Request pack
Formation comparison · 2025-04-14 · seed 73

One formation.
Four portfolio arms.

Formation 2025-04-14 · entry 2025-04-14 · seed 73 · 2025-W16

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW161718192021222324252627282930313233343536373839404142202531.9%0%-8.8%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW161718192021222324252627282930313233343536373839404142202531.8%0%-8.8%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete20.13%21.37%2025-07-10-4.82%
buy & holdparticipation factor overlay6 monthscomplete26.18%27.66%2025-10-06-4.82%
buy & holdQlib / Alpha158 baseline3 monthscomplete20.76%22.28%2025-07-10-4.17%
buy & holdQlib / Alpha158 baseline6 monthscomplete26.53%27.94%2025-10-06-4.48%
weekly rebalanceparticipation factor overlay3 monthscomplete20.20%21.09%2025-07-10-4.89%
weekly rebalanceparticipation factor overlay6 monthscomplete25.35%27.84%2025-10-03-4.89%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete19.47%21.06%2025-07-10-4.54%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete24.20%26.72%2025-10-03-4.54%

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
ABT2025-04-14123.010.29960.4447no
AEE2025-04-1494.000.24790.4551no
ALB2025-04-1456.610.30600.4118no
ALGN2025-04-14166.420.71120.4179no
AMAT2025-04-14145.240.59740.5464no
BLDR2025-04-14123.280.41540.4560no
BX2025-04-14124.120.24340.4718no
CMI2025-04-14283.240.22220.4659no
DLR2025-04-14140.970.24920.4300no
EMR2025-04-1499.750.65790.4958no
FITB2025-04-1432.820.67280.4116no
GLW2025-04-1441.830.39090.4870no
GM2025-04-1443.240.30210.4472no
GOOG2025-04-14161.550.3002—no
HD2025-04-14343.850.30500.5247no
HPE2025-04-1414.410.49800.4998no
HUBB2025-04-14351.500.42090.4942no
IR2025-04-1473.910.41930.4982no
J2025-04-14115.640.27650.4695no
JBHT2025-04-14132.840.35190.4363no
LEN2025-04-14104.320.77210.4449no
LUV2025-04-1425.650.44270.4589no
MAS2025-04-1461.310.40060.4594no
MDLZ2025-04-1464.010.24380.4194no
MGM2025-04-1429.970.29950.4257no
MHK2025-04-14107.140.32880.4526no
MLM2025-04-14490.420.26220.4640no
MPWR2025-04-14555.670.32910.4989no
MTB2025-04-14150.370.64500.4256no
MU2025-04-1474.480.26360.5160no
NOW2025-04-14160.440.26990.4644no
NVR2025-04-147292.500.3410—no
ON2025-04-1435.860.33640.5112no
PCAR2025-04-1488.230.45600.4670no
PNC2025-04-14146.370.71110.4333no
PNR2025-04-1482.190.33690.4746no
POOL2025-04-14303.180.24640.4340no
RJF2025-04-14135.620.38200.4770no
ROK2025-04-14228.810.60500.4548no
SHW2025-04-14334.380.30040.4181no
SMCI2025-04-1435.030.23500.4724no
SNPS2025-04-14428.900.25720.5145no
SW2025-04-1439.950.48640.4499no
SYF2025-04-1446.420.45370.4579no
TGT2025-04-1488.760.27290.5191no
TSLA2025-04-14258.360.54010.4887no
UNH2025-04-14571.870.24690.4382no
USB2025-04-1436.630.25550.4537no
VST2025-04-14116.550.29160.4727no
ZBRA2025-04-14233.771.06450.4357no