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 | 6.05% | 7.65% | 2026-08-27 | -3.56% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 6.05% | 7.65% | 2026-08-27 | -3.56% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 5.73% | 7.35% | 2026-08-19 | -3.34% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 5.73% | 7.35% | 2026-08-19 | -3.34% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 5.34% | 9.25% | 2026-08-19 | -4.43% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 5.34% | 9.25% | 2026-08-19 | -4.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 6.06% | 9.22% | 2026-08-19 | -3.58% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 6.06% | 9.22% | 2026-08-19 | -3.58% |
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 | 0.9158 | 0.6590 | no |
| ANET | 2026-07-27 | 175.21 | 0.3637 | 0.5974 | no |
| APP | 2026-07-27 | 404.75 | 0.5872 | 0.4812 | no |
| AVGO | 2026-07-27 | 389.82 | 0.2659 | 0.6563 | no |
| BBY | 2026-07-27 | 85.59 | 0.4771 | 0.4674 | no |
| BF.B | 2026-07-27 | 26.19 | 0.2681 | — | no |
| C | 2026-07-27 | 133.57 | 0.2851 | 0.4604 | no |
| CAH | 2026-07-27 | 227.78 | 0.3791 | 0.4595 | no |
| CEG | 2026-07-27 | 275.58 | 0.3626 | 0.4525 | no |
| CIEN | 2026-07-27 | 388.19 | 1.3795 | 0.6292 | no |
| CME | 2026-07-27 | 254.28 | 0.3468 | 0.4772 | no |
| COHR | 2026-07-27 | 282.12 | 0.5519 | 0.6772 | no |
| CRWD | 2026-07-27 | 187.90 | 0.6216 | 0.4845 | no |
| CSCO | 2026-07-27 | 115.16 | 0.3474 | 0.5982 | no |
| CVNA | 2026-07-27 | 62.50 | 0.4500 | 0.4542 | no |
| D | 2026-07-27 | 70.11 | 0.3302 | 0.4301 | no |
| DAL | 2026-07-27 | 86.87 | 0.3718 | 0.5315 | no |
| DECK | 2026-07-27 | 98.69 | 0.3946 | 0.4283 | no |
| DVA | 2026-07-27 | 235.53 | 0.5761 | 0.5083 | no |
| FDS | 2026-07-27 | 259.24 | 0.3096 | 0.4564 | no |
| FFIV | 2026-07-27 | 398.80 | 0.2837 | 0.5561 | no |
| FSLR | 2026-07-27 | 203.11 | 0.3411 | 0.4769 | no |
| GE | 2026-07-27 | 359.86 | 0.3700 | 0.5212 | no |
| GEN | 2026-07-27 | 26.37 | 0.2691 | 0.5952 | no |
| HOOD | 2026-07-27 | 96.98 | 0.6594 | 0.4596 | no |
| IFF | 2026-07-27 | 76.62 | 0.2938 | 0.4266 | no |
| INTC | 2026-07-27 | 92.46 | 0.6748 | 0.6803 | no |
| IQV | 2026-07-27 | 207.34 | 0.3841 | 0.4606 | no |
| KLAC | 2026-07-27 | 210.58 | 0.6687 | 0.6693 | no |
| KR | 2026-07-27 | 56.41 | 0.4809 | 0.4443 | no |
| LLY | 2026-07-27 | 1199.28 | 0.3174 | 0.4934 | no |
| LRCX | 2026-07-27 | 306.31 | 1.0364 | 0.6438 | no |
| LYB | 2026-07-27 | 57.70 | 0.4727 | 0.4232 | no |
| MCHP | 2026-07-27 | 79.01 | 0.3007 | 0.6632 | no |
| MPWR | 2026-07-27 | 1340.00 | 0.5005 | 0.5859 | no |
| MRNA | 2026-07-27 | 54.75 | 0.6224 | 0.5445 | no |
| MRVL | 2026-07-27 | 198.72 | 0.5673 | 0.6059 | no |
| MTD | 2026-07-27 | 1326.96 | 0.3948 | 0.4893 | no |
| MU | 2026-07-27 | 932.45 | 0.8177 | 0.6571 | no |
| NOW | 2026-07-27 | 101.87 | 0.6506 | 0.4740 | no |
| PANW | 2026-07-27 | 331.51 | 0.2620 | 0.4960 | no |
| PSKY | 2026-07-27 | 8.16 | 0.4286 | — | no |
| PTC | 2026-07-27 | 120.77 | 0.4783 | 0.4572 | no |
| SNDK | 2026-07-27 | 1462.99 | 1.0819 | 0.5966 | no |
| STX | 2026-07-27 | 855.99 | 0.8318 | 0.6269 | no |
| TER | 2026-07-27 | 349.80 | 0.7616 | 0.6833 | no |
| TSLA | 2026-07-27 | 313.24 | 0.9069 | 0.4385 | no |
| VRT | 2026-07-27 | 292.96 | 0.4193 | 0.4874 | no |
| WDAY | 2026-07-27 | 141.55 | 0.3761 | 0.4437 | no |
| WDC | 2026-07-27 | 522.83 | 1.1886 | 0.6064 | no |