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 | 0.06% | 0.38% | 2026-09-14 | -1.25% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 0.06% | 0.38% | 2026-09-14 | -1.25% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -0.65% | 0.51% | 2026-09-14 | -1.59% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.65% | 0.51% | 2026-09-14 | -1.59% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 0.06% | 0.38% | 2026-09-14 | -1.25% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 0.06% | 0.38% | 2026-09-14 | -1.25% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -0.65% | 0.51% | 2026-09-14 | -1.59% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.65% | 0.51% | 2026-09-14 | -1.59% |
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 |
|---|---|---|---|---|---|
| ADBE | 2026-09-14 | 261.51 | 0.2772 | 0.4525 | no |
| ADSK | 2026-09-14 | 219.49 | 0.6716 | 0.4297 | no |
| AMAT | 2026-09-14 | 422.20 | 0.3859 | 0.6435 | no |
| AXON | 2026-09-14 | 477.52 | 0.5017 | 0.4799 | no |
| BA | 2026-09-14 | 208.21 | 0.2513 | 0.5314 | no |
| BLK | 2026-09-14 | 1073.71 | 0.2322 | 0.4463 | no |
| BRK.B | 2026-09-14 | 512.80 | 0.2821 | — | no |
| CDNS | 2026-09-14 | 288.00 | 0.5976 | 0.5949 | no |
| CIEN | 2026-09-14 | 326.98 | 0.8289 | 0.6163 | no |
| CMCSA | 2026-09-14 | 25.33 | 0.3918 | — | no |
| CME | 2026-09-14 | 279.78 | 0.2604 | 0.4778 | no |
| CRH | 2026-09-14 | 87.29 | 0.5675 | 0.4446 | no |
| CRL | 2026-09-14 | 278.27 | 0.4943 | 0.4760 | no |
| CTAS | 2026-09-14 | 203.41 | 0.3702 | 0.4885 | no |
| CTSH | 2026-09-14 | 62.40 | 0.3762 | 0.4330 | no |
| DECK | 2026-09-14 | 80.21 | 0.3791 | 0.4360 | no |
| DHI | 2026-09-14 | 136.75 | 0.3347 | 0.4381 | no |
| EXPE | 2026-09-14 | 284.60 | 0.2674 | 0.5150 | no |
| FDS | 2026-09-14 | 269.89 | 0.2603 | 0.4576 | no |
| FICO | 2026-09-14 | 1002.00 | 0.5675 | 0.4310 | no |
| GILD | 2026-09-14 | 143.45 | 0.2320 | 0.5726 | no |
| GNRC | 2026-09-14 | 179.64 | 0.2981 | 0.4270 | no |
| GWW | 2026-09-14 | 1280.15 | 0.2372 | 0.4393 | no |
| HLT | 2026-09-14 | 306.20 | 0.2944 | 0.4502 | no |
| HWM | 2026-09-14 | 226.24 | 0.4191 | 0.5240 | no |
| INTU | 2026-09-14 | 332.02 | 0.4649 | 0.4376 | no |
| IQV | 2026-09-14 | 265.77 | 0.4021 | 0.4586 | no |
| JBL | 2026-09-14 | 302.47 | 0.2417 | 0.4907 | no |
| KLAC | 2026-09-14 | 168.08 | 0.2520 | 0.6554 | no |
| LEN | 2026-09-14 | 78.79 | 0.3284 | 0.4580 | no |
| LULU | 2026-09-14 | 99.28 | 0.3947 | 0.4285 | no |
| MAS | 2026-09-14 | 67.44 | 0.2270 | 0.4445 | no |
| MPWR | 2026-09-14 | 1184.43 | 0.3726 | 0.6024 | no |
| MSFT | 2026-09-14 | 497.06 | 0.2878 | 0.4757 | no |
| NWS | 2026-09-14 | 33.20 | 0.2258 | — | no |
| PANW | 2026-09-14 | 346.49 | 0.4832 | 0.5248 | no |
| PSX | 2026-09-14 | 263.10 | 0.3947 | 0.5374 | no |
| SNDK | 2026-09-14 | 1521.53 | 0.8781 | 0.6118 | no |
| STX | 2026-09-14 | 778.12 | 0.5881 | 0.6321 | no |
| SYY | 2026-09-14 | 84.32 | 0.2927 | 0.4848 | no |
| TDG | 2026-09-14 | 1124.00 | 0.2934 | 0.5334 | no |
| TER | 2026-09-14 | 347.12 | 0.5603 | 0.6809 | no |
| TPR | 2026-09-14 | 118.69 | 0.2254 | 0.4223 | no |
| TRV | 2026-09-14 | 383.00 | 0.2368 | 0.4872 | no |
| VLO | 2026-09-14 | 395.26 | 0.3267 | 0.5201 | no |
| VRT | 2026-09-14 | 228.00 | 1.1254 | 0.4951 | no |
| VST | 2026-09-14 | 144.00 | 0.2447 | 0.4610 | no |
| WDAY | 2026-09-14 | 191.73 | 0.3185 | 0.4314 | no |
| WDC | 2026-09-14 | 417.32 | 0.6044 | 0.6099 | no |
| WTW | 2026-09-14 | 318.60 | 0.3252 | 0.4829 | no |