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% | 1.20% | 2026-09-04 | -4.97% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -2.10% | 1.20% | 2026-09-04 | -4.97% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -2.80% | 0.94% | 2026-09-04 | -5.21% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -2.80% | 0.94% | 2026-09-04 | -5.21% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -1.73% | 1.20% | 2026-09-04 | -3.73% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.73% | 1.20% | 2026-09-04 | -3.73% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -1.80% | 0.94% | 2026-09-04 | -3.38% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -1.80% | 0.94% | 2026-09-04 | -3.38% |
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 | 2026-08-31 | 188.22 | 0.3862 | 0.5266 | no |
| ADBE | 2026-08-31 | 287.65 | 0.4708 | 0.4432 | no |
| AIG | 2026-08-31 | 76.32 | 0.1977 | 0.5141 | no |
| AXON | 2026-08-31 | 590.87 | 0.3499 | 0.4805 | no |
| CCL | 2026-08-31 | 24.50 | 0.2345 | 0.4840 | no |
| CME | 2026-08-31 | 282.82 | 0.2672 | 0.4772 | no |
| COIN | 2026-08-31 | 178.51 | 0.2310 | 0.4667 | no |
| CPRT | 2026-08-31 | 32.96 | 0.2236 | 0.5066 | no |
| CRL | 2026-08-31 | 285.91 | 1.0818 | 0.4760 | no |
| CTSH | 2026-08-31 | 63.34 | 0.5039 | 0.4330 | no |
| DECK | 2026-08-31 | 87.61 | 0.5433 | 0.4369 | no |
| DHR | 2026-08-31 | 213.45 | 0.4612 | 0.4655 | no |
| ES | 2026-08-31 | 70.06 | 0.2049 | 0.4228 | no |
| FITB | 2026-08-31 | 54.28 | 0.2371 | 0.4416 | no |
| FOX | 2026-08-31 | 60.82 | 0.6132 | — | no |
| GEV | 2026-08-31 | 884.90 | 0.6181 | 0.5299 | no |
| GLW | 2026-08-31 | 148.17 | 0.3958 | 0.5820 | no |
| GNRC | 2026-08-31 | 184.09 | 0.6255 | 0.4270 | no |
| GS | 2026-08-31 | 1027.57 | 0.2674 | 0.4507 | no |
| HOOD | 2026-08-31 | 103.42 | 0.3596 | 0.4254 | no |
| IFF | 2026-08-31 | 87.46 | 0.2069 | 0.4288 | no |
| IQV | 2026-08-31 | 258.07 | 0.6589 | 0.4581 | no |
| KLAC | 2026-08-31 | 176.86 | 0.7915 | 0.6554 | no |
| MPC | 2026-08-31 | 374.24 | 0.1764 | 0.5369 | no |
| MRSH | 2026-08-31 | 191.99 | 0.2145 | 0.4949 | no |
| MRVL | 2026-08-31 | 216.30 | 0.3657 | 0.6567 | no |
| MS | 2026-08-31 | 214.30 | 0.2229 | 0.4577 | no |
| MU | 2026-08-31 | 931.39 | 0.4309 | 0.6551 | no |
| NKE | 2026-08-31 | 39.00 | 0.2625 | 0.4273 | no |
| NOC | 2026-08-31 | 539.63 | 0.1874 | 0.5581 | no |
| PNW | 2026-08-31 | 97.01 | 0.1943 | 0.4306 | no |
| PTC | 2026-08-31 | 155.50 | 0.3810 | 0.4744 | no |
| Q | 2026-08-31 | 120.25 | 0.5269 | 0.6108 | no |
| RF | 2026-08-31 | 29.94 | 0.1762 | 0.4486 | no |
| ROL | 2026-08-31 | 36.17 | 0.1827 | 0.4729 | no |
| SMCI | 2026-08-31 | 36.54 | 0.2027 | 0.5726 | no |
| SNDK | 2026-08-31 | 1486.40 | 0.7937 | 0.6118 | no |
| SPGI | 2026-08-31 | 440.00 | 0.1789 | 0.4370 | no |
| STLD | 2026-08-31 | 235.37 | 0.2805 | 0.5208 | no |
| STX | 2026-08-31 | 826.50 | 0.6973 | 0.6325 | no |
| SWK | 2026-08-31 | 96.36 | 0.2953 | 0.4674 | no |
| TFC | 2026-08-31 | 50.28 | 0.2269 | 0.4533 | no |
| TGT | 2026-08-31 | 162.83 | 0.2762 | 0.4616 | no |
| UHS | 2026-08-31 | 170.89 | 0.1782 | 0.5370 | no |
| VRT | 2026-08-31 | 258.18 | 0.8672 | 0.4956 | no |
| VST | 2026-08-31 | 136.79 | 0.4339 | 0.4610 | no |
| VTRS | 2026-08-31 | 16.29 | 0.2360 | 0.5070 | no |
| WDC | 2026-08-31 | 456.75 | 1.2352 | 0.6105 | no |
| WY | 2026-08-31 | 23.43 | 0.2264 | 0.4402 | no |
| ZBRA | 2026-08-31 | 355.40 | 0.2337 | 0.4766 | no |