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 | 6.33% | 8.59% | 2026-08-19 | -3.87% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 6.33% | 8.59% | 2026-08-19 | -3.87% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 6.36% | 8.69% | 2026-08-19 | -3.88% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 6.36% | 8.69% | 2026-08-19 | -3.88% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 4.54% | 9.15% | 2026-08-19 | -5.04% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 4.54% | 9.15% | 2026-08-19 | -5.04% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 4.09% | 9.27% | 2026-08-19 | -5.53% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 4.09% | 9.27% | 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 |
|---|---|---|---|---|---|
| ADSK | 2026-08-03 | 239.60 | 0.4946 | 0.4299 | no |
| ALB | 2026-08-03 | 115.81 | 0.2715 | 0.4236 | no |
| AMAT | 2026-08-03 | 498.33 | 0.6278 | 0.6576 | no |
| AMD | 2026-08-03 | 461.79 | 0.7299 | 0.6423 | no |
| ANET | 2026-08-03 | 174.42 | 0.4160 | 0.5941 | no |
| BBY | 2026-08-03 | 84.60 | 0.3597 | 0.4682 | no |
| BLDR | 2026-08-03 | 68.49 | 0.3928 | 0.4318 | no |
| BLK | 2026-08-03 | 1094.45 | 0.2398 | 0.4463 | no |
| CAT | 2026-08-03 | 811.58 | 0.3242 | 0.4674 | no |
| CIEN | 2026-08-03 | 365.00 | 0.9707 | 0.6242 | no |
| CME | 2026-08-03 | 266.48 | 0.4489 | 0.4772 | no |
| COHR | 2026-08-03 | 254.86 | 0.6310 | 0.6693 | no |
| CRL | 2026-08-03 | 233.29 | 0.2810 | 0.5062 | no |
| CSCO | 2026-08-03 | 114.60 | 0.4204 | 0.5988 | no |
| DVA | 2026-08-03 | 245.00 | 0.3654 | 0.5083 | no |
| FCX | 2026-08-03 | 62.07 | 0.3432 | 0.5052 | no |
| GE | 2026-08-03 | 363.79 | 0.4881 | 0.5218 | no |
| GOOG | 2026-08-03 | 365.06 | 0.2638 | — | no |
| HAL | 2026-08-03 | 31.60 | 0.2823 | 0.4448 | no |
| HSIC | 2026-08-03 | 86.35 | 0.2469 | 0.4543 | no |
| HUM | 2026-08-03 | 365.00 | 0.4796 | 0.5103 | no |
| KEYS | 2026-08-03 | 317.13 | 0.4672 | 0.6019 | no |
| KLAC | 2026-08-03 | 177.77 | 0.3070 | 0.6577 | no |
| LIN | 2026-08-03 | 481.48 | 0.2481 | 0.4268 | no |
| LUV | 2026-08-03 | 46.38 | 0.2431 | 0.5380 | no |
| MCHP | 2026-08-03 | 73.02 | 0.9826 | 0.6610 | no |
| MPWR | 2026-08-03 | 1417.78 | 0.2660 | 0.6044 | no |
| MRNA | 2026-08-03 | 54.92 | 0.5828 | 0.5360 | no |
| MU | 2026-08-03 | 786.36 | 0.7537 | 0.6559 | no |
| NEM | 2026-08-03 | 93.26 | 0.4990 | 0.4839 | no |
| NOW | 2026-08-03 | 114.51 | 0.2651 | 0.4776 | no |
| NUE | 2026-08-03 | 256.16 | 0.3887 | 0.5092 | no |
| NXPI | 2026-08-03 | 221.25 | 0.4359 | 0.6398 | no |
| ON | 2026-08-03 | 79.85 | 0.8181 | 0.6330 | no |
| OXY | 2026-08-03 | 55.39 | 0.3029 | 0.5307 | no |
| PKG | 2026-08-03 | 248.33 | 0.3105 | 0.4230 | no |
| PSKY | 2026-08-03 | 7.96 | 0.3053 | — | no |
| PTC | 2026-08-03 | 139.55 | 0.8678 | 0.4664 | no |
| RCL | 2026-08-03 | 325.76 | 0.2683 | 0.4697 | no |
| RVTY | 2026-08-03 | 112.48 | 0.3794 | 0.4880 | no |
| SNDK | 2026-08-03 | 1159.84 | 0.3819 | 0.6000 | no |
| SPGI | 2026-08-03 | 414.30 | 0.2382 | 0.4357 | no |
| STX | 2026-08-03 | 818.01 | 0.6142 | 0.6359 | no |
| SWKS | 2026-08-03 | 60.90 | 0.5560 | 0.6401 | no |
| TER | 2026-08-03 | 359.78 | 0.4963 | 0.6824 | no |
| TSLA | 2026-08-03 | 310.96 | 0.7982 | 0.4385 | no |
| VRT | 2026-08-03 | 236.92 | 0.9353 | 0.4967 | no |
| VST | 2026-08-03 | 148.77 | 0.6426 | 0.4518 | no |
| WDC | 2026-08-03 | 524.19 | 0.5844 | 0.6116 | no |
| WY | 2026-08-03 | 25.24 | 0.2398 | 0.4405 | no |