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Formation comparison · 2025-04-21 · seed 101

One formation.
Four portfolio arms.

Formation 2025-04-21 · entry 2025-04-21 · seed 101 · 2025-W17

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW171819202122232425262728293031323334353637383940414243202541.2%0%-5.5%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW171819202122232425262728293031323334353637383940414243202535.7%0%-4.9%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete25.55%26.99%2025-07-10-4.32%
buy & holdparticipation factor overlay6 monthscomplete36.64%36.64%2025-10-21-4.32%
buy & holdQlib / Alpha158 baseline3 monthscomplete22.45%24.57%2025-07-10-4.29%
buy & holdQlib / Alpha158 baseline6 monthscomplete32.03%32.03%2025-10-21-4.54%
weekly rebalanceparticipation factor overlay3 monthscomplete25.29%26.59%2025-07-03-3.53%
weekly rebalanceparticipation factor overlay6 monthscomplete30.68%31.59%2025-10-03-3.87%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete23.64%26.32%2025-07-10-3.41%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete31.49%31.76%2025-10-03-3.61%

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
ABNB2025-04-21111.320.35670.4744no
ALB2025-04-2151.290.44200.4100no
AMZN2025-04-21169.600.85870.4529no
ANET2025-04-2168.680.33220.4848no
APTV2025-04-2151.490.35330.4590no
AVGO2025-04-21165.390.61790.5073no
AXP2025-04-21245.600.30880.4116no
BLDR2025-04-21114.630.36830.4542no
CAG2025-04-2122.600.41550.4251no
CMI2025-04-21270.630.40590.4677no
CNC2025-04-2160.710.32210.4375no
CRM2025-04-21237.620.60770.4617no
DIS2025-04-2183.340.54620.4140no
DOV2025-04-21157.410.34680.4963no
EMR2025-04-2195.580.71850.4935no
FCX2025-04-2132.660.52870.4730no
GLW2025-04-2139.980.40780.4862no
GOOG2025-04-21150.260.4782—no
HPE2025-04-2114.500.59960.4984no
HUBB2025-04-21328.780.68380.4913no
IQV2025-04-21142.240.52390.4140no
IRM2025-04-2179.590.48380.4249no
JBHT2025-04-21125.470.74560.4319no
KKR2025-04-2199.990.52990.4661no
KMX2025-04-2163.760.44120.4482no
LEN2025-04-21100.820.36860.4442no
LRCX2025-04-2161.860.62230.5224no
MAS2025-04-2159.000.49930.4591no
META2025-04-21489.350.38440.5206no
MGM2025-04-2128.660.47590.4176no
MHK2025-04-21101.080.38310.4506no
MPWR2025-04-21508.080.69640.4953no
MTB2025-04-21151.990.30710.4175no
NDSN2025-04-21175.140.59170.4518no
NOW2025-04-21151.870.60290.4576no
NTRS2025-04-2184.620.51080.4501no
NVR2025-04-217135.100.4428—no
OXY2025-04-2137.920.44500.5075no
PCAR2025-04-2184.500.34200.4674no
PLTR2025-04-2192.840.58760.5620no
PNC2025-04-21144.450.45350.4309no
ROK2025-04-21224.040.44390.4532no
SLB2025-04-2133.340.61830.4161no
SMCI2025-04-2130.750.46840.4667no
SNPS2025-04-21406.260.43660.5080no
SPGI2025-04-21429.810.33100.4961no
TGT2025-04-2187.080.47250.5191no
TSLA2025-04-21230.260.56560.4927no
WSM2025-04-21134.640.38430.4909no
WYNN2025-04-2173.720.36160.4161no