Request pack
Formation comparison · 2025-04-14 · seed 41

One formation.
Four portfolio arms.

Formation 2025-04-14 · entry 2025-04-14 · seed 41 · 2025-W16

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW161718192021222324252627282930313233343536373839404142202540.0%0%-9.1%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW161718192021222324252627282930313233343536373839404142202530.8%0%-8.5%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete24.65%25.69%2025-07-10-4.12%
buy & holdparticipation factor overlay6 monthscomplete33.71%35.26%2025-10-06-4.28%
buy & holdQlib / Alpha158 baseline3 monthscomplete20.94%22.41%2025-07-10-4.56%
buy & holdQlib / Alpha158 baseline6 monthscomplete27.60%29.02%2025-10-06-4.87%
weekly rebalanceparticipation factor overlay3 monthscomplete20.78%22.19%2025-07-03-4.19%
weekly rebalanceparticipation factor overlay6 monthscomplete24.91%26.98%2025-10-03-4.19%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete20.19%21.71%2025-07-03-4.71%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete21.19%22.96%2025-10-03-4.71%

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
ALB2025-04-1456.610.31910.4118no
ALGN2025-04-14166.420.27320.4179no
BAC2025-04-1435.320.26310.4448no
CAT2025-04-14293.510.24690.4558no
CBRE2025-04-14118.490.34570.4141no
CMI2025-04-14283.240.28560.4659no
CNP2025-04-1435.400.23980.4529no
CRM2025-04-14256.960.46850.4659no
EMR2025-04-1499.750.76490.4958no
FDX2025-04-14165.650.27420.4328no
FITB2025-04-1432.820.54850.4116no
GEN2025-04-1424.070.24490.5625no
GIS2025-04-1453.910.29720.4198no
GLW2025-04-1441.830.22420.4870no
HD2025-04-14343.850.21820.5247no
HPE2025-04-1414.410.61300.4998no
HUBB2025-04-14351.500.27230.4942no
INTC2025-04-1420.590.27190.5244no
IQV2025-04-14149.280.33050.4118no
IR2025-04-1473.910.53010.4982no
JBHT2025-04-14132.840.47450.4363no
KKR2025-04-14103.450.24620.4711no
KR2025-04-1466.350.27090.5386no
LEN2025-04-14104.320.75240.4449no
LUV2025-04-1425.650.25950.4589no
MAS2025-04-1461.310.29490.4594no
MGM2025-04-1429.970.35270.4257no
MLM2025-04-14490.420.24980.4640no
MTB2025-04-14150.370.90590.4256no
MU2025-04-1474.480.52240.5160no
NOW2025-04-14160.440.33030.4644no
NVR2025-04-147292.500.3872—no
ON2025-04-1435.860.33720.5112no
ORCL2025-04-14134.970.27020.5326no
PHM2025-04-1495.220.22330.4398no
PNC2025-04-14146.370.81460.4333no
PNR2025-04-1482.190.59670.4746no
RF2025-04-1418.170.39670.4272no
RJF2025-04-14135.620.33600.4770no
ROK2025-04-14228.810.58200.4548no
STT2025-04-1478.260.24850.4536no
SYF2025-04-1446.420.26440.4579no
TGT2025-04-1488.760.41200.5191no
TSLA2025-04-14258.360.60100.4887no
USB2025-04-1436.630.42940.4537no
VST2025-04-14116.550.46200.4727no
WBD2025-04-148.100.24570.4207no
WFC2025-04-1461.120.23440.4321no
WYNN2025-04-1473.360.41010.4259no
ZBRA2025-04-14233.770.64780.4357no