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 | 3.17% | 6.12% | 2026-08-17 | -4.32% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 3.17% | 6.12% | 2026-08-17 | -4.32% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 3.00% | 6.03% | 2026-08-17 | -4.26% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 3.00% | 6.03% | 2026-08-17 | -4.26% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 4.15% | 8.75% | 2026-08-19 | -5.04% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 4.15% | 8.75% | 2026-08-19 | -5.04% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 3.98% | 9.15% | 2026-08-19 | -5.53% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 3.98% | 9.15% | 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 | 2026-07-27 | 538.96 | 0.7953 | 0.6590 | no |
| ANET | 2026-07-27 | 175.21 | 0.2720 | 0.5974 | no |
| APH | 2026-07-27 | 77.75 | 0.2397 | 0.5105 | no |
| APP | 2026-07-27 | 404.75 | 0.2798 | 0.4812 | no |
| AXON | 2026-07-27 | 517.00 | 0.3281 | 0.4426 | no |
| BBY | 2026-07-27 | 85.59 | 0.2884 | 0.4674 | no |
| BF.B | 2026-07-27 | 26.19 | 0.2504 | — | no |
| CAT | 2026-07-27 | 887.50 | 0.2556 | 0.4674 | no |
| CIEN | 2026-07-27 | 388.19 | 1.1091 | 0.6292 | no |
| CNC | 2026-07-27 | 63.83 | 0.2481 | 0.4923 | no |
| COHR | 2026-07-27 | 282.12 | 0.3063 | 0.6772 | no |
| CRWD | 2026-07-27 | 187.90 | 0.3866 | 0.4845 | no |
| CSCO | 2026-07-27 | 115.16 | 0.4551 | 0.5982 | no |
| CVNA | 2026-07-27 | 62.50 | 0.3695 | 0.4542 | no |
| DAL | 2026-07-27 | 86.87 | 0.4728 | 0.5315 | no |
| DOW | 2026-07-27 | 28.60 | 0.2891 | 0.4519 | no |
| DVA | 2026-07-27 | 235.53 | 0.3361 | 0.5083 | no |
| EG | 2026-07-27 | 382.92 | 0.2593 | 0.5032 | no |
| FFIV | 2026-07-27 | 398.80 | 0.3051 | 0.5561 | no |
| FTNT | 2026-07-27 | 157.13 | 0.2744 | 0.5140 | no |
| GE | 2026-07-27 | 359.86 | 0.2662 | 0.5212 | no |
| GEN | 2026-07-27 | 26.37 | 0.4626 | 0.5952 | no |
| GOOG | 2026-07-27 | 324.53 | 0.2574 | — | no |
| HOOD | 2026-07-27 | 96.98 | 0.9365 | 0.4596 | no |
| IQV | 2026-07-27 | 207.34 | 0.2880 | 0.4606 | no |
| KLAC | 2026-07-27 | 210.58 | 0.9036 | 0.6693 | no |
| KR | 2026-07-27 | 56.41 | 0.2682 | 0.4443 | no |
| LRCX | 2026-07-27 | 306.31 | 0.4809 | 0.6438 | no |
| LUV | 2026-07-27 | 45.82 | 0.3471 | 0.5376 | no |
| LYB | 2026-07-27 | 57.70 | 0.3644 | 0.4232 | no |
| MCHP | 2026-07-27 | 79.01 | 0.3312 | 0.6632 | no |
| MPWR | 2026-07-27 | 1340.00 | 0.5997 | 0.5859 | no |
| MRVL | 2026-07-27 | 198.72 | 0.4736 | 0.6059 | no |
| MU | 2026-07-27 | 932.45 | 0.8082 | 0.6571 | no |
| NEM | 2026-07-27 | 94.68 | 0.2727 | 0.4839 | no |
| NKE | 2026-07-27 | 41.71 | 0.3427 | 0.4235 | no |
| NOW | 2026-07-27 | 101.87 | 0.7101 | 0.4740 | no |
| NSC | 2026-07-27 | 350.36 | 0.2414 | 0.4990 | no |
| ORCL | 2026-07-27 | 118.00 | 0.3843 | 0.4605 | no |
| OXY | 2026-07-27 | 55.29 | 0.2963 | 0.5307 | no |
| PSKY | 2026-07-27 | 8.16 | 0.4484 | — | no |
| PTC | 2026-07-27 | 120.77 | 0.3650 | 0.4572 | no |
| SNDK | 2026-07-27 | 1462.99 | 0.8286 | 0.5966 | no |
| SPGI | 2026-07-27 | 432.03 | 0.2671 | 0.4473 | no |
| STX | 2026-07-27 | 855.99 | 0.3841 | 0.6269 | no |
| SW | 2026-07-27 | 48.91 | 0.4788 | 0.4549 | no |
| SWKS | 2026-07-27 | 60.29 | 0.3415 | 0.6450 | no |
| TER | 2026-07-27 | 349.80 | 0.7162 | 0.6833 | no |
| TSLA | 2026-07-27 | 313.24 | 0.8209 | 0.4385 | no |
| WDC | 2026-07-27 | 522.83 | 0.9456 | 0.6064 | no |