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Formation comparison · 2025-05-19 · seed 101

One formation.
Four portfolio arms.

Formation 2025-05-19 · entry 2025-05-19 · seed 101 · 2025-W21

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW212223242526272829303132333435363738394041424344454647202522.9%0%-5.0%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW212223242526272829303132333435363738394041424344454647202513.3%0%-4.0%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete8.82%10.22%2025-08-13-3.38%
buy & holdparticipation factor overlay6 monthscomplete14.06%19.11%2025-11-10-4.62%
buy & holdQlib / Alpha158 baseline3 monthscomplete9.47%10.56%2025-08-13-3.37%
buy & holdQlib / Alpha158 baseline6 monthscomplete14.65%20.22%2025-10-27-4.89%
weekly rebalanceparticipation factor overlay3 monthscomplete5.67%6.90%2025-07-25-3.38%
weekly rebalanceparticipation factor overlay6 monthscomplete4.09%10.19%2025-10-03-5.74%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete5.57%6.81%2025-07-25-3.37%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete5.45%11.62%2025-10-27-5.53%

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
ADI2025-05-19219.010.26350.4878no
ALGN2025-05-19184.330.36070.4236no
ALLE2025-05-19141.990.40400.4970no
ANET2025-05-1994.430.37900.4800no
APO2025-05-19137.750.2734—no
BBY2025-05-1966.880.47210.4502no
BLDR2025-05-19116.890.44960.4463no
BRO2025-05-19110.690.38120.4811no
BX2025-05-19136.680.37360.4643no
C2025-05-1972.970.41890.4478no
CPRT2025-05-1963.460.29820.4823no
CTAS2025-05-19218.210.35300.4837no
DELL2025-05-19109.570.42150.4776no
DG2025-05-1991.310.27410.5302no
EFX2025-05-19269.850.37560.4797no
EIX2025-05-1954.020.29270.4914no
ETN2025-05-19318.730.26910.5007no
FCX2025-05-1936.880.40710.4847no
FDX2025-05-19176.630.35240.4307no
FOX2025-05-1950.730.3479—no
GE2025-05-19228.010.42090.5124no
GS2025-05-19591.310.27010.4543no
HII2025-05-19223.330.32330.5177no
HPQ2025-05-1926.860.39840.4814no
JPM2025-05-19259.320.37050.4380no
LRCX2025-05-1982.040.33700.5128no
LULU2025-05-19316.260.52480.4137no
MPC2025-05-19158.500.44520.4294no
MPWR2025-05-19686.510.28340.4822no
MRK2025-05-1972.350.34050.4719no
MU2025-05-1995.470.32370.5101no
NTAP2025-05-1997.430.42360.4849no
NUE2025-05-19111.980.34620.4631no
NVDA2025-05-19132.060.31230.5141no
PANW2025-05-19190.490.36000.5394no
PCG2025-05-1917.510.27090.4993no
PNR2025-05-1997.820.38840.4802no
RCL2025-05-19244.560.30340.4404no
RL2025-05-19267.990.32030.4195no
SCHW2025-05-1987.200.51600.4817no
SNPS2025-05-19507.500.32610.5141no
STZ2025-05-19189.050.34640.4183no
SW2025-05-1944.380.50010.4467no
SYK2025-05-19387.570.31060.4410no
TER2025-05-1980.200.30060.4960no
TRV2025-05-19267.440.28910.4929no
VLO2025-05-19129.080.31650.4133no
VMC2025-05-19269.400.40860.4851no
VST2025-05-19149.400.43040.5011no
WDC2025-05-1948.820.39670.5117no