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 | -0.25% | 0.02% | 2026-09-14 | -1.12% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -0.25% | 0.02% | 2026-09-14 | -1.12% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -0.32% | 0.22% | 2026-09-14 | -1.21% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.32% | 0.22% | 2026-09-14 | -1.21% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -0.25% | 0.02% | 2026-09-14 | -1.12% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -0.25% | 0.02% | 2026-09-14 | -1.12% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -0.32% | 0.22% | 2026-09-14 | -1.21% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -0.32% | 0.22% | 2026-09-14 | -1.21% |
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 |
|---|---|---|---|---|---|
| ADSK | 2026-09-14 | 219.49 | 0.7660 | 0.4297 | no |
| AMAT | 2026-09-14 | 422.20 | 0.2741 | 0.6435 | no |
| ATO | 2026-09-14 | 164.16 | 0.2365 | 0.5356 | no |
| AXON | 2026-09-14 | 477.52 | 0.4225 | 0.4799 | no |
| BKNG | 2026-09-14 | 176.12 | 0.3739 | 0.4896 | no |
| CB | 2026-09-14 | 342.71 | 0.2583 | 0.5070 | no |
| CDNS | 2026-09-14 | 288.00 | 0.5669 | 0.5949 | no |
| CIEN | 2026-09-14 | 326.98 | 0.9013 | 0.6163 | no |
| COHR | 2026-09-14 | 283.75 | 0.4371 | 0.6280 | no |
| CRH | 2026-09-14 | 87.29 | 0.5829 | 0.4446 | no |
| CRL | 2026-09-14 | 278.27 | 0.7013 | 0.4760 | no |
| CTAS | 2026-09-14 | 203.41 | 0.2459 | 0.4885 | no |
| CTSH | 2026-09-14 | 62.40 | 0.4632 | 0.4330 | no |
| DECK | 2026-09-14 | 80.21 | 0.3131 | 0.4360 | no |
| DHI | 2026-09-14 | 136.75 | 0.4168 | 0.4381 | no |
| DHR | 2026-09-14 | 202.48 | 0.2983 | 0.4655 | no |
| EMR | 2026-09-14 | 148.38 | 0.2634 | 0.4664 | no |
| EXPE | 2026-09-14 | 284.60 | 0.4518 | 0.5150 | no |
| FICO | 2026-09-14 | 1002.00 | 0.5356 | 0.4310 | no |
| FOX | 2026-09-14 | 59.13 | 0.3446 | — | no |
| GLW | 2026-09-14 | 150.65 | 0.2903 | 0.5820 | no |
| GM | 2026-09-14 | 85.84 | 0.2655 | 0.4378 | no |
| GNRC | 2026-09-14 | 179.64 | 0.6795 | 0.4270 | no |
| GPC | 2026-09-14 | 132.96 | 0.3096 | 0.4870 | no |
| GS | 2026-09-14 | 1010.00 | 0.2305 | 0.4507 | no |
| HLT | 2026-09-14 | 306.20 | 0.2706 | 0.4502 | no |
| HWM | 2026-09-14 | 226.24 | 0.3090 | 0.5240 | no |
| INTU | 2026-09-14 | 332.02 | 0.4123 | 0.4376 | no |
| LEN | 2026-09-14 | 78.79 | 0.2972 | 0.4580 | no |
| LULU | 2026-09-14 | 99.28 | 0.5090 | 0.4285 | no |
| LYB | 2026-09-14 | 64.30 | 0.2417 | 0.4300 | no |
| MPC | 2026-09-14 | 401.00 | 0.2343 | 0.5369 | no |
| MPWR | 2026-09-14 | 1184.43 | 0.3106 | 0.6024 | no |
| MS | 2026-09-14 | 211.66 | 0.2517 | 0.4577 | no |
| NFLX | 2026-09-14 | 78.97 | 0.3029 | — | no |
| NWS | 2026-09-14 | 33.20 | 0.2504 | — | no |
| NWSA | 2026-09-14 | 29.65 | 0.3104 | 0.5259 | no |
| ODFL | 2026-09-14 | 179.58 | 0.2431 | 0.4725 | no |
| PSX | 2026-09-14 | 263.10 | 0.4266 | 0.5374 | no |
| ROST | 2026-09-14 | 230.54 | 0.2298 | 0.4426 | no |
| SNDK | 2026-09-14 | 1521.53 | 1.1209 | 0.6118 | no |
| STX | 2026-09-14 | 778.12 | 0.4884 | 0.6321 | no |
| SYY | 2026-09-14 | 84.32 | 0.3011 | 0.4848 | no |
| TER | 2026-09-14 | 347.12 | 0.4357 | 0.6809 | no |
| TRV | 2026-09-14 | 383.00 | 0.3044 | 0.4872 | no |
| VMC | 2026-09-14 | 250.81 | 0.2875 | 0.4643 | no |
| VRT | 2026-09-14 | 228.00 | 1.0525 | 0.4951 | no |
| WAB | 2026-09-14 | 278.58 | 0.2577 | 0.4946 | no |
| WDC | 2026-09-14 | 417.32 | 0.5227 | 0.6099 | no |
| WTW | 2026-09-14 | 318.60 | 0.2430 | 0.4829 | no |