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 | 5.68% | 9.31% | 2026-08-17 | -5.27% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 5.68% | 9.31% | 2026-08-17 | -5.27% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 5.12% | 9.07% | 2026-08-17 | -5.66% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 5.12% | 9.07% | 2026-08-17 | -5.66% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 4.38% | 8.85% | 2026-08-19 | -4.93% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 4.38% | 8.85% | 2026-08-19 | -4.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 4.88% | 8.82% | 2026-08-19 | -4.27% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 4.88% | 8.82% | 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 |
|---|---|---|---|---|---|
| ADSK | 2026-08-03 | 239.60 | 0.2368 | 0.4299 | no |
| AMAT | 2026-08-03 | 498.33 | 1.1710 | 0.6576 | no |
| AMD | 2026-08-03 | 461.79 | 0.6652 | 0.6423 | no |
| ANET | 2026-08-03 | 174.42 | 0.4766 | 0.5941 | no |
| BBY | 2026-08-03 | 84.60 | 0.3826 | 0.4682 | no |
| BLDR | 2026-08-03 | 68.49 | 0.2576 | 0.4318 | no |
| BRK.B | 2026-08-03 | 514.93 | 0.2148 | — | no |
| C | 2026-08-03 | 132.47 | 0.2293 | 0.4604 | no |
| CAT | 2026-08-03 | 811.58 | 0.2678 | 0.4674 | no |
| CEG | 2026-08-03 | 264.54 | 0.2241 | 0.4525 | no |
| CIEN | 2026-08-03 | 365.00 | 1.0613 | 0.6242 | no |
| COHR | 2026-08-03 | 254.86 | 0.4894 | 0.6693 | no |
| CRL | 2026-08-03 | 233.29 | 0.3566 | 0.5062 | no |
| CSCO | 2026-08-03 | 114.60 | 0.2406 | 0.5988 | no |
| DAL | 2026-08-03 | 89.20 | 0.3006 | 0.5320 | no |
| DVA | 2026-08-03 | 245.00 | 0.5357 | 0.5083 | no |
| FIX | 2026-08-03 | 1673.45 | 0.4631 | 0.5055 | no |
| GE | 2026-08-03 | 363.79 | 0.4452 | 0.5218 | no |
| GEV | 2026-08-03 | 975.02 | 0.2835 | 0.5369 | no |
| GOOG | 2026-08-03 | 365.06 | 0.2925 | — | no |
| GS | 2026-08-03 | 1020.00 | 0.2394 | 0.4508 | no |
| HUM | 2026-08-03 | 365.00 | 0.5052 | 0.5103 | no |
| IBKR | 2026-08-03 | 86.95 | 0.3135 | 0.5081 | no |
| JBHT | 2026-08-03 | 271.49 | 0.2162 | 0.4900 | no |
| JBL | 2026-08-03 | 304.59 | 0.2597 | 0.4933 | no |
| KLAC | 2026-08-03 | 177.77 | 0.5778 | 0.6577 | no |
| LEN | 2026-08-03 | 84.00 | 0.2262 | 0.4631 | no |
| LRCX | 2026-08-03 | 283.34 | 0.6599 | 0.6596 | no |
| MCHP | 2026-08-03 | 73.02 | 0.9165 | 0.6610 | no |
| META | 2026-08-03 | 562.24 | 0.2159 | 0.5509 | no |
| MRNA | 2026-08-03 | 54.92 | 0.7198 | 0.5360 | no |
| MRVL | 2026-08-03 | 180.52 | 0.4982 | 0.6058 | no |
| MU | 2026-08-03 | 786.36 | 1.0681 | 0.6559 | no |
| NEM | 2026-08-03 | 93.26 | 0.3631 | 0.4839 | no |
| NXPI | 2026-08-03 | 221.25 | 0.5311 | 0.6398 | no |
| ON | 2026-08-03 | 79.85 | 0.5277 | 0.6330 | no |
| PKG | 2026-08-03 | 248.33 | 0.3601 | 0.4230 | no |
| PSKY | 2026-08-03 | 7.96 | 0.4738 | — | no |
| PTC | 2026-08-03 | 139.55 | 0.6349 | 0.4664 | no |
| RCL | 2026-08-03 | 325.76 | 0.5442 | 0.4697 | no |
| SNDK | 2026-08-03 | 1159.84 | 0.2177 | 0.6000 | no |
| STX | 2026-08-03 | 818.01 | 0.8454 | 0.6359 | no |
| SW | 2026-08-03 | 46.34 | 0.3287 | 0.4376 | no |
| SWKS | 2026-08-03 | 60.90 | 0.5726 | 0.6401 | no |
| SYY | 2026-08-03 | 85.43 | 0.2088 | 0.4584 | no |
| TER | 2026-08-03 | 359.78 | 1.0884 | 0.6824 | no |
| TSLA | 2026-08-03 | 310.96 | 0.6609 | 0.4385 | no |
| VRT | 2026-08-03 | 236.92 | 1.2151 | 0.4967 | no |
| VST | 2026-08-03 | 148.77 | 0.5419 | 0.4518 | no |
| WDC | 2026-08-03 | 524.19 | 0.9478 | 0.6116 | no |