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 | 5.99% | 9.07% | 2026-08-19 | -4.41% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 5.99% | 9.07% | 2026-08-19 | -4.41% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 5.83% | 8.81% | 2026-08-19 | -4.50% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 5.83% | 8.81% | 2026-08-19 | -4.50% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 3.27% | 8.10% | 2026-08-19 | -5.36% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 3.27% | 8.10% | 2026-08-19 | -5.36% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 2.92% | 8.00% | 2026-08-19 | -5.13% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 2.92% | 8.00% | 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 |
|---|---|---|---|---|---|
| ADBE | 2026-08-03 | 258.25 | 0.2717 | 0.4379 | no |
| AMAT | 2026-08-03 | 498.33 | 0.9893 | 0.6576 | no |
| AMD | 2026-08-03 | 461.79 | 0.6239 | 0.6423 | no |
| ANET | 2026-08-03 | 174.42 | 0.4680 | 0.5941 | no |
| BBY | 2026-08-03 | 84.60 | 0.4047 | 0.4682 | no |
| BG | 2026-08-03 | 105.35 | 0.2435 | 0.4478 | no |
| CIEN | 2026-08-03 | 365.00 | 1.0690 | 0.6242 | no |
| CMI | 2026-08-03 | 634.43 | 0.2429 | 0.4898 | no |
| COHR | 2026-08-03 | 254.86 | 0.7355 | 0.6693 | no |
| CPRT | 2026-08-03 | 29.60 | 0.3535 | 0.5057 | no |
| CSCO | 2026-08-03 | 114.60 | 0.4007 | 0.5988 | no |
| DVA | 2026-08-03 | 245.00 | 0.3960 | 0.5083 | no |
| FIX | 2026-08-03 | 1673.45 | 0.4292 | 0.5055 | no |
| GE | 2026-08-03 | 363.79 | 0.3379 | 0.5218 | no |
| GEV | 2026-08-03 | 975.02 | 0.3649 | 0.5369 | no |
| HSIC | 2026-08-03 | 86.35 | 0.2487 | 0.4543 | no |
| HUM | 2026-08-03 | 365.00 | 0.5225 | 0.5103 | no |
| KEYS | 2026-08-03 | 317.13 | 0.3157 | 0.6019 | no |
| KLAC | 2026-08-03 | 177.77 | 0.7692 | 0.6577 | no |
| LRCX | 2026-08-03 | 283.34 | 0.3289 | 0.6596 | no |
| LVS | 2026-08-03 | 48.65 | 0.2747 | 0.4605 | no |
| MCHP | 2026-08-03 | 73.02 | 0.7973 | 0.6610 | no |
| MRNA | 2026-08-03 | 54.92 | 0.6342 | 0.5360 | no |
| MRVL | 2026-08-03 | 180.52 | 0.4651 | 0.6058 | no |
| MSI | 2026-08-03 | 437.45 | 0.2433 | 0.5670 | no |
| MU | 2026-08-03 | 786.36 | 1.0429 | 0.6559 | no |
| NCLH | 2026-08-03 | 19.00 | 0.3628 | 0.4930 | no |
| NEM | 2026-08-03 | 93.26 | 0.3235 | 0.4839 | no |
| NFLX | 2026-08-03 | 72.77 | 0.2822 | — | no |
| NKE | 2026-08-03 | 42.12 | 0.2407 | 0.4261 | no |
| NOW | 2026-08-03 | 114.51 | 0.3861 | 0.4776 | no |
| NWS | 2026-08-03 | 31.61 | 0.3142 | — | no |
| NXPI | 2026-08-03 | 221.25 | 0.4223 | 0.6398 | no |
| ON | 2026-08-03 | 79.85 | 0.7681 | 0.6330 | no |
| PH | 2026-08-03 | 974.93 | 0.2977 | 0.4923 | no |
| PKG | 2026-08-03 | 248.33 | 0.3525 | 0.4230 | no |
| PSKY | 2026-08-03 | 7.96 | 0.3253 | — | no |
| PTC | 2026-08-03 | 139.55 | 0.5927 | 0.4664 | no |
| RCL | 2026-08-03 | 325.76 | 0.4032 | 0.4697 | no |
| RVTY | 2026-08-03 | 112.48 | 0.2535 | 0.4880 | no |
| SNDK | 2026-08-03 | 1159.84 | 0.5293 | 0.6000 | no |
| STX | 2026-08-03 | 818.01 | 0.6577 | 0.6359 | no |
| SW | 2026-08-03 | 46.34 | 0.3353 | 0.4376 | no |
| SWKS | 2026-08-03 | 60.90 | 0.5509 | 0.6401 | no |
| TER | 2026-08-03 | 359.78 | 0.7342 | 0.6824 | no |
| TSLA | 2026-08-03 | 310.96 | 0.6993 | 0.4385 | no |
| VRT | 2026-08-03 | 236.92 | 1.2400 | 0.4967 | no |
| VST | 2026-08-03 | 148.77 | 0.4306 | 0.4518 | no |
| WDC | 2026-08-03 | 524.19 | 0.5940 | 0.6116 | no |
| WY | 2026-08-03 | 25.24 | 0.2599 | 0.4405 | no |