Request pack
Formation comparison · 2025-05-19 · seed 41

One formation.
Four portfolio arms.

Formation 2025-05-19 · entry 2025-05-19 · seed 41 · 2025-W21

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW212223242526272829303132333435363738394041424344454647202519.8%0%-4.3%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW212223242526272829303132333435363738394041424344454647202513.2%0%-3.6%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete8.19%9.52%2025-08-13-2.82%
buy & holdparticipation factor overlay6 monthscomplete12.01%16.71%2025-10-29-4.30%
buy & holdQlib / Alpha158 baseline3 monthscomplete8.35%9.47%2025-08-13-2.87%
buy & holdQlib / Alpha158 baseline6 monthscomplete12.51%17.47%2025-10-27-4.49%
weekly rebalanceparticipation factor overlay3 monthscomplete6.68%6.68%2025-08-19-2.86%
weekly rebalanceparticipation factor overlay6 monthscomplete7.59%11.61%2025-10-27-3.68%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete5.84%7.28%2025-07-03-4.18%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete4.78%9.74%2025-10-27-4.53%

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
ABBV2025-05-19177.150.27080.4469no
ALGN2025-05-19184.330.54100.4236no
ALLE2025-05-19141.990.37830.4970no
ANET2025-05-1994.430.58850.4800no
APO2025-05-19137.750.3815—no
AWK2025-05-19137.660.29830.4820no
BBY2025-05-1966.880.46460.4502no
BSX2025-05-19105.690.41270.4225no
C2025-05-1972.970.39530.4478no
CPRT2025-05-1963.460.45970.4823no
CTAS2025-05-19218.210.28070.4837no
DELL2025-05-19109.570.29480.4776no
DTE2025-05-19132.110.26190.4907no
ED2025-05-19100.170.3295—no
EFX2025-05-19269.850.26200.4797no
EIX2025-05-1954.020.35810.4914no
ETN2025-05-19318.730.37910.5007no
FCX2025-05-1936.880.30320.4847no
FOX2025-05-1950.730.3158—no
GE2025-05-19228.010.52390.5124no
GILD2025-05-1999.120.42080.4286no
GS2025-05-19591.310.33240.4543no
HD2025-05-19359.600.28450.5235no
HII2025-05-19223.330.25460.5177no
HPE2025-05-1916.840.28460.4873no
HPQ2025-05-1926.860.35870.4814no
JPM2025-05-19259.320.29270.4380no
KHC2025-05-1925.260.2755—no
KMB2025-05-19131.680.27050.4175no
LRCX2025-05-1982.040.28960.5128no
LULU2025-05-19316.260.57480.4137no
LUV2025-05-1931.450.32080.4875no
META2025-05-19625.720.40100.4906no
MPC2025-05-19158.500.35280.4294no
MS2025-05-19126.530.41480.4512no
NOW2025-05-19205.790.35300.4545no
NTAP2025-05-1997.430.34560.4849no
NUE2025-05-19111.980.34160.4631no
NVR2025-05-197275.000.3184—no
ORCL2025-05-19156.180.41470.5318no
PKG2025-05-19185.090.32220.4433no
PNR2025-05-1997.820.35630.4802no
SCHW2025-05-1987.200.61470.4817no
SRE2025-05-1974.570.35410.4993no
STZ2025-05-19189.050.34030.4183no
TER2025-05-1980.200.33460.4960no
VLO2025-05-19129.080.53080.4133no
VMC2025-05-19269.400.25420.4851no
VST2025-05-19149.400.59080.5011no
WDC2025-05-1948.820.44120.5117no