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 | -3.55% | 0.00% | 2026-08-17 | -6.19% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -3.55% | 0.00% | 2026-08-17 | -6.19% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -4.53% | 0.00% | 2026-08-17 | -7.04% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -4.53% | 0.00% | 2026-08-17 | -7.04% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -4.48% | 0.00% | 2026-08-17 | -5.37% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -4.48% | 0.00% | 2026-08-17 | -5.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -4.84% | 0.00% | 2026-08-17 | -5.25% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -4.84% | 0.00% | 2026-08-17 | -5.25% |
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 |
|---|---|---|---|---|---|
| ABNB | 2026-08-17 | 184.06 | 0.5053 | 0.5269 | no |
| AMAT | 2026-08-17 | 517.45 | 0.7874 | 0.6440 | no |
| APH | 2026-08-17 | 83.97 | 0.3699 | 0.4910 | no |
| APP | 2026-08-17 | 318.37 | 1.2419 | 0.4566 | no |
| APTV | 2026-08-17 | 49.33 | 0.3870 | 0.4243 | no |
| BAX | 2026-08-17 | 26.46 | 0.5590 | 0.4334 | no |
| BLDR | 2026-08-17 | 72.10 | 0.2704 | 0.4308 | no |
| CDNS | 2026-08-17 | 323.80 | 0.4855 | 0.5942 | no |
| CIEN | 2026-08-17 | 438.38 | 0.8739 | 0.6226 | no |
| CNP | 2026-08-17 | 40.37 | 0.2740 | 0.4493 | no |
| COHR | 2026-08-17 | 333.52 | 0.9183 | 0.6283 | no |
| COIN | 2026-08-17 | 148.36 | 0.2802 | 0.4667 | no |
| CPRT | 2026-08-17 | 31.33 | 0.2824 | 0.5059 | no |
| CRL | 2026-08-17 | 279.48 | 1.1967 | 0.4763 | no |
| CVNA | 2026-08-17 | 74.61 | 0.4265 | 0.4481 | no |
| DLTR | 2026-08-17 | 130.71 | 0.3222 | 0.4940 | no |
| EXPE | 2026-08-17 | 330.02 | 0.3988 | 0.5150 | no |
| FIX | 2026-08-17 | 1796.00 | 0.3578 | 0.5075 | no |
| FOX | 2026-08-17 | 60.98 | 0.5604 | — | no |
| FSLR | 2026-08-17 | 225.36 | 0.6747 | 0.4953 | no |
| GEHC | 2026-08-17 | 73.36 | 0.2510 | 0.4217 | no |
| GLW | 2026-08-17 | 169.42 | 0.5833 | 0.5820 | no |
| GNRC | 2026-08-17 | 220.31 | 0.4942 | 0.4279 | no |
| HOOD | 2026-08-17 | 94.97 | 0.6190 | 0.4254 | no |
| IQV | 2026-08-17 | 235.34 | 0.2455 | 0.4579 | no |
| KLAC | 2026-08-17 | 206.89 | 0.5872 | 0.6570 | no |
| LRCX | 2026-08-17 | 337.87 | 0.6663 | 0.6586 | no |
| LUV | 2026-08-17 | 43.88 | 0.2928 | 0.5384 | no |
| MCHP | 2026-08-17 | 79.58 | 0.5897 | 0.6454 | no |
| MPC | 2026-08-17 | 357.59 | 0.2635 | 0.5369 | no |
| MPWR | 2026-08-17 | 1418.01 | 0.4675 | 0.6027 | no |
| MRNA | 2026-08-17 | 64.78 | 0.9911 | 0.5360 | no |
| MRVL | 2026-08-17 | 227.75 | 0.7616 | 0.6046 | no |
| MU | 2026-08-17 | 999.55 | 0.6689 | 0.6554 | no |
| NCLH | 2026-08-17 | 18.93 | 0.3997 | 0.4935 | no |
| NOW | 2026-08-17 | 122.43 | 0.2587 | 0.4856 | no |
| NTAP | 2026-08-17 | 207.40 | 0.2877 | 0.5877 | no |
| NXPI | 2026-08-17 | 234.31 | 0.4860 | 0.6387 | no |
| PH | 2026-08-17 | 1057.04 | 0.2948 | 0.4679 | no |
| PTC | 2026-08-17 | 148.11 | 0.5246 | 0.4737 | no |
| SNDK | 2026-08-17 | 1700.74 | 0.4410 | 0.6117 | no |
| SNPS | 2026-08-17 | 417.61 | 0.4726 | 0.5156 | no |
| STX | 2026-08-17 | 990.33 | 0.3228 | 0.6334 | no |
| SWK | 2026-08-17 | 100.24 | 0.4177 | 0.4677 | no |
| SWKS | 2026-08-17 | 69.41 | 0.4967 | 0.6380 | no |
| TER | 2026-08-17 | 424.84 | 0.2893 | 0.6816 | no |
| UAL | 2026-08-17 | 124.96 | 0.4160 | 0.5316 | no |
| VRT | 2026-08-17 | 297.81 | 0.7548 | 0.4960 | no |
| WDC | 2026-08-17 | 525.36 | 0.8606 | 0.6116 | no |
| WEC | 2026-08-17 | 110.45 | 0.3325 | 0.4416 | no |