27 | 157.13 | 0.2553 | 0.5140 | no |
| GE | 2026-07-27 | 359.86 | 0.4760 | 0.5212 | no |
| GEN | 2026-07-27 | 26.37 | 0.3560 | 0.5952 | no |
| GOOG | 2026-07-27 | 324.53 | 0.3340 | — | no |
| HOOD | 2026-07-27 | 96.98 | 0.6729 | 0.4596 | no |
| HUM | 2026-07-27 | 390.58 | 0.3920 | 0.5036 | no |
| IFF | 2026-07-27 | 76.62 | 0.3307 | 0.4266 | no |
| INTC | 2026-07-27 | 92.46 | 0.3792 | 0.6803 | no |
| KLAC | 2026-07-27 | 210.58 | 0.8530 | 0.6693 | no |
| LOW | 2026-07-27 | 211.30 | 0.3389 | 0.4457 | no |
| LRCX | 2026-07-27 | 306.31 | 0.4872 | 0.6438 | no |
| LUV | 2026-07-27 | 45.82 | 0.3201 | 0.5376 | no |
| LYV | 2026-07-27 | 179.43 | 0.2225 | 0.4481 | no |
| MOS | 2026-07-27 | 22.23 | 0.3015 | 0.4545 | no |
| MPWR | 2026-07-27 | 1340.00 | 0.4784 | 0.5859 | no |
| MRNA | 2026-07-27 | 54.75 | 0.3467 | 0.5445 | no |
| MRVL | 2026-07-27 | 198.72 | 0.4561 | 0.6059 | no |
| MTD | 2026-07-27 | 1326.96 | 0.5173 | 0.4893 | no |
| MU | 2026-07-27 | 932.45 | 0.4508 | 0.6571 | no |
| NKE | 2026-07-27 | 41.71 | 0.2614 | 0.4235 | no |
| NOW | 2026-07-27 | 101.87 | 0.5512 | 0.4740 | no |
| OKE | 2026-07-27 | 89.79 | 0.2184 | 0.5047 | no |
| PSKY | 2026-07-27 | 8.16 | 0.3542 | — | no |
| PTC | 2026-07-27 | 120.77 | 0.6328 | 0.4572 | no |
| RCL | 2026-07-27 | 299.23 | 0.2520 | 0.4623 | no |
| RVTY | 2026-07-27 | 110.84 | 0.3678 | 0.4857 | no |
| SNDK | 2026-07-27 | 1462.99 | 0.9130 | 0.5966 | no |
| STX | 2026-07-27 | 855.99 | 0.5544 | 0.6269 | no |
| SW | 2026-07-27 | 48.91 | 0.3820 | 0.4549 | no |
| TER | 2026-07-27 | 349.80 | 0.7803 | 0.6833 | no |
| TSLA | 2026-07-27 | 313.24 | 0.9180 | 0.4385 | no |
| VRT | 2026-07-27 | 292.96 | 0.2268 | 0.4874 | no |
| WDC | 2026-07-27 | 522.83 | 1.2723 | 0.6064 | no |