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 | -4.41% | 0.00% | 2026-08-17 | -5.73% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -4.41% | 0.00% | 2026-08-17 | -5.73% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -4.03% | 0.13% | 2026-08-19 | -5.36% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -4.03% | 0.13% | 2026-08-19 | -5.36% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -4.36% | 0.00% | 2026-08-17 | -5.17% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -4.36% | 0.00% | 2026-08-17 | -5.17% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -4.61% | 0.13% | 2026-08-19 | -5.53% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -4.61% | 0.13% | 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 |
|---|---|---|---|---|---|
| ABNB | 2026-08-17 | 184.06 | 0.3022 | 0.5269 | no |
| AMAT | 2026-08-17 | 517.45 | 0.5233 | 0.6440 | no |
| APH | 2026-08-17 | 83.97 | 0.2401 | 0.4910 | no |
| APP | 2026-08-17 | 318.37 | 1.1302 | 0.4566 | no |
| AVY | 2026-08-17 | 174.54 | 0.2232 | 0.4418 | no |
| BAX | 2026-08-17 | 26.46 | 0.7394 | 0.4334 | no |
| BLDR | 2026-08-17 | 72.10 | 0.4519 | 0.4308 | no |
| CDNS | 2026-08-17 | 323.80 | 0.5780 | 0.5942 | no |
| CIEN | 2026-08-17 | 438.38 | 0.6322 | 0.6226 | no |
| COHR | 2026-08-17 | 333.52 | 0.5182 | 0.6283 | no |
| CRL | 2026-08-17 | 279.48 | 1.1831 | 0.4763 | no |
| CTSH | 2026-08-17 | 57.56 | 0.2363 | 0.4284 | no |
| CVNA | 2026-08-17 | 74.61 | 0.3876 | 0.4481 | no |
| DECK | 2026-08-17 | 92.00 | 0.3788 | 0.4369 | no |
| DIS | 2026-08-17 | 106.33 | 0.2207 | 0.4474 | no |
| EXC | 2026-08-17 | 45.24 | 0.2128 | 0.4360 | no |
| EXPE | 2026-08-17 | 330.02 | 0.2443 | 0.5150 | no |
| FOX | 2026-08-17 | 60.98 | 0.4625 | — | no |
| FSLR | 2026-08-17 | 225.36 | 0.7050 | 0.4953 | no |
| GLW | 2026-08-17 | 169.42 | 0.5197 | 0.5820 | no |
| HOOD | 2026-08-17 | 94.97 | 0.5088 | 0.4254 | no |
| HUM | 2026-08-17 | 386.52 | 0.2153 | 0.5107 | no |
| IQV | 2026-08-17 | 235.34 | 0.2795 | 0.4579 | no |
| JBL | 2026-08-17 | 365.77 | 0.2444 | 0.4910 | no |
| KEYS | 2026-08-17 | 360.00 | 0.3858 | 0.5919 | no |
| KLAC | 2026-08-17 | 206.89 | 0.5186 | 0.6570 | no |
| LRCX | 2026-08-17 | 337.87 | 0.3345 | 0.6586 | no |
| LUV | 2026-08-17 | 43.88 | 0.2231 | 0.5384 | no |
| MCHP | 2026-08-17 | 79.58 | 0.5624 | 0.6454 | no |
| MPWR | 2026-08-17 | 1418.01 | 0.2952 | 0.6027 | no |
| MRNA | 2026-08-17 | 64.78 | 1.0069 | 0.5360 | no |
| MRVL | 2026-08-17 | 227.75 | 0.6975 | 0.6046 | no |
| MU | 2026-08-17 | 999.55 | 0.2987 | 0.6554 | no |
| NCLH | 2026-08-17 | 18.93 | 0.3606 | 0.4935 | no |
| NOC | 2026-08-17 | 579.22 | 0.2771 | 0.5599 | no |
| NTAP | 2026-08-17 | 207.40 | 0.3380 | 0.5877 | no |
| NTRS | 2026-08-17 | 190.48 | 0.2151 | 0.4444 | no |
| NXPI | 2026-08-17 | 234.31 | 0.3046 | 0.6387 | no |
| PSKY | 2026-08-17 | 10.00 | 0.2653 | — | no |
| PWR | 2026-08-17 | 695.00 | 0.4314 | 0.5026 | no |
| SNPS | 2026-08-17 | 417.61 | 0.8602 | 0.5156 | no |
| STX | 2026-08-17 | 990.33 | 0.5156 | 0.6334 | no |
| SWK | 2026-08-17 | 100.24 | 0.3771 | 0.4677 | no |
| SWKS | 2026-08-17 | 69.41 | 0.2672 | 0.6380 | no |
| SYF | 2026-08-17 | 80.73 | 0.2842 | 0.4249 | no |
| TXN | 2026-08-17 | 280.00 | 0.2173 | 0.6369 | no |
| VRT | 2026-08-17 | 297.81 | 0.6992 | 0.4960 | no |
| WDC | 2026-08-17 | 525.36 | 0.7191 | 0.6116 | no |
| WEC | 2026-08-17 | 110.45 | 0.3683 | 0.4416 | no |
| WY | 2026-08-17 | 24.08 | 0.4955 | 0.4402 | no |