Request pack
Formation comparison · 2025-02-24 · seed 73

One formation.
Four portfolio arms.

Formation 2025-02-24 · entry 2025-02-24 · seed 73 · 2025-W09

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW091011121314151617181920212223242526272829303132333420258.3%0%-19.3%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW0910111213141516171819202122232425262728293031323334202519.4%0%-19.9%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete-4.97%0.00%2025-02-24-16.59%
buy & holdparticipation factor overlay6 monthscomplete5.61%5.61%2025-08-22-16.59%
buy & holdQlib / Alpha158 baseline3 monthscomplete-5.99%0.00%2025-02-24-16.53%
buy & holdQlib / Alpha158 baseline6 monthscomplete4.12%4.12%2025-08-22-16.53%
weekly rebalanceparticipation factor overlay3 monthscomplete4.00%7.59%2025-05-16-16.09%
weekly rebalanceparticipation factor overlay6 monthscomplete15.57%15.57%2025-08-22-16.09%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete4.78%8.71%2025-05-16-15.04%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete15.61%15.61%2025-08-22-15.04%

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
AAPL2025-02-24243.430.45710.5015no
ABBV2025-02-24192.300.28320.4513no
ACGL2025-02-2488.440.20000.4371no
ADSK2025-02-24287.000.25780.4469no
AES2025-02-249.760.7147—no
AJG2025-02-24319.710.36480.4634no
AMD2025-02-24111.490.32790.5502no
AME2025-02-24184.030.22380.4898no
APO2025-02-24148.360.2288—no
BIIB2025-02-24141.280.18710.4882no
CARR2025-02-2465.820.20120.5015no
COO2025-02-2488.540.19580.4072no
COR2025-02-24239.430.21260.4032no
CRM2025-02-24307.380.30050.5063no
DHI2025-02-24123.870.33460.4483no
DTE2025-02-24126.080.18720.4533no
DVN2025-02-2435.890.29920.5050no
FDS2025-02-24450.390.28900.4936no
GD2025-02-24237.810.31230.4844no
GE2025-02-24200.940.16550.4937no
GL2025-02-24122.010.19830.4654no
GNRC2025-02-24138.600.25270.4034no
GOOGL2025-02-24180.930.31500.5476no
GPN2025-02-24100.950.33510.4054no
HLT2025-02-24261.270.27520.4245no
LDOS2025-02-24128.740.32300.5086no
LKQ2025-02-2438.230.24020.5016no
LULU2025-02-24364.000.26350.4201no
MCHP2025-02-2458.560.73530.5342no
MRNA2025-02-2433.880.47180.4371no
NCLH2025-02-2424.790.17700.4537no
NXPI2025-02-24229.420.27080.5257no
ON2025-02-2454.330.20410.5243no
PEG2025-02-2479.000.26310.4415no
PFE2025-02-2423.800.41810.4913no
PH2025-02-24661.330.17370.5105no
PHM2025-02-24101.720.24000.4458no
POOL2025-02-24332.240.43020.4362no
PRU2025-02-24101.930.19630.4610no
ROST2025-02-24134.770.44130.4338no
SHW2025-02-24341.260.29460.4176no
TFC2025-02-2443.020.25750.4555no
TROW2025-02-2497.270.28350.5056no
TSLA2025-02-24338.140.54630.4479no
TXN2025-02-24193.970.32780.5086no
ULTA2025-02-24361.510.22490.4258no
VLO2025-02-24129.800.25180.4143no
VRSN2025-02-24228.370.24020.4437no
VRTX2025-02-24482.840.31180.4459no
ZBRA2025-02-24313.030.28100.4435no