Request pack
Formation comparison · 2025-04-21 · seed 19

One formation.
Four portfolio arms.

Formation 2025-04-21 · entry 2025-04-21 · seed 19 · 2025-W17

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW171819202122232425262728293031323334353637383940414243202553.1%0%-6.8%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW171819202122232425262728293031323334353637383940414243202538.4%0%-5.3%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete30.29%31.29%2025-07-10-3.71%
buy & holdparticipation factor overlay6 monthscomplete47.32%47.32%2025-10-21-4.17%
buy & holdQlib / Alpha158 baseline3 monthscomplete25.35%27.34%2025-07-10-3.97%
buy & holdQlib / Alpha158 baseline6 monthscomplete39.87%39.87%2025-10-21-4.22%
weekly rebalanceparticipation factor overlay3 monthscomplete24.10%25.74%2025-07-03-3.10%
weekly rebalanceparticipation factor overlay6 monthscomplete33.70%34.18%2025-10-03-4.41%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete23.06%25.30%2025-07-03-3.11%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete30.41%30.67%2025-10-03-4.09%

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
AMAT2025-04-21133.620.44710.5397no
AMZN2025-04-21169.600.56950.4529no
ANET2025-04-2168.680.41610.4848no
APO2025-04-21121.720.4433—no
APTV2025-04-2151.490.49800.4590no
AVGO2025-04-21165.390.47080.5073no
CAG2025-04-2122.600.41290.4251no
CMI2025-04-21270.630.58550.4677no
CRM2025-04-21237.620.37150.4617no
DIS2025-04-2183.340.49430.4140no
EMR2025-04-2195.580.59330.4935no
FCX2025-04-2132.660.72560.4730no
FOX2025-04-2143.500.4069—no
GIS2025-04-2153.380.34390.4218no
GLW2025-04-2139.980.33800.4862no
GOOG2025-04-21150.260.4152—no
HD2025-04-21340.470.38660.5247no
HPE2025-04-2114.500.50790.4984no
HUBB2025-04-21328.780.58540.4913no
IQV2025-04-21142.240.33720.4140no
IR2025-04-2170.790.54920.4958no
IRM2025-04-2179.590.59180.4249no
JBHT2025-04-21125.470.84050.4319no
KKR2025-04-2199.990.43110.4661no
KMX2025-04-2163.760.35130.4482no
LEN2025-04-21100.820.34610.4442no
LH2025-04-21212.960.37920.4173no
LRCX2025-04-2161.860.36790.5224no
MAS2025-04-2159.000.46840.4591no
META2025-04-21489.350.44050.5206no
MGM2025-04-2128.660.58130.4176no
MPWR2025-04-21508.080.62000.4953no
MU2025-04-2167.590.34350.5130no
NOW2025-04-21151.870.53450.4576no
NTRS2025-04-2184.620.35140.4501no
NVDA2025-04-2198.520.33160.5218no
ORCL2025-04-21125.190.38130.5304no
PKG2025-04-21178.840.33850.4393no
PLTR2025-04-2192.840.68070.5620no
PNC2025-04-21144.450.41750.4309no
RL2025-04-21201.860.42290.4205no
SLB2025-04-2133.340.73480.4161no
SW2025-04-2139.160.51020.4508no
SYF2025-04-2146.600.34920.4560no
TGT2025-04-2187.080.53480.5191no
TSLA2025-04-21230.260.50500.4927no
TT2025-04-21326.330.44730.4925no
WDC2025-04-2135.910.71430.5214no
WSM2025-04-21134.640.36660.4909no
WYNN2025-04-2173.720.42880.4161no