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 | -1.58% | 0.67% | 2026-09-04 | -4.28% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.58% | 0.67% | 2026-09-04 | -4.28% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -2.51% | 0.27% | 2026-09-04 | -4.62% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -2.51% | 0.27% | 2026-09-04 | -4.62% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -1.70% | 0.67% | 2026-09-04 | -3.18% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.70% | 0.67% | 2026-09-04 | -3.18% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -1.94% | 0.27% | 2026-09-04 | -3.02% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -1.94% | 0.27% | 2026-09-04 | -3.02% |
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 | 0.4583 | 0.5266 | no |
| ADBE | 2026-08-31 | 287.65 | 0.2779 | 0.4432 | no |
| ADSK | 2026-08-31 | 257.71 | 0.2262 | 0.4297 | no |
| AIG | 2026-08-31 | 76.32 | 0.2488 | 0.5141 | no |
| AMZN | 2026-08-31 | 263.83 | 0.3054 | 0.5437 | no |
| AXON | 2026-08-31 | 590.87 | 0.5599 | 0.4805 | no |
| CCL | 2026-08-31 | 24.50 | 0.3521 | 0.4840 | no |
| CMS | 2026-08-31 | 67.76 | 0.2121 | 0.4513 | no |
| COIN | 2026-08-31 | 178.51 | 0.2355 | 0.4667 | no |
| CRL | 2026-08-31 | 285.91 | 1.1603 | 0.4760 | no |
| CTAS | 2026-08-31 | 203.30 | 0.2080 | 0.4873 | no |
| CTSH | 2026-08-31 | 63.34 | 0.6511 | 0.4330 | no |
| DASH | 2026-08-31 | 235.80 | 0.2450 | 0.5015 | no |
| DECK | 2026-08-31 | 87.61 | 0.5902 | 0.4369 | no |
| DHR | 2026-08-31 | 213.45 | 0.2992 | 0.4655 | no |
| DTE | 2026-08-31 | 135.51 | 0.2052 | 0.4408 | no |
| FCX | 2026-08-31 | 76.95 | 0.2757 | 0.5052 | no |
| FOX | 2026-08-31 | 60.82 | 0.4043 | — | no |
| GEV | 2026-08-31 | 884.90 | 0.1899 | 0.5299 | no |
| GLW | 2026-08-31 | 148.17 | 0.5948 | 0.5820 | no |
| GNRC | 2026-08-31 | 184.09 | 0.3347 | 0.4270 | no |
| GS | 2026-08-31 | 1027.57 | 0.2433 | 0.4507 | no |
| HOOD | 2026-08-31 | 103.42 | 0.6657 | 0.4254 | no |
| INCY | 2026-08-31 | 122.66 | 0.2045 | 0.5775 | no |
| INTC | 2026-08-31 | 90.00 | 0.2599 | 0.6755 | no |
| IQV | 2026-08-31 | 258.07 | 0.6091 | 0.4581 | no |
| KEY | 2026-08-31 | 21.61 | 0.2681 | 0.4488 | no |
| KLAC | 2026-08-31 | 176.86 | 0.9302 | 0.6554 | no |
| META | 2026-08-31 | 577.63 | 0.2139 | 0.5514 | no |
| MPC | 2026-08-31 | 374.24 | 0.2375 | 0.5369 | no |
| MRSH | 2026-08-31 | 191.99 | 0.2759 | 0.4949 | no |
| MU | 2026-08-31 | 931.39 | 0.6852 | 0.6551 | no |
| NCLH | 2026-08-31 | 16.43 | 0.2676 | 0.4898 | no |
| PNW | 2026-08-31 | 97.01 | 0.2248 | 0.4306 | no |
| PTC | 2026-08-31 | 155.50 | 0.3137 | 0.4744 | no |
| Q | 2026-08-31 | 120.25 | 0.2464 | 0.6108 | no |
| RF | 2026-08-31 | 29.94 | 0.3933 | 0.4486 | no |
| SNDK | 2026-08-31 | 1486.40 | 0.6693 | 0.6118 | no |
| SNPS | 2026-08-31 | 437.95 | 0.2140 | 0.4871 | no |
| STLD | 2026-08-31 | 235.37 | 0.2676 | 0.5208 | no |
| STX | 2026-08-31 | 826.50 | 0.8079 | 0.6325 | no |
| SWK | 2026-08-31 | 96.36 | 0.3818 | 0.4674 | no |
| SWKS | 2026-08-31 | 66.43 | 0.2415 | 0.6373 | no |
| SYF | 2026-08-31 | 77.40 | 0.2194 | 0.4249 | no |
| TER | 2026-08-31 | 357.22 | 0.6697 | 0.6809 | no |
| TGT | 2026-08-31 | 162.83 | 0.3108 | 0.4616 | no |
| VRT | 2026-08-31 | 258.18 | 0.5737 | 0.4956 | no |
| VST | 2026-08-31 | 136.79 | 0.2930 | 0.4610 | no |
| WDC | 2026-08-31 | 456.75 | 1.3465 | 0.6105 | no |
| ZBRA | 2026-08-31 | 355.40 | 0.3199 | 0.4766 | no |