Request pack
Formation comparison · 2025-05-19 · seed 73

One formation.
Four portfolio arms.

Formation 2025-05-19 · entry 2025-05-19 · seed 73 · 2025-W21

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW212223242526272829303132333435363738394041424344454647202525.2%0%-5.1%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW212223242526272829303132333435363738394041424344454647202515.4%0%-4.0%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete7.28%8.83%2025-07-28-3.21%
buy & holdparticipation factor overlay6 monthscomplete11.25%17.49%2025-10-27-5.52%
buy & holdQlib / Alpha158 baseline3 monthscomplete9.25%11.72%2025-07-28-4.07%
buy & holdQlib / Alpha158 baseline6 monthscomplete15.73%22.25%2025-10-27-5.44%
weekly rebalanceparticipation factor overlay3 monthscomplete7.09%7.40%2025-08-13-3.19%
weekly rebalanceparticipation factor overlay6 monthscomplete9.97%13.52%2025-11-12-3.89%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete6.03%6.72%2025-08-13-3.18%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete8.27%12.45%2025-10-27-3.94%

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
ADI2025-05-19219.010.38080.4878no
ALGN2025-05-19184.330.50650.4236no
ALLE2025-05-19141.990.32000.4970no
ANET2025-05-1994.430.28920.4800no
APA2025-05-1916.520.32470.4345no
AVGO2025-05-19219.720.38020.5016no
AWK2025-05-19137.660.29000.4820no
BBY2025-05-1966.880.29940.4502no
BRO2025-05-19110.690.37110.4811no
BSX2025-05-19105.690.39520.4225no
BX2025-05-19136.680.30290.4643no
C2025-05-1972.970.49400.4478no
CTAS2025-05-19218.210.32960.4837no
DELL2025-05-19109.570.40360.4776no
DTE2025-05-19132.110.25640.4907no
ED2025-05-19100.170.2506—no
EIX2025-05-1954.020.28460.4914no
ETN2025-05-19318.730.39950.5007no
FCX2025-05-1936.880.43380.4847no
GE2025-05-19228.010.49400.5124no
GS2025-05-19591.310.30110.4543no
JPM2025-05-19259.320.27870.4380no
KMB2025-05-19131.680.27100.4175no
LRCX2025-05-1982.040.37140.5128no
LULU2025-05-19316.260.63700.4137no
MOH2025-05-19323.920.24900.4384no
MPC2025-05-19158.500.54370.4294no
MS2025-05-19126.530.33650.4512no
MU2025-05-1995.470.30340.5101no
NOW2025-05-19205.790.32670.4545no
NTAP2025-05-1997.430.40850.4849no
NVDA2025-05-19132.060.25270.5141no
ORCL2025-05-19156.180.35600.5318no
PANW2025-05-19190.490.28960.5394no
PCG2025-05-1917.510.34870.4993no
PNR2025-05-1997.820.52950.4802no
RCL2025-05-19244.560.33380.4404no
RL2025-05-19267.990.30750.4195no
SCHW2025-05-1987.200.73340.4817no
SMCI2025-05-1944.230.39270.4260no
SNPS2025-05-19507.500.27020.5141no
STZ2025-05-19189.050.29610.4183no
SW2025-05-1944.380.40110.4467no
SYK2025-05-19387.570.26090.4410no
SYY2025-05-1969.700.35870.4840no
TRMB2025-05-1970.730.30680.4394no
TRV2025-05-19267.440.28330.4929no
VLO2025-05-19129.080.47400.4133no
VMC2025-05-19269.400.42550.4851no
WDC2025-05-1948.820.33040.5117no