Request pack
Formation comparison · 2025-01-27 · seed 73

One formation.
Four portfolio arms.

Formation 2025-01-27 · entry 2025-01-27 · seed 73 · 2025-W05

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW050607080910111213141516171819202122232425262728293020258.5%0%-18.1%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW0506070809101112131415161718192021222324252627282930202515.3%0%-22.8%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete-7.29%0.53%2025-02-19-15.93%
buy & holdparticipation factor overlay6 monthscomplete4.88%5.13%2025-07-23-15.93%
buy & holdQlib / Alpha158 baseline3 monthscomplete-5.69%0.58%2025-02-20-14.08%
buy & holdQlib / Alpha158 baseline6 monthscomplete5.66%5.95%2025-07-23-14.08%
weekly rebalanceparticipation factor overlay3 monthscomplete-7.36%0.38%2025-01-30-19.46%
weekly rebalanceparticipation factor overlay6 monthscomplete9.37%9.37%2025-07-25-19.46%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete-5.09%0.48%2025-01-27-17.33%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete11.58%11.58%2025-07-25-17.33%

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.

TickerEntry dateEntry openModel predictionParticipation scoreExcluded
ABNB2025-01-27125.940.25500.4533no
AES2025-01-2710.500.3323—no
AIG2025-01-2771.080.33300.4566no
AMAT2025-01-27177.140.26670.5597no
AMD2025-01-27117.800.20840.5364no
BIIB2025-01-27146.550.36540.4743no
BRK.B2025-01-27464.300.1612—no
COO2025-01-2797.740.19760.4072no
COP2025-01-2796.900.31390.4584no
CSCO2025-01-2759.390.24400.5306no
CSGP2025-01-2773.520.23860.4323no
CVS2025-01-2752.190.37060.4245no
CZR2025-01-2734.320.28050.4296no
DECK2025-01-27211.760.30330.4186no
DHI2025-01-27139.390.53220.4515no
DLR2025-01-27157.930.20350.4126no
DXCM2025-01-2788.580.16360.4509no
ED2025-01-2786.760.2588—no
EMR2025-01-27124.450.19800.5097no
EXPE2025-01-27168.380.21220.4825no
F2025-01-279.100.18230.4396no
FFIV2025-01-27266.190.17770.5139no
FTV2025-01-2759.680.25700.5009no
GL2025-01-27118.570.36260.4527no
IBM2025-01-27212.270.20850.4626no
IFF2025-01-2783.440.16880.4112no
INCY2025-01-2772.290.21860.4363no
INTC2025-01-2720.811.01670.5365no
IVZ2025-01-2716.380.17410.4944no
KMI2025-01-2727.040.20600.4860no
LHX2025-01-27214.190.29600.5163no
LMT2025-01-27477.130.24350.5132no
LUV2025-01-2730.970.17080.5502no
MCHP2025-01-2755.090.19090.5356no
MCO2025-01-27480.420.18520.4874no
MHK2025-01-27126.460.19020.4613no
MOS2025-01-2726.890.31120.4034no
NEE2025-01-2769.560.29780.4510no
NFLX2025-01-2797.110.3108—no
ODFL2025-01-27187.280.27220.4489no
ON2025-01-2754.890.48470.5146no
PCG2025-01-2716.220.23640.4312no
PHM2025-01-27113.360.28250.4779no
PKG2025-01-27230.220.35180.4372no
RTX2025-01-27122.970.19770.5022no
SHW2025-01-27354.310.45150.4177no
TEL2025-01-27147.500.31210.4594no
TJX2025-01-27120.470.16810.4135no
UPS2025-01-27119.610.22050.4577no
XOM2025-01-27103.080.36630.4226no