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 | -1.82% | 3.34% | 2026-08-17 | -6.85% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.82% | 3.34% | 2026-08-17 | -6.85% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -1.68% | 3.41% | 2026-08-17 | -6.65% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -1.68% | 3.41% | 2026-08-17 | -6.65% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 0.44% | 4.16% | 2026-08-19 | -4.43% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 0.44% | 4.16% | 2026-08-19 | -4.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 1.44% | 4.47% | 2026-08-19 | -3.58% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 1.44% | 4.47% | 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 |
|---|---|---|---|---|---|
| ADI | 2026-08-10 | 391.65 | 0.2728 | 0.6302 | no |
| AJG | 2026-08-10 | 246.34 | 0.2693 | 0.4765 | no |
| AMAT | 2026-08-10 | 554.41 | 0.9350 | 0.6568 | no |
| APH | 2026-08-10 | 85.71 | 0.2760 | 0.4910 | no |
| APP | 2026-08-10 | 347.00 | 1.0180 | 0.4558 | no |
| APTV | 2026-08-10 | 49.06 | 0.6508 | 0.4243 | no |
| AVY | 2026-08-10 | 174.46 | 0.3332 | 0.4418 | no |
| AXON | 2026-08-10 | 568.25 | 0.5519 | 0.4825 | no |
| BAX | 2026-08-10 | 27.11 | 0.6105 | 0.4334 | no |
| BBY | 2026-08-10 | 81.39 | 0.5440 | 0.4727 | no |
| CAT | 2026-08-10 | 849.04 | 0.2792 | 0.4519 | no |
| CHRW | 2026-08-10 | 147.85 | 0.5047 | 0.4733 | no |
| CIEN | 2026-08-10 | 420.00 | 1.2590 | 0.6223 | no |
| CME | 2026-08-10 | 261.34 | 0.2797 | 0.4772 | no |
| CRL | 2026-08-10 | 265.65 | 0.4699 | 0.4763 | no |
| CTAS | 2026-08-10 | 201.17 | 0.3333 | 0.4796 | no |
| DHI | 2026-08-10 | 150.03 | 0.2772 | 0.4426 | no |
| EXPE | 2026-08-10 | 307.09 | 0.3353 | 0.5137 | no |
| FIX | 2026-08-10 | 1707.01 | 0.4229 | 0.5071 | no |
| FSLR | 2026-08-10 | 247.65 | 0.4537 | 0.4949 | no |
| GEV | 2026-08-10 | 1003.93 | 0.4641 | 0.5342 | no |
| GLW | 2026-08-10 | 167.57 | 0.5306 | 0.5817 | no |
| GM | 2026-08-10 | 87.24 | 0.4078 | 0.4379 | no |
| HUM | 2026-08-10 | 385.00 | 0.3331 | 0.5107 | no |
| IBKR | 2026-08-10 | 87.92 | 0.2546 | 0.5081 | no |
| JBL | 2026-08-10 | 344.97 | 0.4086 | 0.4910 | no |
| KEYS | 2026-08-10 | 344.77 | 0.2699 | 0.5915 | no |
| KLAC | 2026-08-10 | 204.55 | 0.7573 | 0.6570 | no |
| LRCX | 2026-08-10 | 319.50 | 0.5349 | 0.6586 | no |
| LUV | 2026-08-10 | 46.07 | 0.2890 | 0.5384 | no |
| MPWR | 2026-08-10 | 1428.22 | 0.2952 | 0.6027 | no |
| MRNA | 2026-08-10 | 59.75 | 0.5757 | 0.5360 | no |
| MRVL | 2026-08-10 | 227.77 | 0.6764 | 0.6046 | no |
| MU | 2026-08-10 | 863.67 | 1.1006 | 0.6554 | no |
| NCLH | 2026-08-10 | 19.07 | 0.6042 | 0.4933 | no |
| NEM | 2026-08-10 | 114.76 | 0.2490 | 0.4839 | no |
| NKE | 2026-08-10 | 41.30 | 0.2619 | 0.4299 | no |
| PKG | 2026-08-10 | 252.46 | 0.3038 | 0.4230 | no |
| PTC | 2026-08-10 | 146.09 | 0.6758 | 0.4712 | no |
| REGN | 2026-08-10 | 780.81 | 0.2973 | 0.5039 | no |
| SCHW | 2026-08-10 | 107.20 | 0.2486 | 0.4799 | no |
| SNDK | 2026-08-10 | 1203.41 | 0.4051 | 0.6117 | no |
| SNPS | 2026-08-10 | 416.00 | 0.8966 | 0.5135 | no |
| STX | 2026-08-10 | 802.95 | 0.8594 | 0.6334 | no |
| SW | 2026-08-10 | 47.41 | 0.3904 | 0.4376 | no |
| SWK | 2026-08-10 | 101.60 | 0.3689 | 0.4677 | no |
| TER | 2026-08-10 | 386.51 | 0.5497 | 0.6816 | no |
| VRT | 2026-08-10 | 277.21 | 0.8159 | 0.4960 | no |
| VST | 2026-08-10 | 141.91 | 0.3814 | 0.4610 | no |
| WDC | 2026-08-10 | 434.49 | 1.8811 | 0.6116 | no |