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 | -1.73% | 0.76% | 2026-08-27 | -4.85% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.73% | 0.76% | 2026-08-27 | -4.85% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -1.52% | 1.04% | 2026-08-27 | -4.51% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -1.52% | 1.04% | 2026-08-27 | -4.51% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -3.01% | 0.76% | 2026-08-27 | -4.64% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -3.01% | 0.76% | 2026-08-27 | -4.64% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -3.19% | 1.04% | 2026-08-27 | -4.61% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -3.19% | 1.04% | 2026-08-27 | -4.61% |
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 | 2026-08-24 | 189.00 | 0.3853 | 0.5269 | no |
| AMAT | 2026-08-24 | 481.88 | 0.4081 | 0.6452 | no |
| AMD | 2026-08-24 | 468.54 | 0.3981 | 0.6557 | no |
| APP | 2026-08-24 | 304.50 | 0.7045 | 0.4566 | no |
| BKNG | 2026-08-24 | 210.33 | 0.2780 | 0.4896 | no |
| BLDR | 2026-08-24 | 70.78 | 0.2922 | 0.4308 | no |
| COHR | 2026-08-24 | 275.30 | 0.2715 | 0.6283 | no |
| COIN | 2026-08-24 | 188.75 | 0.3138 | 0.4667 | no |
| CRH | 2026-08-24 | 95.39 | 0.4053 | 0.4446 | no |
| CRL | 2026-08-24 | 297.63 | 0.9196 | 0.4763 | no |
| CTSH | 2026-08-24 | 61.80 | 0.2759 | 0.4330 | no |
| DECK | 2026-08-24 | 92.01 | 0.3822 | 0.4369 | no |
| DLTR | 2026-08-24 | 131.57 | 0.2345 | 0.4946 | no |
| EXPE | 2026-08-24 | 323.08 | 0.4905 | 0.5150 | no |
| FDX | 2026-08-24 | 323.73 | 0.2349 | 0.4862 | no |
| FOX | 2026-08-24 | 60.69 | 0.4732 | — | no |
| GEV | 2026-08-24 | 949.00 | 0.3095 | 0.5299 | no |
| GLW | 2026-08-24 | 145.59 | 0.9787 | 0.5820 | no |
| GM | 2026-08-24 | 87.76 | 0.3294 | 0.4378 | no |
| GNRC | 2026-08-24 | 203.34 | 0.4682 | 0.4271 | no |
| HAL | 2026-08-24 | 34.91 | 0.4087 | 0.4405 | no |
| HOOD | 2026-08-24 | 106.86 | 0.2963 | 0.4254 | no |
| INTC | 2026-08-24 | 88.86 | 0.4250 | 0.6781 | no |
| IQV | 2026-08-24 | 256.81 | 0.4447 | 0.4579 | no |
| JBL | 2026-08-24 | 309.36 | 0.2821 | 0.4910 | no |
| KEYS | 2026-08-24 | 311.09 | 0.3143 | 0.5574 | no |
| KLAC | 2026-08-24 | 180.02 | 0.8856 | 0.6570 | no |
| LRCX | 2026-08-24 | 307.94 | 0.5260 | 0.6595 | no |
| META | 2026-08-24 | 550.20 | 0.5571 | 0.5514 | no |
| MPWR | 2026-08-24 | 1298.38 | 0.4343 | 0.6027 | no |
| MRVL | 2026-08-24 | 229.22 | 0.4450 | 0.6046 | no |
| MU | 2026-08-24 | 934.78 | 0.7995 | 0.6554 | no |
| NCLH | 2026-08-24 | 17.48 | 0.2904 | 0.4935 | no |
| NTAP | 2026-08-24 | 190.94 | 0.3742 | 0.5868 | no |
| NXPI | 2026-08-24 | 222.15 | 0.5842 | 0.6400 | no |
| ODFL | 2026-08-24 | 208.04 | 0.2816 | 0.4807 | no |
| PTC | 2026-08-24 | 154.43 | 0.5934 | 0.4737 | no |
| SNDK | 2026-08-24 | 1494.09 | 0.7787 | 0.6129 | no |
| SNPS | 2026-08-24 | 395.20 | 0.3764 | 0.5156 | no |
| STLD | 2026-08-24 | 235.64 | 0.3055 | 0.5257 | no |
| STX | 2026-08-24 | 818.60 | 0.7020 | 0.6333 | no |
| SWK | 2026-08-24 | 99.56 | 0.3101 | 0.4677 | no |
| SWKS | 2026-08-24 | 66.61 | 0.4903 | 0.6380 | no |
| TER | 2026-08-24 | 359.98 | 0.3553 | 0.6833 | no |
| TSLA | 2026-08-24 | 361.41 | 0.4781 | 0.4390 | no |
| UAL | 2026-08-24 | 115.06 | 0.2628 | 0.5316 | no |
| VRT | 2026-08-24 | 256.94 | 1.2369 | 0.4958 | no |
| WDC | 2026-08-24 | 446.21 | 1.2779 | 0.6116 | no |
| WEC | 2026-08-24 | 106.50 | 0.2467 | 0.4416 | no |
| WY | 2026-08-24 | 24.38 | 0.2616 | 0.4402 | no |