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 | -3.60% | 0.90% | 2026-08-19 | -6.16% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -3.60% | 0.90% | 2026-08-19 | -6.16% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -3.54% | 1.07% | 2026-08-19 | -6.17% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -3.54% | 1.07% | 2026-08-19 | -6.17% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -2.71% | 0.90% | 2026-08-19 | -4.43% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.71% | 0.90% | 2026-08-19 | -4.43% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -1.86% | 1.07% | 2026-08-19 | -3.58% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -1.86% | 1.07% | 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 |
|---|---|---|---|---|---|
| ABNB | 2026-08-17 | 184.06 | 0.4146 | 0.5269 | no |
| ADSK | 2026-08-17 | 248.20 | 0.4402 | 0.4386 | no |
| AMAT | 2026-08-17 | 517.45 | 0.8181 | 0.6440 | no |
| APP | 2026-08-17 | 318.37 | 1.2275 | 0.4566 | no |
| APTV | 2026-08-17 | 49.33 | 0.2667 | 0.4243 | no |
| AVY | 2026-08-17 | 174.54 | 0.2339 | 0.4418 | no |
| AXON | 2026-08-17 | 607.81 | 0.4050 | 0.4828 | no |
| BAX | 2026-08-17 | 26.46 | 1.1516 | 0.4334 | no |
| BLDR | 2026-08-17 | 72.10 | 0.4051 | 0.4308 | no |
| CDNS | 2026-08-17 | 323.80 | 0.2512 | 0.5942 | no |
| CIEN | 2026-08-17 | 438.38 | 0.6262 | 0.6226 | no |
| CMI | 2026-08-17 | 632.25 | 0.3530 | 0.4818 | no |
| CMS | 2026-08-17 | 71.00 | 0.2544 | 0.4513 | no |
| CNP | 2026-08-17 | 40.37 | 0.2348 | 0.4493 | no |
| COHR | 2026-08-17 | 333.52 | 1.0062 | 0.6283 | no |
| COIN | 2026-08-17 | 148.36 | 0.2604 | 0.4667 | no |
| CPRT | 2026-08-17 | 31.33 | 0.3796 | 0.5059 | no |
| CRL | 2026-08-17 | 279.48 | 1.1590 | 0.4763 | no |
| CTAS | 2026-08-17 | 197.88 | 0.3943 | 0.4802 | no |
| CVNA | 2026-08-17 | 74.61 | 0.2398 | 0.4481 | no |
| DECK | 2026-08-17 | 92.00 | 0.4053 | 0.4369 | no |
| EXC | 2026-08-17 | 45.24 | 0.2357 | 0.4360 | no |
| EXPE | 2026-08-17 | 330.02 | 0.4393 | 0.5150 | no |
| FOX | 2026-08-17 | 60.98 | 0.4988 | — | no |
| FSLR | 2026-08-17 | 225.36 | 0.7332 | 0.4953 | no |
| GLW | 2026-08-17 | 169.42 | 0.4809 | 0.5820 | no |
| HOOD | 2026-08-17 | 94.97 | 0.6030 | 0.4254 | no |
| HUM | 2026-08-17 | 386.52 | 0.2246 | 0.5107 | no |
| IQV | 2026-08-17 | 235.34 | 0.4005 | 0.4579 | no |
| KLAC | 2026-08-17 | 206.89 | 0.8419 | 0.6570 | no |
| KR | 2026-08-17 | 56.20 | 0.2504 | 0.4474 | no |
| LRCX | 2026-08-17 | 337.87 | 0.5203 | 0.6586 | no |
| MPWR | 2026-08-17 | 1418.01 | 0.4806 | 0.6027 | no |
| MRNA | 2026-08-17 | 64.78 | 1.1584 | 0.5360 | no |
| MRVL | 2026-08-17 | 227.75 | 1.0615 | 0.6046 | no |
| MU | 2026-08-17 | 999.55 | 0.4232 | 0.6554 | no |
| NTAP | 2026-08-17 | 207.40 | 0.2821 | 0.5877 | no |
| PANW | 2026-08-17 | 383.25 | 0.4009 | 0.5118 | no |
| PTC | 2026-08-17 | 148.11 | 0.4162 | 0.4737 | no |
| SNDK | 2026-08-17 | 1700.74 | 0.2675 | 0.6117 | no |
| SNPS | 2026-08-17 | 417.61 | 0.4907 | 0.5156 | no |
| SO | 2026-08-17 | 91.60 | 0.2543 | 0.4396 | no |
| STX | 2026-08-17 | 990.33 | 0.4570 | 0.6334 | no |
| SWK | 2026-08-17 | 100.24 | 0.2861 | 0.4677 | no |
| SWKS | 2026-08-17 | 69.41 | 0.4148 | 0.6380 | no |
| SYF | 2026-08-17 | 80.73 | 0.2665 | 0.4249 | no |
| VRT | 2026-08-17 | 297.81 | 0.3570 | 0.4960 | no |
| VST | 2026-08-17 | 149.37 | 0.3239 | 0.4610 | no |
| WDC | 2026-08-17 | 525.36 | 0.9377 | 0.6116 | no |
| WEC | 2026-08-17 | 110.45 | 0.3380 | 0.4416 | no |