Request pack
Formation comparison · 2025-04-14 · seed 101

One formation.
Four portfolio arms.

Formation 2025-04-14 · entry 2025-04-14 · seed 101 · 2025-W16

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW161718192021222324252627282930313233343536373839404142202532.7%0%-7.8%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW161718192021222324252627282930313233343536373839404142202531.8%0%-7.8%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete22.61%23.55%2025-07-10-4.18%
buy & holdparticipation factor overlay6 monthscomplete26.32%28.78%2025-09-18-5.02%
buy & holdQlib / Alpha158 baseline3 monthscomplete18.88%20.26%2025-07-10-4.24%
buy & holdQlib / Alpha158 baseline6 monthscomplete23.10%25.23%2025-10-03-4.91%
weekly rebalanceparticipation factor overlay3 monthscomplete21.91%23.10%2025-07-03-3.70%
weekly rebalanceparticipation factor overlay6 monthscomplete24.98%27.96%2025-10-03-3.87%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete20.43%22.41%2025-07-10-3.97%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete25.48%27.68%2025-10-03-3.97%

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
ALGN2025-04-14166.420.58240.4179no
BAC2025-04-1435.320.26530.4448no
BLDR2025-04-14123.280.48530.4560no
BX2025-04-14124.120.34870.4718no
CAT2025-04-14293.510.31870.4558no
CMI2025-04-14283.240.57080.4659no
CNP2025-04-1435.400.26720.4529no
CRM2025-04-14256.960.49310.4659no
CSX2025-04-1427.620.23120.4129no
EMR2025-04-1499.750.52830.4958no
FDX2025-04-14165.650.28560.4328no
FITB2025-04-1432.820.61300.4116no
GEHC2025-04-1463.740.37740.4542no
GLW2025-04-1441.830.35560.4870no
HPE2025-04-1414.410.32040.4998no
IR2025-04-1473.910.32390.4982no
IRM2025-04-1480.700.29600.4232no
J2025-04-14115.640.33860.4695no
JBHT2025-04-14132.840.34990.4363no
KEY2025-04-1413.170.23090.4306no
LEN2025-04-14104.320.75000.4449no
LUV2025-04-1425.650.29030.4589no
MAS2025-04-1461.310.35410.4594no
MDLZ2025-04-1464.010.32350.4194no
MGM2025-04-1429.970.35380.4257no
MHK2025-04-14107.140.29520.4526no
MLM2025-04-14490.420.34660.4640no
MTB2025-04-14150.370.87070.4256no
NUE2025-04-14111.120.37120.4347no
NVR2025-04-147292.500.2896—no
ON2025-04-1435.860.24400.5112no
PCAR2025-04-1488.230.24740.4670no
PNC2025-04-14146.370.68200.4333no
PNR2025-04-1482.190.35780.4746no
RF2025-04-1418.170.29860.4272no
RJF2025-04-14135.620.25040.4770no
RL2025-04-14202.330.26130.4213no
ROK2025-04-14228.810.39240.4548no
SNPS2025-04-14428.900.30160.5145no
STT2025-04-1478.260.25080.4536no
SW2025-04-1439.950.26590.4499no
SYF2025-04-1446.420.23910.4579no
SYK2025-04-14350.420.31110.4490no
TGT2025-04-1488.760.44010.5191no
TSLA2025-04-14258.360.67350.4887no
TT2025-04-14346.520.31100.4952no
USB2025-04-1436.630.43570.4537no
WBD2025-04-148.100.41600.4207no
WYNN2025-04-1473.360.34510.4259no
ZBRA2025-04-14233.770.80410.4357no