Request pack
Formation comparison · 2025-03-03 · seed 101

One formation.
Four portfolio arms.

Formation 2025-03-03 · entry 2025-03-03 · seed 101 · 2025-W10

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW101112131415161718192021222324252627282930313233343536202510.5%0%-21.1%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW101112131415161718192021222324252627282930313233343536202519.3%0%-20.6%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete-2.89%0.00%2025-03-03-17.63%
buy & holdparticipation factor overlay6 monthscomplete6.36%7.46%2025-08-22-17.63%
buy & holdQlib / Alpha158 baseline3 monthscomplete-4.23%0.00%2025-03-03-18.03%
buy & holdQlib / Alpha158 baseline6 monthscomplete5.08%6.38%2025-08-22-18.03%
weekly rebalanceparticipation factor overlay3 monthscomplete7.66%8.89%2025-05-16-16.72%
weekly rebalanceparticipation factor overlay6 monthscomplete13.08%15.48%2025-08-22-16.72%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete6.42%7.61%2025-05-16-16.40%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete12.07%14.31%2025-08-22-16.40%

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
AES2025-03-0310.290.1935—no
AJG2025-03-03330.940.28360.4633no
ALGN2025-03-03188.630.20460.4128no
AMD2025-03-03101.520.42810.5506no
ANET2025-03-0393.070.49650.4932no
APO2025-03-03147.370.4047—no
BX2025-03-03153.960.21930.4846no
CDW2025-03-03174.760.16880.5093no
CVS2025-03-0362.410.20240.4060no
DECK2025-03-03140.170.17600.4615no
DHI2025-03-03124.770.34600.4475no
EIX2025-03-0350.210.49910.4396no
EOG2025-03-03120.560.19620.5819no
ERIE2025-03-03414.340.1836—no
FSLR2025-03-03135.280.50870.4315no
GDDY2025-03-03180.660.27030.4149no
GEN2025-03-0326.910.17070.5646no
HLT2025-03-03264.080.17490.4240no
HON2025-03-03205.080.21630.5038no
HPE2025-03-0319.310.23260.5165no
IQV2025-03-03187.720.22560.4057no
JBHT2025-03-03159.680.20760.4614no
JBL2025-03-03155.820.18070.4960no
MCHP2025-03-0360.040.36550.5351no
MKTX2025-03-03188.510.19980.5171no
MSI2025-03-03430.670.22500.5432no
NUE2025-03-03136.620.21630.4289no
OKE2025-03-0392.860.28600.4710no
ON2025-03-0347.591.01250.5249no
PFE2025-03-0323.770.21610.4913no
PGR2025-03-03264.960.21870.4587no
PH2025-03-03665.320.17920.5105no
PNC2025-03-03182.720.18740.4402no
PODD2025-03-03272.870.15260.4524no
PRU2025-03-03107.260.22330.4610no
STX2025-03-03100.740.17100.5322no
SWKS2025-03-0363.880.15890.5473no
SYY2025-03-0372.610.14990.4635no
TER2025-03-03110.470.17930.5444no
TFC2025-03-0343.510.36610.4555no
TROW2025-03-0397.150.20580.5056no
TXN2025-03-03190.970.20780.5095no
TXT2025-03-0375.360.15700.5080no
TYL2025-03-03612.160.20460.4569no
URI2025-03-03638.920.18780.4268no
VRSN2025-03-03233.640.40480.4437no
VRTX2025-03-03477.820.15800.4459no
VTRS2025-03-038.640.49680.4257no
WTW2025-03-03333.980.26110.4465no
ZBRA2025-03-03315.090.37180.4435no