Request pack
Formation comparison · 2025-04-14 · seed 19

One formation.
Four portfolio arms.

Formation 2025-04-14 · entry 2025-04-14 · seed 19 · 2025-W16

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW161718192021222324252627282930313233343536373839404142202536.0%0%-8.3%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW161718192021222324252627282930313233343536373839404142202534.7%0%-8.3%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete24.82%25.44%2025-07-10-4.28%
buy & holdparticipation factor overlay6 monthscomplete28.62%31.75%2025-09-18-5.69%
buy & holdQlib / Alpha158 baseline3 monthscomplete22.94%23.91%2025-07-10-4.57%
buy & holdQlib / Alpha158 baseline6 monthscomplete27.84%30.15%2025-09-18-5.10%
weekly rebalanceparticipation factor overlay3 monthscomplete21.23%22.30%2025-07-03-3.75%
weekly rebalanceparticipation factor overlay6 monthscomplete27.09%30.51%2025-10-03-4.41%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete19.84%21.30%2025-07-03-4.16%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete23.42%26.50%2025-10-03-4.16%

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
ALGN2025-04-14166.420.48480.4179no
APO2025-04-14125.010.3510—no
BAC2025-04-1435.320.41770.4448no
BLDR2025-04-14123.280.31830.4560no
BX2025-04-14124.120.27410.4718no
CAT2025-04-14293.510.52060.4558no
CBRE2025-04-14118.490.28600.4141no
CMI2025-04-14283.240.72710.4659no
COP2025-04-1484.470.26650.4887no
CRM2025-04-14256.960.38050.4659no
DAL2025-04-1440.870.24930.4714no
DLR2025-04-14140.970.27060.4300no
EMR2025-04-1499.750.63210.4958no
ETR2025-04-1479.430.23650.4425no
FITB2025-04-1432.820.59020.4116no
GEN2025-04-1424.070.26290.5625no
GIS2025-04-1453.910.27410.4198no
HPE2025-04-1414.410.66820.4998no
HUBB2025-04-14351.500.34060.4942no
IR2025-04-1473.910.50660.4982no
J2025-04-14115.640.45240.4695no
JBHT2025-04-14132.840.28760.4363no
KEY2025-04-1413.170.23310.4306no
LEN2025-04-14104.320.78890.4449no
LUV2025-04-1425.650.31820.4589no
MAS2025-04-1461.310.37370.4594no
MDLZ2025-04-1464.010.28330.4194no
MGM2025-04-1429.970.44360.4257no
MPWR2025-04-14555.670.46850.4989no
MRNA2025-04-1426.940.26870.4406no
MTB2025-04-14150.370.82590.4256no
NCLH2025-04-1416.960.53370.4324no
NRG2025-04-1495.620.28880.4842no
NTRS2025-04-1486.300.28220.4519no
PLTR2025-04-1495.800.36720.5568no
PNC2025-04-14146.370.62020.4333no
PNR2025-04-1482.190.56240.4746no
RF2025-04-1418.170.32510.4272no
ROK2025-04-14228.810.33330.4548no
SW2025-04-1439.950.30790.4499no
SYF2025-04-1446.420.38180.4579no
TGT2025-04-1488.760.41440.5191no
TROW2025-04-1482.860.30610.4889no
TSLA2025-04-14258.360.54880.4887no
USB2025-04-1436.630.31860.4537no
VST2025-04-14116.550.28300.4727no
WBD2025-04-148.100.30140.4207no
WFC2025-04-1461.120.33680.4321no
WYNN2025-04-1473.360.32060.4259no
ZBRA2025-04-14233.770.70580.4357no