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 | 0.21% | 0.28% | 2026-09-17 | -0.93% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | 0.21% | 0.28% | 2026-09-17 | -0.93% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 0.15% | 0.27% | 2026-09-14 | -0.82% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 0.15% | 0.27% | 2026-09-14 | -0.82% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | 0.21% | 0.28% | 2026-09-17 | -0.93% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | 0.21% | 0.28% | 2026-09-17 | -0.93% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | 0.15% | 0.27% | 2026-09-14 | -0.82% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | 0.15% | 0.27% | 2026-09-14 | -0.82% |
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 | 0.2578 | 0.5112 | no |
| ACGL | 2026-09-14 | 97.44 | 0.3231 | 0.5137 | no |
| ADBE | 2026-09-14 | 261.51 | 0.5460 | 0.4525 | no |
| ADSK | 2026-09-14 | 219.49 | 0.4269 | 0.4297 | no |
| AMAT | 2026-09-14 | 422.20 | 0.2636 | 0.6435 | no |
| ATO | 2026-09-14 | 164.16 | 0.2470 | 0.5356 | no |
| AXON | 2026-09-14 | 477.52 | 0.8683 | 0.4799 | no |
| BKNG | 2026-09-14 | 176.12 | 0.2754 | 0.4896 | no |
| CB | 2026-09-14 | 342.71 | 0.2596 | 0.5070 | no |
| CDNS | 2026-09-14 | 288.00 | 0.6127 | 0.5949 | no |
| CIEN | 2026-09-14 | 326.98 | 0.9923 | 0.6163 | no |
| CMCSA | 2026-09-14 | 25.33 | 0.2673 | — | no |
| COHR | 2026-09-14 | 283.75 | 0.4100 | 0.6280 | no |
| CRH | 2026-09-14 | 87.29 | 0.6086 | 0.4446 | no |
| CRL | 2026-09-14 | 278.27 | 0.7079 | 0.4760 | no |
| CTAS | 2026-09-14 | 203.41 | 0.3275 | 0.4885 | no |
| CTSH | 2026-09-14 | 62.40 | 0.3926 | 0.4330 | no |
| CVS | 2026-09-14 | 95.44 | 0.2410 | 0.4829 | no |
| DAL | 2026-09-14 | 77.56 | 0.2632 | 0.5314 | no |
| DD | 2026-09-14 | 125.00 | 0.3155 | 0.4569 | no |
| DECK | 2026-09-14 | 80.21 | 0.3266 | 0.4360 | no |
| DHI | 2026-09-14 | 136.75 | 0.2453 | 0.4381 | no |
| FCX | 2026-09-14 | 67.32 | 0.2474 | 0.5050 | no |
| FDX | 2026-09-14 | 311.67 | 0.2538 | 0.4804 | no |
| FICO | 2026-09-14 | 1002.00 | 0.7291 | 0.4310 | no |
| GNRC | 2026-09-14 | 179.64 | 0.6759 | 0.4270 | no |
| GPC | 2026-09-14 | 132.96 | 0.3943 | 0.4870 | no |
| HWM | 2026-09-14 | 226.24 | 0.2934 | 0.5240 | no |
| INTU | 2026-09-14 | 332.02 | 0.3409 | 0.4376 | no |
| IQV | 2026-09-14 | 265.77 | 0.2610 | 0.4586 | no |
| JBL | 2026-09-14 | 302.47 | 0.4640 | 0.4907 | no |
| LEN | 2026-09-14 | 78.79 | 0.2545 | 0.4580 | no |
| LULU | 2026-09-14 | 99.28 | 0.2484 | 0.4285 | no |
| MCK | 2026-09-14 | 900.00 | 0.2742 | 0.4614 | no |
| MPC | 2026-09-14 | 401.00 | 0.3817 | 0.5369 | no |
| MU | 2026-09-14 | 906.03 | 0.2631 | 0.6551 | no |
| NCLH | 2026-09-14 | 14.51 | 0.2599 | 0.4891 | no |
| NFLX | 2026-09-14 | 78.97 | 0.2461 | — | no |
| PANW | 2026-09-14 | 346.49 | 0.4099 | 0.5248 | no |
| PEG | 2026-09-14 | 72.31 | 0.2474 | 0.4456 | no |
| PSX | 2026-09-14 | 263.10 | 0.7841 | 0.5374 | no |
| SNDK | 2026-09-14 | 1521.53 | 1.2082 | 0.6118 | no |
| STX | 2026-09-14 | 778.12 | 0.4952 | 0.6321 | no |
| TDG | 2026-09-14 | 1124.00 | 0.4489 | 0.5334 | no |
| TER | 2026-09-14 | 347.12 | 0.4528 | 0.6809 | no |
| TPR | 2026-09-14 | 118.69 | 0.2823 | 0.4223 | no |
| VLO | 2026-09-14 | 395.26 | 0.3433 | 0.5201 | no |
| VMC | 2026-09-14 | 250.81 | 0.3632 | 0.4643 | no |
| VRT | 2026-09-14 | 228.00 | 0.9876 | 0.4951 | no |
| WDC | 2026-09-14 | 417.32 | 0.9016 | 0.6099 | no |