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 | -1.46% | 1.07% | 2026-09-04 | -4.39% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.46% | 1.07% | 2026-09-04 | -4.39% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -1.77% | 0.83% | 2026-09-04 | -4.33% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -1.77% | 0.83% | 2026-09-04 | -4.33% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -1.18% | 1.07% | 2026-09-04 | -3.10% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -1.18% | 1.07% | 2026-09-04 | -3.10% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -0.57% | 0.83% | 2026-09-04 | -2.08% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.57% | 0.83% | 2026-09-04 | -2.08% |
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 | 0.5324 | 0.5266 | no |
| ADBE | 2026-08-31 | 287.65 | 0.5761 | 0.4432 | no |
| AMAT | 2026-08-31 | 462.41 | 0.3713 | 0.6435 | no |
| AVY | 2026-08-31 | 175.86 | 0.1908 | 0.4415 | no |
| CARR | 2026-08-31 | 58.46 | 0.1918 | 0.4796 | no |
| CCL | 2026-08-31 | 24.50 | 0.3266 | 0.4840 | no |
| CMCSA | 2026-08-31 | 26.83 | 0.1818 | — | no |
| CME | 2026-08-31 | 282.82 | 0.2034 | 0.4772 | no |
| CMI | 2026-08-31 | 565.48 | 0.2281 | 0.4819 | no |
| COIN | 2026-08-31 | 178.51 | 0.3029 | 0.4667 | no |
| CRL | 2026-08-31 | 285.91 | 1.0857 | 0.4760 | no |
| CSCO | 2026-08-31 | 110.28 | 0.2214 | 0.6294 | no |
| CTAS | 2026-08-31 | 203.30 | 0.2390 | 0.4873 | no |
| CTSH | 2026-08-31 | 63.34 | 0.6367 | 0.4330 | no |
| DECK | 2026-08-31 | 87.61 | 0.5076 | 0.4369 | no |
| DHR | 2026-08-31 | 213.45 | 0.3841 | 0.4655 | no |
| DTE | 2026-08-31 | 135.51 | 0.2754 | 0.4408 | no |
| DUK | 2026-08-31 | 119.60 | 0.3573 | 0.4569 | no |
| ED | 2026-08-31 | 106.79 | 0.2016 | — | no |
| ES | 2026-08-31 | 70.06 | 0.1977 | 0.4228 | no |
| EXPE | 2026-08-31 | 325.24 | 0.1978 | 0.5150 | no |
| FOX | 2026-08-31 | 60.82 | 0.4579 | — | no |
| GEV | 2026-08-31 | 884.90 | 0.2904 | 0.5299 | no |
| GLW | 2026-08-31 | 148.17 | 0.4226 | 0.5820 | no |
| GNRC | 2026-08-31 | 184.09 | 0.5414 | 0.4270 | no |
| HOOD | 2026-08-31 | 103.42 | 0.6623 | 0.4254 | no |
| IQV | 2026-08-31 | 258.07 | 0.1843 | 0.4581 | no |
| KLAC | 2026-08-31 | 176.86 | 0.5290 | 0.6554 | no |
| MRK | 2026-08-31 | 146.14 | 0.1897 | 0.5054 | no |
| MRSH | 2026-08-31 | 191.99 | 0.2185 | 0.4949 | no |
| MRVL | 2026-08-31 | 216.30 | 0.5658 | 0.6567 | no |
| MU | 2026-08-31 | 931.39 | 0.5392 | 0.6551 | no |
| NTAP | 2026-08-31 | 188.66 | 0.1807 | 0.5877 | no |
| NWSA | 2026-08-31 | 30.72 | 0.2946 | 0.5259 | no |
| PNW | 2026-08-31 | 97.01 | 0.2940 | 0.4306 | no |
| PTC | 2026-08-31 | 155.50 | 0.5286 | 0.4744 | no |
| Q | 2026-08-31 | 120.25 | 0.2412 | 0.6108 | no |
| RF | 2026-08-31 | 29.94 | 0.2241 | 0.4486 | no |
| SNDK | 2026-08-31 | 1486.40 | 0.9256 | 0.6118 | no |
| SO | 2026-08-31 | 88.04 | 0.2167 | 0.4396 | no |
| SPGI | 2026-08-31 | 440.00 | 0.2364 | 0.4370 | no |
| STX | 2026-08-31 | 826.50 | 0.7156 | 0.6325 | no |
| SWK | 2026-08-31 | 96.36 | 0.1862 | 0.4674 | no |
| SWKS | 2026-08-31 | 66.43 | 0.2540 | 0.6373 | no |
| TER | 2026-08-31 | 357.22 | 0.3796 | 0.6809 | no |
| TGT | 2026-08-31 | 162.83 | 0.2747 | 0.4616 | no |
| UHS | 2026-08-31 | 170.89 | 0.2285 | 0.5370 | no |
| VRT | 2026-08-31 | 258.18 | 0.4837 | 0.4956 | no |
| VST | 2026-08-31 | 136.79 | 0.3331 | 0.4610 | no |
| WDC | 2026-08-31 | 456.75 | 1.0737 | 0.6105 | no |