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 | 5.51% | 8.34% | 2026-08-17 | -4.70% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 5.51% | 8.34% | 2026-08-17 | -4.70% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 5.24% | 7.91% | 2026-08-17 | -4.63% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 5.24% | 7.91% | 2026-08-17 | -4.63% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 5.78% | 9.71% | 2026-08-19 | -4.43% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 5.78% | 9.71% | 2026-08-19 | -4.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 6.44% | 9.62% | 2026-08-19 | -3.58% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 6.44% | 9.62% | 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 |
|---|---|---|---|---|---|
| ADSK | 2026-08-03 | 239.60 | 0.4462 | 0.4299 | no |
| AMAT | 2026-08-03 | 498.33 | 0.8761 | 0.6576 | no |
| AMD | 2026-08-03 | 461.79 | 0.5501 | 0.6423 | no |
| ANET | 2026-08-03 | 174.42 | 0.4168 | 0.5941 | no |
| AVGO | 2026-08-03 | 384.41 | 0.2569 | 0.6551 | no |
| BBY | 2026-08-03 | 84.60 | 0.4076 | 0.4682 | no |
| BLDR | 2026-08-03 | 68.49 | 0.3263 | 0.4318 | no |
| C | 2026-08-03 | 132.47 | 0.2371 | 0.4604 | no |
| CARR | 2026-08-03 | 62.48 | 0.2335 | 0.4801 | no |
| CDNS | 2026-08-03 | 343.79 | 0.2483 | 0.5940 | no |
| CEG | 2026-08-03 | 264.54 | 0.2430 | 0.4525 | no |
| CIEN | 2026-08-03 | 365.00 | 1.3392 | 0.6242 | no |
| CME | 2026-08-03 | 266.48 | 0.3229 | 0.4772 | no |
| COHR | 2026-08-03 | 254.86 | 0.5701 | 0.6693 | no |
| CRL | 2026-08-03 | 233.29 | 0.4139 | 0.5062 | no |
| CSCO | 2026-08-03 | 114.60 | 0.3070 | 0.5988 | no |
| D | 2026-08-03 | 68.31 | 0.2563 | 0.4411 | no |
| DVA | 2026-08-03 | 245.00 | 0.4698 | 0.5083 | no |
| FIX | 2026-08-03 | 1673.45 | 0.2670 | 0.5055 | no |
| GE | 2026-08-03 | 363.79 | 0.2408 | 0.5218 | no |
| GOOG | 2026-08-03 | 365.06 | 0.3170 | — | no |
| GOOGL | 2026-08-03 | 365.22 | 0.3161 | 0.5325 | no |
| HUM | 2026-08-03 | 365.00 | 0.6413 | 0.5103 | no |
| IBKR | 2026-08-03 | 86.95 | 0.2808 | 0.5081 | no |
| KEYS | 2026-08-03 | 317.13 | 0.3464 | 0.6019 | no |
| KLAC | 2026-08-03 | 177.77 | 0.4762 | 0.6577 | no |
| LRCX | 2026-08-03 | 283.34 | 0.5003 | 0.6596 | no |
| LUV | 2026-08-03 | 46.38 | 0.2709 | 0.5380 | no |
| MCHP | 2026-08-03 | 73.02 | 0.5890 | 0.6610 | no |
| META | 2026-08-03 | 562.24 | 0.2880 | 0.5509 | no |
| MRNA | 2026-08-03 | 54.92 | 0.6900 | 0.5360 | no |
| MRVL | 2026-08-03 | 180.52 | 0.8766 | 0.6058 | no |
| MU | 2026-08-03 | 786.36 | 1.1220 | 0.6559 | no |
| NCLH | 2026-08-03 | 19.00 | 0.2878 | 0.4930 | no |
| NEM | 2026-08-03 | 93.26 | 0.2816 | 0.4839 | no |
| NWSA | 2026-08-03 | 27.76 | 0.2965 | 0.5259 | no |
| NXPI | 2026-08-03 | 221.25 | 0.3532 | 0.6398 | no |
| ON | 2026-08-03 | 79.85 | 0.7458 | 0.6330 | no |
| PSKY | 2026-08-03 | 7.96 | 0.4096 | — | no |
| PTC | 2026-08-03 | 139.55 | 0.6925 | 0.4664 | no |
| RCL | 2026-08-03 | 325.76 | 0.4264 | 0.4697 | no |
| SNDK | 2026-08-03 | 1159.84 | 0.3093 | 0.6000 | no |
| SPGI | 2026-08-03 | 414.30 | 0.2884 | 0.4357 | no |
| STX | 2026-08-03 | 818.01 | 1.0569 | 0.6359 | no |
| SWKS | 2026-08-03 | 60.90 | 0.6361 | 0.6401 | no |
| TER | 2026-08-03 | 359.78 | 0.9311 | 0.6824 | no |
| TSLA | 2026-08-03 | 310.96 | 0.5950 | 0.4385 | no |
| VRT | 2026-08-03 | 236.92 | 1.1017 | 0.4967 | no |
| VST | 2026-08-03 | 148.77 | 0.5986 | 0.4518 | no |
| WDC | 2026-08-03 | 524.19 | 0.9736 | 0.6116 | no |