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 | -2.91% | 3.23% | 2026-08-19 | -7.29% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.91% | 3.23% | 2026-08-19 | -7.29% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -2.00% | 3.62% | 2026-08-19 | -6.63% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -2.00% | 3.62% | 2026-08-19 | -6.63% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -1.22% | 3.01% | 2026-08-19 | -4.93% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.22% | 3.01% | 2026-08-19 | -4.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -0.35% | 3.40% | 2026-08-19 | -4.27% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.35% | 3.40% | 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 |
|---|---|---|---|---|---|
| AMAT | 2026-08-10 | 554.41 | 0.7552 | 0.6568 | no |
| APP | 2026-08-10 | 347.00 | 1.1461 | 0.4558 | no |
| APTV | 2026-08-10 | 49.06 | 0.4663 | 0.4243 | no |
| AVY | 2026-08-10 | 174.46 | 0.2984 | 0.4418 | no |
| AXON | 2026-08-10 | 568.25 | 0.3238 | 0.4825 | no |
| BAX | 2026-08-10 | 27.11 | 0.3757 | 0.4334 | no |
| BBY | 2026-08-10 | 81.39 | 0.5522 | 0.4727 | no |
| BLDR | 2026-08-10 | 73.50 | 0.2497 | 0.4318 | no |
| CCL | 2026-08-10 | 28.30 | 0.2159 | 0.4830 | no |
| CHRW | 2026-08-10 | 147.85 | 0.3906 | 0.4733 | no |
| CIEN | 2026-08-10 | 420.00 | 1.0610 | 0.6223 | no |
| CRL | 2026-08-10 | 265.65 | 0.4508 | 0.4763 | no |
| CVX | 2026-08-10 | 187.25 | 0.2269 | 0.5127 | no |
| DHI | 2026-08-10 | 150.03 | 0.3011 | 0.4426 | no |
| ED | 2026-08-10 | 106.52 | 0.2361 | — | no |
| EXPE | 2026-08-10 | 307.09 | 0.4294 | 0.5137 | no |
| FIX | 2026-08-10 | 1707.01 | 0.4299 | 0.5071 | no |
| FOX | 2026-08-10 | 55.83 | 0.2969 | — | no |
| FSLR | 2026-08-10 | 247.65 | 0.3048 | 0.4949 | no |
| GEV | 2026-08-10 | 1003.93 | 0.4920 | 0.5342 | no |
| GM | 2026-08-10 | 87.24 | 0.4272 | 0.4379 | no |
| GNRC | 2026-08-10 | 213.70 | 0.3051 | 0.4279 | no |
| HUM | 2026-08-10 | 385.00 | 0.4813 | 0.5107 | no |
| IBKR | 2026-08-10 | 87.92 | 0.2161 | 0.5081 | no |
| JBL | 2026-08-10 | 344.97 | 0.5222 | 0.4910 | no |
| KLAC | 2026-08-10 | 204.55 | 0.5936 | 0.6570 | no |
| LII | 2026-08-10 | 437.83 | 0.2355 | 0.4700 | no |
| LRCX | 2026-08-10 | 319.50 | 0.6196 | 0.6586 | no |
| LUV | 2026-08-10 | 46.07 | 0.3107 | 0.5384 | no |
| META | 2026-08-10 | 599.13 | 0.2772 | 0.5509 | no |
| MPWR | 2026-08-10 | 1428.22 | 0.3319 | 0.6027 | no |
| MRNA | 2026-08-10 | 59.75 | 0.7179 | 0.5360 | no |
| MRVL | 2026-08-10 | 227.77 | 0.5756 | 0.6046 | no |
| MU | 2026-08-10 | 863.67 | 0.7888 | 0.6554 | no |
| NCLH | 2026-08-10 | 19.07 | 0.5682 | 0.4933 | no |
| NKE | 2026-08-10 | 41.30 | 0.2104 | 0.4299 | no |
| NRG | 2026-08-10 | 118.13 | 0.4633 | 0.4555 | no |
| PKG | 2026-08-10 | 252.46 | 0.3097 | 0.4230 | no |
| PTC | 2026-08-10 | 146.09 | 0.5169 | 0.4712 | no |
| REGN | 2026-08-10 | 780.81 | 0.3383 | 0.5039 | no |
| RSG | 2026-08-10 | 214.43 | 0.2232 | 0.4830 | no |
| SNPS | 2026-08-10 | 416.00 | 0.8236 | 0.5135 | no |
| STX | 2026-08-10 | 802.95 | 0.6893 | 0.6334 | no |
| SW | 2026-08-10 | 47.41 | 0.4267 | 0.4376 | no |
| SWK | 2026-08-10 | 101.60 | 0.2180 | 0.4677 | no |
| TER | 2026-08-10 | 386.51 | 0.7254 | 0.6816 | no |
| TSLA | 2026-08-10 | 326.60 | 0.3040 | 0.4385 | no |
| VRT | 2026-08-10 | 277.21 | 0.9402 | 0.4960 | no |
| VST | 2026-08-10 | 141.91 | 0.3033 | 0.4610 | no |
| WDC | 2026-08-10 | 434.49 | 1.3502 | 0.6116 | no |