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 | -0.57% | 1.40% | 2026-09-04 | -3.67% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -0.57% | 1.40% | 2026-09-04 | -3.67% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -1.41% | 1.10% | 2026-09-04 | -4.09% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -1.41% | 1.10% | 2026-09-04 | -4.09% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -1.94% | 1.40% | 2026-09-04 | -4.19% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.94% | 1.40% | 2026-09-04 | -4.19% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -2.55% | 1.10% | 2026-09-04 | -4.03% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -2.55% | 1.10% | 2026-09-04 | -4.03% |
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 |
|---|---|---|---|---|---|
| ABBV | 2026-08-31 | 254.17 | 0.4180 | 0.5112 | no |
| ABNB | 2026-08-31 | 188.22 | 0.7738 | 0.5266 | no |
| ADBE | 2026-08-31 | 287.65 | 0.5301 | 0.4432 | no |
| AIG | 2026-08-31 | 76.32 | 0.1991 | 0.5141 | no |
| AVY | 2026-08-31 | 175.86 | 0.1926 | 0.4415 | no |
| BRK.B | 2026-08-31 | 504.06 | 0.1851 | — | no |
| CCL | 2026-08-31 | 24.50 | 0.4154 | 0.4840 | no |
| COIN | 2026-08-31 | 178.51 | 0.2586 | 0.4667 | no |
| CPRT | 2026-08-31 | 32.96 | 0.2584 | 0.5066 | no |
| CRL | 2026-08-31 | 285.91 | 1.0565 | 0.4760 | no |
| CTAS | 2026-08-31 | 203.30 | 0.2236 | 0.4873 | no |
| CTSH | 2026-08-31 | 63.34 | 0.5525 | 0.4330 | no |
| DASH | 2026-08-31 | 235.80 | 0.2161 | 0.5015 | no |
| DECK | 2026-08-31 | 87.61 | 0.5816 | 0.4369 | no |
| DHR | 2026-08-31 | 213.45 | 0.4092 | 0.4655 | no |
| DTE | 2026-08-31 | 135.51 | 0.2439 | 0.4408 | no |
| ED | 2026-08-31 | 106.79 | 0.1864 | — | no |
| ES | 2026-08-31 | 70.06 | 0.2437 | 0.4228 | no |
| FE | 2026-08-31 | 45.53 | 0.2767 | 0.4367 | no |
| FITB | 2026-08-31 | 54.28 | 0.2060 | 0.4416 | no |
| FOX | 2026-08-31 | 60.82 | 0.4850 | — | no |
| GEV | 2026-08-31 | 884.90 | 0.4315 | 0.5299 | no |
| GILD | 2026-08-31 | 143.42 | 0.2117 | 0.5726 | no |
| GLW | 2026-08-31 | 148.17 | 0.4548 | 0.5820 | no |
| GM | 2026-08-31 | 86.10 | 0.2204 | 0.4378 | no |
| GNRC | 2026-08-31 | 184.09 | 0.6318 | 0.4270 | no |
| HOOD | 2026-08-31 | 103.42 | 0.4509 | 0.4254 | no |
| IFF | 2026-08-31 | 87.46 | 0.1761 | 0.4288 | no |
| IQV | 2026-08-31 | 258.07 | 0.5608 | 0.4581 | no |
| KLAC | 2026-08-31 | 176.86 | 1.0664 | 0.6554 | no |
| META | 2026-08-31 | 577.63 | 0.2216 | 0.5514 | no |
| MRSH | 2026-08-31 | 191.99 | 0.2300 | 0.4949 | no |
| MRVL | 2026-08-31 | 216.30 | 0.3549 | 0.6567 | no |
| MSFT | 2026-08-31 | 510.38 | 0.1901 | 0.4757 | no |
| MU | 2026-08-31 | 931.39 | 0.7036 | 0.6551 | no |
| NWS | 2026-08-31 | 34.75 | 0.1838 | — | no |
| PNW | 2026-08-31 | 97.01 | 0.2508 | 0.4306 | no |
| PTC | 2026-08-31 | 155.50 | 0.4867 | 0.4744 | no |
| Q | 2026-08-31 | 120.25 | 0.3411 | 0.6108 | no |
| RF | 2026-08-31 | 29.94 | 0.2643 | 0.4486 | no |
| SNDK | 2026-08-31 | 1486.40 | 0.4708 | 0.6118 | no |
| STX | 2026-08-31 | 826.50 | 0.8949 | 0.6325 | no |
| SWKS | 2026-08-31 | 66.43 | 0.4019 | 0.6373 | no |
| TER | 2026-08-31 | 357.22 | 0.6905 | 0.6809 | no |
| TGT | 2026-08-31 | 162.83 | 0.2592 | 0.4616 | no |
| UHS | 2026-08-31 | 170.89 | 0.2024 | 0.5370 | no |
| VRT | 2026-08-31 | 258.18 | 1.0379 | 0.4956 | no |
| VST | 2026-08-31 | 136.79 | 0.2152 | 0.4610 | no |
| WDC | 2026-08-31 | 456.75 | 1.2086 | 0.6105 | no |
| ZBRA | 2026-08-31 | 355.40 | 0.2498 | 0.4766 | no |