Request pack
Formation comparison · 2025-04-28 · seed 19

One formation.
Four portfolio arms.

Formation 2025-04-28 · entry 2025-04-28 · seed 19 · 2025-W18

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW181920212223242526272829303132333435363738394041424344202540.7%0%-4.4%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW181920212223242526272829303132333435363738394041424344202527.3%0%-2.9%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete19.33%19.33%2025-07-28-4.34%
buy & holdparticipation factor overlay6 monthscomplete32.90%33.40%2025-10-27-4.46%
buy & holdQlib / Alpha158 baseline3 monthscomplete21.86%21.86%2025-07-28-4.40%
buy & holdQlib / Alpha158 baseline6 monthscomplete35.87%36.36%2025-10-27-4.65%
weekly rebalanceparticipation factor overlay3 monthscomplete16.72%17.32%2025-07-25-3.10%
weekly rebalanceparticipation factor overlay6 monthscomplete23.33%24.37%2025-10-27-4.41%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete16.10%16.90%2025-07-23-3.11%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete21.81%22.85%2025-10-27-4.09%

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
ABT2025-04-28125.840.28400.4319no
AEE2025-04-2894.150.25710.4895no
AES2025-04-289.320.3834—no
AIZ2025-04-28187.540.27270.4125no
ALGN2025-04-28183.910.46280.4200no
AMAT2025-04-28149.110.27700.5384no
ANET2025-04-2876.950.86020.4831no
APO2025-04-28131.280.4104—no
APTV2025-04-2856.000.32390.4548no
AVGO2025-04-28188.700.30220.5050no
BLDR2025-04-28121.400.25740.4543no
BX2025-04-28127.010.38220.4649no
CDW2025-04-28154.700.35680.4842no
CEG2025-04-28220.540.72710.4899no
CMI2025-04-28285.740.69780.4677no
CRM2025-04-28265.010.45020.4610no
DELL2025-04-2893.000.51050.4819no
EMN2025-04-2870.380.53230.4148no
FCX2025-04-2836.540.31040.4902no
FTV2025-04-2851.600.29040.4918no
GOOG2025-04-28163.490.2786—no
GOOGL2025-04-28161.670.28480.5149no
HPQ2025-04-2823.550.29470.4836no
HUBB2025-04-28353.150.60660.4934no
INTC2025-04-2820.120.35520.5220no
IR2025-04-2875.110.27230.4960no
JBHT2025-04-28128.260.46260.4316no
KKR2025-04-28112.860.45360.4661no
LH2025-04-28225.810.38360.4165no
LRCX2025-04-2870.380.55970.5141no
MAS2025-04-2858.870.69230.4812no
MKC2025-04-2871.840.28180.4113no
MU2025-04-2878.570.71820.5118no
NEE2025-04-2863.310.33820.4958no
NTRS2025-04-2888.830.48450.4367no
NUE2025-04-28113.760.46880.4478no
ODFL2025-04-28145.580.26360.4271no
PANW2025-04-28178.620.27080.5297no
PKG2025-04-28178.350.62200.4406no
SHW2025-04-28328.050.39400.4130no
SLB2025-04-2833.120.62960.4150no
SMCI2025-04-2836.540.86490.4627no
TER2025-04-2876.120.32730.5263no
TGT2025-04-2890.700.30620.5175no
UNH2025-04-28403.440.28310.4365no
UNP2025-04-28206.120.26720.4094no
VST2025-04-28125.430.86320.4941no
WDC2025-04-2840.390.71840.5195no
WSM2025-04-28150.610.54110.4918no
ZBRA2025-04-28246.000.48300.4328no