Request pack
Formation comparison · 2025-05-19 · seed 19

One formation.
Four portfolio arms.

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

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW212223242526272829303132333435363738394041424344454647202521.4%0%-4.2%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW212223242526272829303132333435363738394041424344454647202516.1%0%-3.6%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete8.95%10.51%2025-08-13-2.66%
buy & holdparticipation factor overlay6 monthscomplete12.89%17.63%2025-11-10-4.37%
buy & holdQlib / Alpha158 baseline3 monthscomplete10.27%11.88%2025-08-13-2.71%
buy & holdQlib / Alpha158 baseline6 monthscomplete14.37%18.92%2025-10-27-4.05%
weekly rebalanceparticipation factor overlay3 monthscomplete8.52%8.52%2025-08-19-2.66%
weekly rebalanceparticipation factor overlay6 monthscomplete10.55%14.20%2025-10-27-4.41%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete6.34%6.89%2025-07-23-3.34%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete7.69%12.32%2025-10-27-4.54%

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
ALGN2025-05-19184.330.42780.4236no
ALLE2025-05-19141.990.46840.4970no
ANET2025-05-1994.430.53970.4800no
AWK2025-05-19137.660.29630.4820no
BBY2025-05-1966.880.42670.4502no
BDX2025-05-19132.420.37580.4476no
BRO2025-05-19110.690.31200.4811no
BSX2025-05-19105.690.27860.4225no
BX2025-05-19136.680.32550.4643no
C2025-05-1972.970.45760.4478no
CPRT2025-05-1963.460.41710.4823no
CTAS2025-05-19218.210.30570.4837no
DELL2025-05-19109.570.70950.4776no
DLR2025-05-19161.420.27950.4237no
ED2025-05-19100.170.3755—no
EIX2025-05-1954.020.31000.4914no
EMR2025-05-19116.620.33800.4974no
ETN2025-05-19318.730.38740.5007no
FCX2025-05-1936.880.34750.4847no
GD2025-05-19274.450.28560.5526no
GE2025-05-19228.010.36100.5124no
HD2025-05-19359.600.30440.5235no
HII2025-05-19223.330.42880.5177no
HPQ2025-05-1926.860.61540.4814no
KEYS2025-05-19162.090.37000.4854no
KKR2025-05-19121.610.28050.4874no
LRCX2025-05-1982.040.29210.5128no
LULU2025-05-19316.260.64510.4137no
META2025-05-19625.720.43290.4906no
MPC2025-05-19158.500.36960.4294no
MRK2025-05-1972.350.31920.4719no
MS2025-05-19126.530.47420.4512no
NTAP2025-05-1997.430.58520.4849no
NTRS2025-05-19103.660.34920.4344no
NVDA2025-05-19132.060.43390.5141no
NVR2025-05-197275.000.3451—no
ORCL2025-05-19156.180.30890.5318no
PCG2025-05-1917.510.35940.4993no
PM2025-05-19163.800.29580.4338no
PNR2025-05-1997.820.26350.4802no
RL2025-05-19267.990.48260.4195no
SCHW2025-05-1987.200.59030.4817no
STZ2025-05-19189.050.28660.4183no
TER2025-05-1980.200.43080.4960no
TSLA2025-05-19336.300.30650.4282no
VLO2025-05-19129.080.47900.4133no
VMC2025-05-19269.400.39120.4851no
VST2025-05-19149.400.43470.5011no
VTRS2025-05-198.260.35190.4785no
WDC2025-05-1948.820.43090.5117no