Request pack
Formation comparison · 2025-04-21 · seed 41

One formation.
Four portfolio arms.

Formation 2025-04-21 · entry 2025-04-21 · seed 41 · 2025-W17

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW171819202122232425262728293031323334353637383940414243202547.9%0%-6.5%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW171819202122232425262728293031323334353637383940414243202534.8%0%-5.1%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete30.27%30.92%2025-07-18-3.77%
buy & holdparticipation factor overlay6 monthscomplete41.79%42.66%2025-09-22-5.08%
buy & holdQlib / Alpha158 baseline3 monthscomplete27.97%29.59%2025-07-10-3.65%
buy & holdQlib / Alpha158 baseline6 monthscomplete39.44%39.44%2025-10-21-4.19%
weekly rebalanceparticipation factor overlay3 monthscomplete23.75%25.96%2025-07-03-3.16%
weekly rebalanceparticipation factor overlay6 monthscomplete30.80%30.89%2025-10-03-3.61%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete23.92%26.42%2025-07-03-3.18%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete28.24%28.24%2025-10-21-4.18%

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
AMP2025-04-21451.740.40500.4655no
AMZN2025-04-21169.600.57010.4529no
AOS2025-04-2160.650.36710.4535no
APO2025-04-21121.720.3721—no
CAG2025-04-2122.600.43010.4251no
CMI2025-04-21270.630.38440.4677no
CRM2025-04-21237.620.53660.4617no
DIS2025-04-2183.340.46310.4140no
DOW2025-04-2125.820.35340.4170no
EMR2025-04-2195.580.67880.4935no
ETN2025-04-21259.550.41350.5011no
FCX2025-04-2132.660.63190.4730no
GLW2025-04-2139.980.44570.4862no
HPE2025-04-2114.500.69160.4984no
HUBB2025-04-21328.780.61650.4913no
JBHT2025-04-21125.470.89270.4319no
KKR2025-04-2199.990.64350.4661no
LH2025-04-21212.960.34420.4173no
LRCX2025-04-2161.860.67240.5224no
MAS2025-04-2159.000.39400.4591no
META2025-04-21489.350.41380.5206no
MGM2025-04-2128.660.49930.4176no
MPWR2025-04-21508.080.50080.4953no
MTB2025-04-21151.990.39200.4175no
NCLH2025-04-2116.300.50900.4232no
NDSN2025-04-21175.140.54310.4518no
NOW2025-04-21151.870.64360.4576no
NTRS2025-04-2184.620.47960.4501no
ORCL2025-04-21125.190.73320.5304no
PCAR2025-04-2184.500.35420.4674no
PKG2025-04-21178.840.44850.4393no
PLTR2025-04-2192.840.53060.5620no
PNC2025-04-21144.450.38400.4309no
PTC2025-04-21142.190.43250.5081no
QCOM2025-04-21130.450.40700.5134no
RJF2025-04-21130.150.63380.4748no
RL2025-04-21201.860.40430.4205no
ROK2025-04-21224.040.55480.4532no
SHW2025-04-21327.320.34550.4145no
SW2025-04-2139.160.51910.4508no
SYF2025-04-2146.600.44950.4560no
TGT2025-04-2187.080.41880.5191no
TRMB2025-04-2157.530.37020.4344no
TSLA2025-04-21230.260.41000.4927no
TT2025-04-21326.330.52660.4925no
VST2025-04-21111.790.64850.4861no
WBD2025-04-218.060.36990.4108no
WDAY2025-04-21218.910.35290.4520no
WDC2025-04-2135.910.58930.5214no
WSM2025-04-21134.640.45600.4909no