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 | -0.71% | 0.85% | 2026-08-27 | -3.72% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -0.71% | 0.85% | 2026-08-27 | -3.72% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -0.71% | 1.36% | 2026-08-27 | -3.94% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.71% | 1.36% | 2026-08-27 | -3.94% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -2.50% | 0.85% | 2026-08-27 | -4.15% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.50% | 0.85% | 2026-08-27 | -4.15% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -2.18% | 1.36% | 2026-08-27 | -4.14% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -2.18% | 1.36% | 2026-08-27 | -4.14% |
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 | 0.3417 | 0.5269 | no |
| AIG | 2026-08-24 | 75.97 | 0.2397 | 0.5141 | no |
| AMAT | 2026-08-24 | 481.88 | 0.2334 | 0.6452 | no |
| AMD | 2026-08-24 | 468.54 | 0.2729 | 0.6557 | no |
| APP | 2026-08-24 | 304.50 | 0.5501 | 0.4566 | no |
| COHR | 2026-08-24 | 275.30 | 0.5846 | 0.6283 | no |
| CRH | 2026-08-24 | 95.39 | 0.4092 | 0.4446 | no |
| CRL | 2026-08-24 | 297.63 | 0.8716 | 0.4763 | no |
| CTSH | 2026-08-24 | 61.80 | 0.3578 | 0.4330 | no |
| DECK | 2026-08-24 | 92.01 | 0.4845 | 0.4369 | no |
| DLTR | 2026-08-24 | 131.57 | 0.2009 | 0.4946 | no |
| ED | 2026-08-24 | 107.52 | 0.2131 | — | no |
| ETR | 2026-08-24 | 104.46 | 0.2032 | 0.4301 | no |
| EXPE | 2026-08-24 | 323.08 | 0.3289 | 0.5150 | no |
| FDXF | 2026-08-24 | 137.00 | 0.2650 | 0.4748 | no |
| FITB | 2026-08-24 | 55.02 | 0.2272 | 0.4416 | no |
| FIX | 2026-08-24 | 1630.00 | 0.1943 | 0.5075 | no |
| FOX | 2026-08-24 | 60.69 | 0.5009 | — | no |
| GLW | 2026-08-24 | 145.59 | 0.7402 | 0.5820 | no |
| GM | 2026-08-24 | 87.76 | 0.4069 | 0.4378 | no |
| GNRC | 2026-08-24 | 203.34 | 0.5169 | 0.4271 | no |
| GRMN | 2026-08-24 | 294.18 | 0.1961 | 0.4319 | no |
| HOOD | 2026-08-24 | 106.86 | 0.4273 | 0.4254 | no |
| IBM | 2026-08-24 | 234.37 | 0.2014 | 0.5435 | no |
| INTC | 2026-08-24 | 88.86 | 0.3205 | 0.6781 | no |
| IQV | 2026-08-24 | 256.81 | 0.5356 | 0.4579 | no |
| KLAC | 2026-08-24 | 180.02 | 0.9276 | 0.6570 | no |
| KR | 2026-08-24 | 58.24 | 0.1881 | 0.4474 | no |
| LIN | 2026-08-24 | 486.84 | 0.1887 | 0.4268 | no |
| LRCX | 2026-08-24 | 307.94 | 0.6131 | 0.6595 | no |
| META | 2026-08-24 | 550.20 | 0.4779 | 0.5514 | no |
| MPC | 2026-08-24 | 359.78 | 0.3419 | 0.5369 | no |
| MPWR | 2026-08-24 | 1298.38 | 0.2500 | 0.6027 | no |
| MRVL | 2026-08-24 | 229.22 | 0.2327 | 0.6046 | no |
| MU | 2026-08-24 | 934.78 | 0.8405 | 0.6554 | no |
| NKE | 2026-08-24 | 40.57 | 0.2577 | 0.4275 | no |
| NXPI | 2026-08-24 | 222.15 | 0.2521 | 0.6400 | no |
| ON | 2026-08-24 | 73.45 | 0.2032 | 0.6604 | no |
| PTC | 2026-08-24 | 154.43 | 0.3907 | 0.4737 | no |
| SNDK | 2026-08-24 | 1494.09 | 0.4129 | 0.6129 | no |
| SNPS | 2026-08-24 | 395.20 | 0.3074 | 0.5156 | no |
| STX | 2026-08-24 | 818.60 | 0.5141 | 0.6333 | no |
| SW | 2026-08-24 | 49.59 | 0.2404 | 0.4376 | no |
| SWKS | 2026-08-24 | 66.61 | 0.3953 | 0.6380 | no |
| TER | 2026-08-24 | 359.98 | 0.5138 | 0.6833 | no |
| VRT | 2026-08-24 | 256.94 | 0.9477 | 0.4958 | no |
| VST | 2026-08-24 | 135.88 | 0.4254 | 0.4610 | no |
| WAB | 2026-08-24 | 298.49 | 0.1924 | 0.5005 | no |
| WDC | 2026-08-24 | 446.21 | 1.1047 | 0.6116 | no |
| WY | 2026-08-24 | 24.38 | 0.2679 | 0.4402 | no |