Request pack
Formation comparison · 2025-03-24 · seed 101

One formation.
Four portfolio arms.

Formation 2025-03-24 · entry 2025-03-24 · seed 101 · 2025-W13

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW131415161718192021222324252627282930313233343536373839202521.9%0%-16.1%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW131415161718192021222324252627282930313233343536373839202524.6%0%-18.3%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete8.01%8.01%2025-06-24-13.05%
buy & holdparticipation factor overlay6 monthscomplete17.66%18.20%2025-09-23-13.05%
buy & holdQlib / Alpha158 baseline3 monthscomplete6.48%6.48%2025-06-24-12.30%
buy & holdQlib / Alpha158 baseline6 monthscomplete13.40%13.70%2025-09-23-12.30%
weekly rebalanceparticipation factor overlay3 monthscomplete14.11%14.11%2025-06-24-14.75%
weekly rebalanceparticipation factor overlay6 monthscomplete20.05%20.43%2025-09-22-14.75%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete13.49%13.49%2025-06-24-14.52%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete19.13%19.63%2025-09-22-14.52%

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
ABT2025-03-24123.210.23780.4456no
ADBE2025-03-24392.470.25020.4830no
AMAT2025-03-24153.770.45120.5623no
AMD2025-03-24109.730.18460.5506no
CAG2025-03-2423.000.17110.4033no
CDW2025-03-24164.610.20050.5087no
COR2025-03-24265.240.21710.4035no
CRWD2025-03-2492.500.58860.5501no
DAL2025-03-2446.930.19960.5352no
DELL2025-03-2497.710.30290.4967no
DG2025-03-2479.910.19950.5263no
DLR2025-03-24146.100.21490.4243no
EFX2025-03-24241.780.21670.4913no
ETN2025-03-24295.290.38170.5093no
EVRG2025-03-2464.160.19960.4806no
EW2025-03-2470.830.24690.4360no
FSLR2025-03-24133.710.61010.4315no
GE2025-03-24205.570.23140.4930no
GOOGL2025-03-24166.290.18130.5476no
HD2025-03-24340.790.30810.5253no
HII2025-03-24196.810.46370.4783no
HPQ2025-03-2427.070.37260.4985no
HUBB2025-03-24338.440.21730.4993no
IQV2025-03-24187.070.27630.4059no
JBL2025-03-24147.700.18540.5018no
LEN2025-03-24111.780.50570.4484no
LHX2025-03-24203.810.18140.5189no
LMT2025-03-24409.090.22630.5063no
LUV2025-03-2433.800.20430.4915no
META2025-03-24612.490.24990.5457no
MKTX2025-03-24211.190.17620.5170no
MLM2025-03-24479.660.23820.4648no
MMM2025-03-24147.540.23660.5132no
MTCH2025-03-2429.940.32080.4293no
NDSN2025-03-24201.010.17190.4543no
ON2025-03-2445.330.31560.5249no
PCAR2025-03-2495.400.22250.4821no
PH2025-03-24626.140.22030.5100no
SHW2025-03-24335.070.18900.4178no
SPG2025-03-24151.490.21190.4028no
SRE2025-03-2467.460.20860.4583no
SW2025-03-2442.420.41370.4430no
SYY2025-03-2468.370.24370.4643no
TJX2025-03-24114.850.20930.4363no
TRMB2025-03-2472.000.25770.4444no
TSLA2025-03-24258.080.18280.4910no
UPS2025-03-24104.850.19920.4344no
VRTX2025-03-24505.000.20460.4459no
VTRS2025-03-248.670.51060.4257no
WDC2025-03-2444.480.42440.5369no