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 | -2.48% | 0.83% | 2026-08-27 | -5.05% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.48% | 0.83% | 2026-08-27 | -5.05% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -3.83% | 0.43% | 2026-08-27 | -5.66% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -3.83% | 0.43% | 2026-08-27 | -5.66% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -2.39% | 0.83% | 2026-08-27 | -4.02% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.39% | 0.83% | 2026-08-27 | -4.02% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -3.25% | 0.43% | 2026-08-27 | -4.46% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -3.25% | 0.43% | 2026-08-27 | -4.46% |
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 | 0.3557 | 0.5269 | no |
| AIG | 2026-08-24 | 75.97 | 0.2439 | 0.5141 | no |
| AKAM | 2026-08-24 | 110.00 | 0.2945 | 0.5074 | no |
| ALB | 2026-08-24 | 142.77 | 0.2980 | 0.4242 | no |
| AMAT | 2026-08-24 | 481.88 | 0.4693 | 0.6452 | no |
| APP | 2026-08-24 | 304.50 | 0.7471 | 0.4566 | no |
| BAX | 2026-08-24 | 26.36 | 0.4792 | 0.4334 | no |
| BKNG | 2026-08-24 | 210.33 | 0.2569 | 0.4896 | no |
| CIEN | 2026-08-24 | 386.26 | 0.2526 | 0.6221 | no |
| COIN | 2026-08-24 | 188.75 | 0.4059 | 0.4667 | no |
| CPRT | 2026-08-24 | 34.04 | 0.2699 | 0.5068 | no |
| CRH | 2026-08-24 | 95.39 | 0.3561 | 0.4446 | no |
| CRL | 2026-08-24 | 297.63 | 0.9031 | 0.4763 | no |
| CTSH | 2026-08-24 | 61.80 | 0.2906 | 0.4330 | no |
| DECK | 2026-08-24 | 92.01 | 0.4375 | 0.4369 | no |
| DTE | 2026-08-24 | 135.51 | 0.2307 | 0.4408 | no |
| ED | 2026-08-24 | 107.52 | 0.2232 | — | no |
| EXPE | 2026-08-24 | 323.08 | 0.3812 | 0.5150 | no |
| FDX | 2026-08-24 | 323.73 | 0.2283 | 0.4862 | no |
| FOX | 2026-08-24 | 60.69 | 0.2599 | — | no |
| GE | 2026-08-24 | 346.59 | 0.2530 | 0.5225 | no |
| GLW | 2026-08-24 | 145.59 | 0.6752 | 0.5820 | no |
| GM | 2026-08-24 | 87.76 | 0.2277 | 0.4378 | no |
| GNRC | 2026-08-24 | 203.34 | 0.5145 | 0.4271 | no |
| GS | 2026-08-24 | 1033.94 | 0.2720 | 0.4507 | no |
| HOOD | 2026-08-24 | 106.86 | 0.3489 | 0.4254 | no |
| INTC | 2026-08-24 | 88.86 | 0.3565 | 0.6781 | no |
| IQV | 2026-08-24 | 256.81 | 0.5128 | 0.4579 | no |
| JBL | 2026-08-24 | 309.36 | 0.3402 | 0.4910 | no |
| KLAC | 2026-08-24 | 180.02 | 1.0234 | 0.6570 | no |
| LRCX | 2026-08-24 | 307.94 | 0.7276 | 0.6595 | no |
| META | 2026-08-24 | 550.20 | 0.6120 | 0.5514 | no |
| MPWR | 2026-08-24 | 1298.38 | 0.3489 | 0.6027 | no |
| MU | 2026-08-24 | 934.78 | 0.7244 | 0.6554 | no |
| NOW | 2026-08-24 | 128.06 | 0.2374 | 0.4856 | no |
| NXPI | 2026-08-24 | 222.15 | 0.4286 | 0.6400 | no |
| ODFL | 2026-08-24 | 208.04 | 0.2907 | 0.4807 | no |
| ON | 2026-08-24 | 73.45 | 0.2208 | 0.6604 | no |
| PSKY | 2026-08-24 | 10.26 | 0.2913 | — | no |
| SMCI | 2026-08-24 | 36.49 | 0.2352 | 0.5730 | no |
| SNDK | 2026-08-24 | 1494.09 | 0.5894 | 0.6129 | no |
| SNPS | 2026-08-24 | 395.20 | 0.3824 | 0.5156 | no |
| STX | 2026-08-24 | 818.60 | 0.5180 | 0.6333 | no |
| SWKS | 2026-08-24 | 66.61 | 0.2216 | 0.6380 | no |
| TSLA | 2026-08-24 | 361.41 | 0.5544 | 0.4390 | no |
| UAL | 2026-08-24 | 115.06 | 0.3060 | 0.5316 | no |
| VRT | 2026-08-24 | 256.94 | 1.1172 | 0.4958 | no |
| VST | 2026-08-24 | 135.88 | 0.2381 | 0.4610 | no |
| WDC | 2026-08-24 | 446.21 | 1.4545 | 0.6116 | no |
| WY | 2026-08-24 | 24.38 | 0.3719 | 0.4402 | no |