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 | -4.20% | 0.39% | 2026-08-19 | -6.32% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -4.20% | 0.39% | 2026-08-19 | -6.32% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -4.41% | 0.42% | 2026-08-19 | -6.45% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -4.41% | 0.42% | 2026-08-19 | -6.45% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -3.73% | 0.39% | 2026-08-19 | -4.93% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -3.73% | 0.39% | 2026-08-19 | -4.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -3.22% | 0.42% | 2026-08-19 | -4.27% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -3.22% | 0.42% | 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 |
|---|---|---|---|---|---|
| ABNB | 2026-08-17 | 184.06 | 0.4996 | 0.5269 | no |
| ADBE | 2026-08-17 | 259.90 | 0.2602 | 0.4432 | no |
| AIG | 2026-08-17 | 75.65 | 0.2093 | 0.5141 | no |
| AMAT | 2026-08-17 | 517.45 | 0.8888 | 0.6440 | no |
| APP | 2026-08-17 | 318.37 | 1.1369 | 0.4566 | no |
| BALL | 2026-08-17 | 62.23 | 0.2010 | 0.4352 | no |
| BAX | 2026-08-17 | 26.46 | 0.7866 | 0.4334 | no |
| BLDR | 2026-08-17 | 72.10 | 0.4356 | 0.4308 | no |
| CDNS | 2026-08-17 | 323.80 | 0.3259 | 0.5942 | no |
| CIEN | 2026-08-17 | 438.38 | 0.6064 | 0.6226 | no |
| COHR | 2026-08-17 | 333.52 | 1.1360 | 0.6283 | no |
| CRL | 2026-08-17 | 279.48 | 1.1308 | 0.4763 | no |
| CTAS | 2026-08-17 | 197.88 | 0.2653 | 0.4802 | no |
| CTSH | 2026-08-17 | 57.56 | 0.2593 | 0.4284 | no |
| CVNA | 2026-08-17 | 74.61 | 0.3086 | 0.4481 | no |
| DECK | 2026-08-17 | 92.00 | 0.2899 | 0.4369 | no |
| ETR | 2026-08-17 | 107.60 | 0.2255 | 0.4301 | no |
| EXC | 2026-08-17 | 45.24 | 0.2764 | 0.4360 | no |
| EXPE | 2026-08-17 | 330.02 | 0.5600 | 0.5150 | no |
| FIX | 2026-08-17 | 1796.00 | 0.3759 | 0.5075 | no |
| FOX | 2026-08-17 | 60.98 | 0.2788 | — | no |
| FSLR | 2026-08-17 | 225.36 | 0.4934 | 0.4953 | no |
| GLW | 2026-08-17 | 169.42 | 0.3178 | 0.5820 | no |
| GNRC | 2026-08-17 | 220.31 | 0.2628 | 0.4279 | no |
| HOOD | 2026-08-17 | 94.97 | 0.7640 | 0.4254 | no |
| HUM | 2026-08-17 | 386.52 | 0.3840 | 0.5107 | no |
| IQV | 2026-08-17 | 235.34 | 0.3104 | 0.4579 | no |
| KLAC | 2026-08-17 | 206.89 | 0.7658 | 0.6570 | no |
| LRCX | 2026-08-17 | 337.87 | 0.7837 | 0.6586 | no |
| MCHP | 2026-08-17 | 79.58 | 0.4754 | 0.6454 | no |
| MPWR | 2026-08-17 | 1418.01 | 0.3773 | 0.6027 | no |
| MRNA | 2026-08-17 | 64.78 | 0.8915 | 0.5360 | no |
| MRVL | 2026-08-17 | 227.75 | 0.3461 | 0.6046 | no |
| MU | 2026-08-17 | 999.55 | 0.6320 | 0.6554 | no |
| NCLH | 2026-08-17 | 18.93 | 0.3986 | 0.4935 | no |
| NTAP | 2026-08-17 | 207.40 | 0.2611 | 0.5877 | no |
| NXPI | 2026-08-17 | 234.31 | 0.2732 | 0.6387 | no |
| PFE | 2026-08-17 | 26.76 | 0.2219 | 0.5361 | no |
| PH | 2026-08-17 | 1057.04 | 0.2996 | 0.4679 | no |
| PTC | 2026-08-17 | 148.11 | 0.3430 | 0.4737 | no |
| SNPS | 2026-08-17 | 417.61 | 0.6588 | 0.5156 | no |
| STX | 2026-08-17 | 990.33 | 0.2555 | 0.6334 | no |
| SWK | 2026-08-17 | 100.24 | 0.2986 | 0.4677 | no |
| SWKS | 2026-08-17 | 69.41 | 0.3168 | 0.6380 | no |
| SYF | 2026-08-17 | 80.73 | 0.2274 | 0.4249 | no |
| TER | 2026-08-17 | 424.84 | 0.3266 | 0.6816 | no |
| VRT | 2026-08-17 | 297.81 | 0.3924 | 0.4960 | no |
| WDC | 2026-08-17 | 525.36 | 0.8441 | 0.6116 | no |
| WEC | 2026-08-17 | 110.45 | 0.2337 | 0.4416 | no |
| WY | 2026-08-17 | 24.08 | 0.4156 | 0.4402 | no |