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 | 0.34% | 0.43% | 2026-09-14 | -0.93% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 0.34% | 0.43% | 2026-09-14 | -0.93% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 0.04% | 0.48% | 2026-09-14 | -1.26% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 0.04% | 0.48% | 2026-09-14 | -1.26% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 0.34% | 0.43% | 2026-09-14 | -0.93% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 0.34% | 0.43% | 2026-09-14 | -0.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 0.04% | 0.48% | 2026-09-14 | -1.26% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 0.04% | 0.48% | 2026-09-14 | -1.26% |
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 |
|---|---|---|---|---|---|
| ABBV | 2026-09-14 | 261.67 | 0.2664 | 0.5112 | no |
| ACGL | 2026-09-14 | 97.44 | 0.2624 | 0.5137 | no |
| ADBE | 2026-09-14 | 261.51 | 0.2718 | 0.4525 | no |
| ADSK | 2026-09-14 | 219.49 | 0.4514 | 0.4297 | no |
| AJG | 2026-09-14 | 245.58 | 0.2440 | 0.4765 | no |
| AXON | 2026-09-14 | 477.52 | 0.7485 | 0.4799 | no |
| BA | 2026-09-14 | 208.21 | 0.2331 | 0.5314 | no |
| BKNG | 2026-09-14 | 176.12 | 0.3629 | 0.4896 | no |
| BRK.B | 2026-09-14 | 512.80 | 0.2599 | — | no |
| BRO | 2026-09-14 | 67.47 | 0.2794 | 0.4980 | no |
| CDNS | 2026-09-14 | 288.00 | 0.5559 | 0.5949 | no |
| CIEN | 2026-09-14 | 326.98 | 0.7339 | 0.6163 | no |
| CMCSA | 2026-09-14 | 25.33 | 0.2616 | — | no |
| COHR | 2026-09-14 | 283.75 | 0.3231 | 0.6280 | no |
| CRH | 2026-09-14 | 87.29 | 0.6010 | 0.4446 | no |
| CRL | 2026-09-14 | 278.27 | 0.5160 | 0.4760 | no |
| CTAS | 2026-09-14 | 203.41 | 0.3683 | 0.4885 | no |
| CTSH | 2026-09-14 | 62.40 | 0.8745 | 0.4330 | no |
| DAL | 2026-09-14 | 77.56 | 0.2689 | 0.5314 | no |
| DD | 2026-09-14 | 125.00 | 0.2374 | 0.4569 | no |
| DECK | 2026-09-14 | 80.21 | 0.2803 | 0.4360 | no |
| DHI | 2026-09-14 | 136.75 | 0.5487 | 0.4381 | no |
| DTE | 2026-09-14 | 133.05 | 0.3407 | 0.4408 | no |
| FCX | 2026-09-14 | 67.32 | 0.3545 | 0.5050 | no |
| FICO | 2026-09-14 | 1002.00 | 0.6779 | 0.4310 | no |
| GNRC | 2026-09-14 | 179.64 | 0.4905 | 0.4270 | no |
| GPC | 2026-09-14 | 132.96 | 0.3837 | 0.4870 | no |
| HWM | 2026-09-14 | 226.24 | 0.3074 | 0.5240 | no |
| INTU | 2026-09-14 | 332.02 | 0.3137 | 0.4376 | no |
| IQV | 2026-09-14 | 265.77 | 0.4080 | 0.4586 | no |
| LEN | 2026-09-14 | 78.79 | 0.3984 | 0.4580 | no |
| LULU | 2026-09-14 | 99.28 | 0.4488 | 0.4285 | no |
| MAR | 2026-09-14 | 333.24 | 0.3199 | 0.4495 | no |
| MLM | 2026-09-14 | 504.91 | 0.3185 | 0.5022 | no |
| MPC | 2026-09-14 | 401.00 | 0.3311 | 0.5369 | no |
| MU | 2026-09-14 | 906.03 | 0.4642 | 0.6551 | no |
| NCLH | 2026-09-14 | 14.51 | 0.2502 | 0.4891 | no |
| NWSA | 2026-09-14 | 29.65 | 0.2279 | 0.5259 | no |
| PANW | 2026-09-14 | 346.49 | 0.4660 | 0.5248 | no |
| PSX | 2026-09-14 | 263.10 | 0.4440 | 0.5374 | no |
| SNDK | 2026-09-14 | 1521.53 | 0.7955 | 0.6118 | no |
| SRE | 2026-09-14 | 83.63 | 0.2365 | 0.4659 | no |
| STX | 2026-09-14 | 778.12 | 0.4716 | 0.6321 | no |
| SYY | 2026-09-14 | 84.32 | 0.3252 | 0.4848 | no |
| TER | 2026-09-14 | 347.12 | 0.8224 | 0.6809 | no |
| TRV | 2026-09-14 | 383.00 | 0.2997 | 0.4872 | no |
| VLO | 2026-09-14 | 395.26 | 0.3978 | 0.5201 | no |
| VRT | 2026-09-14 | 228.00 | 1.1134 | 0.4951 | no |
| WDC | 2026-09-14 | 417.32 | 0.7124 | 0.6099 | no |
| WTW | 2026-09-14 | 318.60 | 0.3290 | 0.4829 | no |