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 | -2.10% | 0.66% | 2026-08-26 | -4.69% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.10% | 0.66% | 2026-08-26 | -4.69% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -2.58% | 0.70% | 2026-08-27 | -4.69% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -2.58% | 0.70% | 2026-08-27 | -4.69% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -2.17% | 0.66% | 2026-08-26 | -3.67% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.17% | 0.66% | 2026-08-26 | -3.67% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -1.50% | 0.70% | 2026-08-27 | -2.87% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -1.50% | 0.70% | 2026-08-27 | -2.87% |
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 | 0.4731 | 0.5269 | no |
| ACGL | 2026-08-24 | 100.00 | 0.2403 | 0.5137 | no |
| AKAM | 2026-08-24 | 110.00 | 0.3577 | 0.5074 | no |
| ALB | 2026-08-24 | 142.77 | 0.2515 | 0.4242 | no |
| AMAT | 2026-08-24 | 481.88 | 0.4341 | 0.6452 | no |
| APP | 2026-08-24 | 304.50 | 0.4087 | 0.4566 | no |
| AXON | 2026-08-24 | 622.14 | 0.2588 | 0.4819 | no |
| BAX | 2026-08-24 | 26.36 | 0.2478 | 0.4334 | no |
| BKNG | 2026-08-24 | 210.33 | 0.3578 | 0.4896 | no |
| COHR | 2026-08-24 | 275.30 | 0.4527 | 0.6283 | no |
| COIN | 2026-08-24 | 188.75 | 0.2744 | 0.4667 | no |
| CRH | 2026-08-24 | 95.39 | 0.4727 | 0.4446 | no |
| CRL | 2026-08-24 | 297.63 | 0.8230 | 0.4763 | no |
| CTSH | 2026-08-24 | 61.80 | 0.3087 | 0.4330 | no |
| DECK | 2026-08-24 | 92.01 | 0.6032 | 0.4369 | no |
| DHR | 2026-08-24 | 218.33 | 0.2046 | 0.4654 | no |
| EBAY | 2026-08-24 | 104.23 | 0.2155 | 0.5433 | no |
| ETR | 2026-08-24 | 104.46 | 0.2286 | 0.4301 | no |
| EXPE | 2026-08-24 | 323.08 | 0.3857 | 0.5150 | no |
| FDX | 2026-08-24 | 323.73 | 0.2341 | 0.4862 | no |
| FDXF | 2026-08-24 | 137.00 | 0.2840 | 0.4748 | no |
| FIX | 2026-08-24 | 1630.00 | 0.4943 | 0.5075 | no |
| FOX | 2026-08-24 | 60.69 | 0.4960 | — | no |
| GLW | 2026-08-24 | 145.59 | 0.7894 | 0.5820 | no |
| GM | 2026-08-24 | 87.76 | 0.3580 | 0.4378 | no |
| GNRC | 2026-08-24 | 203.34 | 0.2115 | 0.4271 | no |
| GS | 2026-08-24 | 1033.94 | 0.2144 | 0.4507 | no |
| HAL | 2026-08-24 | 34.91 | 0.2130 | 0.4405 | no |
| HOOD | 2026-08-24 | 106.86 | 0.3460 | 0.4254 | no |
| INTC | 2026-08-24 | 88.86 | 0.3152 | 0.6781 | no |
| IQV | 2026-08-24 | 256.81 | 0.5781 | 0.4579 | no |
| JBL | 2026-08-24 | 309.36 | 0.4877 | 0.4910 | no |
| KLAC | 2026-08-24 | 180.02 | 0.9038 | 0.6570 | no |
| LRCX | 2026-08-24 | 307.94 | 0.4118 | 0.6595 | no |
| META | 2026-08-24 | 550.20 | 0.4871 | 0.5514 | no |
| MPWR | 2026-08-24 | 1298.38 | 0.2966 | 0.6027 | no |
| MRVL | 2026-08-24 | 229.22 | 1.0134 | 0.6046 | no |
| MSFT | 2026-08-24 | 483.21 | 0.2070 | 0.4757 | no |
| MU | 2026-08-24 | 934.78 | 0.6413 | 0.6554 | no |
| PSKY | 2026-08-24 | 10.26 | 0.2869 | — | no |
| PTC | 2026-08-24 | 154.43 | 0.6080 | 0.4737 | no |
| SNDK | 2026-08-24 | 1494.09 | 0.5839 | 0.6129 | no |
| STX | 2026-08-24 | 818.60 | 0.5974 | 0.6333 | no |
| SWKS | 2026-08-24 | 66.61 | 0.4324 | 0.6380 | no |
| UAL | 2026-08-24 | 115.06 | 0.2112 | 0.5316 | no |
| VRT | 2026-08-24 | 256.94 | 1.1736 | 0.4958 | no |
| VST | 2026-08-24 | 135.88 | 0.3636 | 0.4610 | no |
| VTRS | 2026-08-24 | 16.25 | 0.2141 | 0.5070 | no |
| WDC | 2026-08-24 | 446.21 | 1.7036 | 0.6116 | no |
| WY | 2026-08-24 | 24.38 | 0.2695 | 0.4402 | no |