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 | -1.29% | 3.73% | 2026-08-17 | -6.69% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.29% | 3.73% | 2026-08-17 | -6.69% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -1.21% | 3.89% | 2026-08-19 | -6.52% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -1.21% | 3.89% | 2026-08-19 | -6.52% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -0.72% | 3.67% | 2026-08-19 | -5.04% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -0.72% | 3.67% | 2026-08-19 | -5.04% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -0.83% | 4.10% | 2026-08-19 | -5.53% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.83% | 4.10% | 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 |
|---|---|---|---|---|---|
| AJG | 2026-08-10 | 246.34 | 0.3524 | 0.4765 | no |
| AMAT | 2026-08-10 | 554.41 | 0.7745 | 0.6568 | no |
| APP | 2026-08-10 | 347.00 | 1.0105 | 0.4558 | no |
| APTV | 2026-08-10 | 49.06 | 0.4911 | 0.4243 | no |
| AXON | 2026-08-10 | 568.25 | 0.4255 | 0.4825 | no |
| BAX | 2026-08-10 | 27.11 | 0.4338 | 0.4334 | no |
| BBY | 2026-08-10 | 81.39 | 0.4120 | 0.4727 | no |
| CAT | 2026-08-10 | 849.04 | 0.2573 | 0.4519 | no |
| CCL | 2026-08-10 | 28.30 | 0.3748 | 0.4830 | no |
| CHRW | 2026-08-10 | 147.85 | 0.5579 | 0.4733 | no |
| CIEN | 2026-08-10 | 420.00 | 1.1377 | 0.6223 | no |
| CME | 2026-08-10 | 261.34 | 0.2558 | 0.4772 | no |
| CRL | 2026-08-10 | 265.65 | 0.4666 | 0.4763 | no |
| CVNA | 2026-08-10 | 71.00 | 0.2859 | 0.4462 | no |
| DHI | 2026-08-10 | 150.03 | 0.4495 | 0.4426 | no |
| DOW | 2026-08-10 | 29.31 | 0.2674 | 0.4519 | no |
| EXPE | 2026-08-10 | 307.09 | 0.3690 | 0.5137 | no |
| FIX | 2026-08-10 | 1707.01 | 0.4823 | 0.5071 | no |
| GEV | 2026-08-10 | 1003.93 | 0.3926 | 0.5342 | no |
| GLW | 2026-08-10 | 167.57 | 0.2905 | 0.5817 | no |
| GOOG | 2026-08-10 | 354.01 | 0.2851 | — | no |
| HUM | 2026-08-10 | 385.00 | 0.3823 | 0.5107 | no |
| IBKR | 2026-08-10 | 87.92 | 0.2454 | 0.5081 | no |
| JBL | 2026-08-10 | 344.97 | 0.4720 | 0.4910 | no |
| KLAC | 2026-08-10 | 204.55 | 0.3788 | 0.6570 | no |
| LRCX | 2026-08-10 | 319.50 | 0.5177 | 0.6586 | no |
| LUV | 2026-08-10 | 46.07 | 0.6698 | 0.5384 | no |
| MCHP | 2026-08-10 | 85.03 | 0.2450 | 0.6454 | no |
| MPWR | 2026-08-10 | 1428.22 | 0.4682 | 0.6027 | no |
| MRNA | 2026-08-10 | 59.75 | 0.6925 | 0.5360 | no |
| MU | 2026-08-10 | 863.67 | 0.4481 | 0.6554 | no |
| NCLH | 2026-08-10 | 19.07 | 0.4990 | 0.4933 | no |
| NEM | 2026-08-10 | 114.76 | 0.2854 | 0.4839 | no |
| NRG | 2026-08-10 | 118.13 | 0.3616 | 0.4555 | no |
| OKE | 2026-08-10 | 87.32 | 0.2390 | 0.4930 | no |
| ON | 2026-08-10 | 81.50 | 0.3005 | 0.6594 | no |
| PKG | 2026-08-10 | 252.46 | 0.2732 | 0.4230 | no |
| PTC | 2026-08-10 | 146.09 | 0.3265 | 0.4712 | no |
| REGN | 2026-08-10 | 780.81 | 0.3569 | 0.5039 | no |
| SNDK | 2026-08-10 | 1203.41 | 0.3812 | 0.6117 | no |
| SNPS | 2026-08-10 | 416.00 | 0.8501 | 0.5135 | no |
| STX | 2026-08-10 | 802.95 | 0.7536 | 0.6334 | no |
| SW | 2026-08-10 | 47.41 | 0.2759 | 0.4376 | no |
| SWK | 2026-08-10 | 101.60 | 0.3977 | 0.4677 | no |
| SWKS | 2026-08-10 | 70.62 | 0.3688 | 0.6380 | no |
| TER | 2026-08-10 | 386.51 | 0.3131 | 0.6816 | no |
| TSLA | 2026-08-10 | 326.60 | 0.4299 | 0.4385 | no |
| VRT | 2026-08-10 | 277.21 | 0.8294 | 0.4960 | no |
| VST | 2026-08-10 | 141.91 | 0.2764 | 0.4610 | no |
| WDC | 2026-08-10 | 434.49 | 1.7364 | 0.6116 | no |