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 | -1.62% | 2.53% | 2026-08-19 | -6.38% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.62% | 2.53% | 2026-08-19 | -6.38% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -1.36% | 3.37% | 2026-08-19 | -6.36% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -1.36% | 3.37% | 2026-08-19 | -6.36% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -2.02% | 2.56% | 2026-08-19 | -5.36% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.02% | 2.56% | 2026-08-19 | -5.36% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -2.02% | 2.83% | 2026-08-19 | -5.13% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -2.02% | 2.83% | 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 |
|---|---|---|---|---|---|
| AJG | 2026-08-10 | 246.34 | 0.3126 | 0.4765 | no |
| AMAT | 2026-08-10 | 554.41 | 0.8787 | 0.6568 | no |
| AMD | 2026-08-10 | 477.09 | 0.2419 | 0.6546 | no |
| APP | 2026-08-10 | 347.00 | 1.0997 | 0.4558 | no |
| APTV | 2026-08-10 | 49.06 | 0.4453 | 0.4243 | no |
| AXON | 2026-08-10 | 568.25 | 0.7632 | 0.4825 | no |
| BALL | 2026-08-10 | 62.73 | 0.2858 | 0.4352 | no |
| BAX | 2026-08-10 | 27.11 | 0.5259 | 0.4334 | no |
| BBY | 2026-08-10 | 81.39 | 0.4797 | 0.4727 | no |
| CCL | 2026-08-10 | 28.30 | 0.3016 | 0.4830 | no |
| CHRW | 2026-08-10 | 147.85 | 0.5138 | 0.4733 | no |
| CIEN | 2026-08-10 | 420.00 | 0.9416 | 0.6223 | no |
| CRL | 2026-08-10 | 265.65 | 0.4500 | 0.4763 | no |
| CTAS | 2026-08-10 | 201.17 | 0.3188 | 0.4796 | no |
| DHI | 2026-08-10 | 150.03 | 0.2382 | 0.4426 | no |
| EXPE | 2026-08-10 | 307.09 | 0.3730 | 0.5137 | no |
| FIX | 2026-08-10 | 1707.01 | 0.5505 | 0.5071 | no |
| FSLR | 2026-08-10 | 247.65 | 0.3466 | 0.4949 | no |
| GE | 2026-08-10 | 371.52 | 0.2269 | 0.5225 | no |
| GEV | 2026-08-10 | 1003.93 | 0.3248 | 0.5342 | no |
| GLW | 2026-08-10 | 167.57 | 0.2283 | 0.5817 | no |
| GNRC | 2026-08-10 | 213.70 | 0.3289 | 0.4279 | no |
| GOOG | 2026-08-10 | 354.01 | 0.2576 | — | no |
| HOOD | 2026-08-10 | 93.24 | 0.2198 | 0.4254 | no |
| HUM | 2026-08-10 | 385.00 | 0.3063 | 0.5107 | no |
| KEYS | 2026-08-10 | 344.77 | 0.2907 | 0.5915 | no |
| KLAC | 2026-08-10 | 204.55 | 0.5218 | 0.6570 | no |
| LEN | 2026-08-10 | 87.76 | 0.2345 | 0.4631 | no |
| LRCX | 2026-08-10 | 319.50 | 0.6543 | 0.6586 | no |
| LUV | 2026-08-10 | 46.07 | 0.3913 | 0.5384 | no |
| MCHP | 2026-08-10 | 85.03 | 0.2768 | 0.6454 | no |
| META | 2026-08-10 | 599.13 | 0.2186 | 0.5509 | no |
| MPWR | 2026-08-10 | 1428.22 | 0.2423 | 0.6027 | no |
| MRNA | 2026-08-10 | 59.75 | 0.7886 | 0.5360 | no |
| MRVL | 2026-08-10 | 227.77 | 0.5840 | 0.6046 | no |
| MU | 2026-08-10 | 863.67 | 0.8140 | 0.6554 | no |
| NCLH | 2026-08-10 | 19.07 | 0.5574 | 0.4933 | no |
| NKE | 2026-08-10 | 41.30 | 0.3057 | 0.4299 | no |
| NOW | 2026-08-10 | 124.72 | 0.3181 | 0.4839 | no |
| NXPI | 2026-08-10 | 239.17 | 0.5585 | 0.6387 | no |
| ODFL | 2026-08-10 | 214.93 | 0.2967 | 0.4807 | no |
| PTC | 2026-08-10 | 146.09 | 0.3808 | 0.4712 | no |
| SNDK | 2026-08-10 | 1203.41 | 0.5149 | 0.6117 | no |
| SNPS | 2026-08-10 | 416.00 | 0.8073 | 0.5135 | no |
| STX | 2026-08-10 | 802.95 | 0.7721 | 0.6334 | no |
| SW | 2026-08-10 | 47.41 | 0.4675 | 0.4376 | no |
| TECH | 2026-08-10 | 72.14 | 0.2514 | 0.5262 | no |
| TER | 2026-08-10 | 386.51 | 0.8985 | 0.6816 | no |
| VRT | 2026-08-10 | 277.21 | 0.9526 | 0.4960 | no |
| WDC | 2026-08-10 | 434.49 | 1.4272 | 0.6116 | no |