Request pack
Formation comparison · 2025-07-14 · seed 101

One formation.
Four portfolio arms.

Formation 2025-07-14 · entry 2025-07-14 · seed 101 · 2025-W29

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW2930313233343536373839404142434445464748495051520102032025202610.7%0%-4.2%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW2930313233343536373839404142434445464748495051520102032025202610.6%0%-4.2%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete3.72%5.16%2025-10-08-3.91%
buy & holdparticipation factor overlay6 monthscomplete9.02%9.30%2026-01-12-7.41%
buy & holdQlib / Alpha158 baseline3 monthscomplete2.81%4.02%2025-10-03-3.38%
buy & holdQlib / Alpha158 baseline6 monthscomplete7.84%7.96%2026-01-12-6.47%
weekly rebalanceparticipation factor overlay3 monthscomplete2.44%4.88%2025-10-03-3.87%
weekly rebalanceparticipation factor overlay6 monthscomplete6.92%6.92%2026-01-14-7.28%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete3.92%5.74%2025-10-03-3.61%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete9.16%9.16%2026-01-14-6.93%

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
ALL2025-07-14187.990.19890.4744no
AMD2025-07-14145.090.18370.5477no
AZO2025-07-143711.210.30150.4899no
BDX2025-07-14133.470.19040.4056no
BF.B2025-07-1427.820.2068—no
BKNG2025-07-14225.440.17570.4619no
BLDR2025-07-14132.600.22120.4461no
BRK.B2025-07-14474.320.2828—no
BX2025-07-14154.740.26960.4834no
CAG2025-07-1417.730.77210.4280no
CAT2025-07-14398.930.26820.4567no
CCL2025-07-1428.210.22410.4144no
CNC2025-07-1431.460.20690.4022no
CSCO2025-07-1466.450.16900.5303no
DASH2025-07-14240.150.19030.4697no
DELL2025-07-14124.100.28400.5071no
DLTR2025-07-14109.180.23980.5342no
EFX2025-07-14254.500.18510.4689no
EIX2025-07-1448.270.52600.4423no
EMN2025-07-1474.920.17710.4068no
EMR2025-07-14136.900.19620.5005no
ENPH2025-07-1441.990.53010.4321no
FICO2025-07-141540.670.56160.4580no
FTV2025-07-1451.980.25040.5048no
INVH2025-07-1430.980.19970.4077no
JBL2025-07-14220.620.27460.5029no
MA2025-07-14547.090.23640.4215no
MCHP2025-07-1471.210.21790.5522no
MSFT2025-07-14496.610.31820.4670no
MTCH2025-07-1431.820.23290.4259no
MU2025-07-14120.190.22590.5678no
NFLX2025-07-14124.490.2593—no
ON2025-07-1459.130.17420.5414no
ORCL2025-07-14226.860.50880.5227no
PEG2025-07-1478.680.20800.4656no
PGR2025-07-14230.050.1965—no
PNC2025-07-14189.660.24120.4417no
POOL2025-07-14295.480.33350.4161no
RF2025-07-1423.450.17250.4409no
RJF2025-07-14156.700.27370.4933no
RL2025-07-14283.990.35530.4263no
ROST2025-07-14129.450.24410.4272no
SCHW2025-07-1490.660.20310.5059no
SNPS2025-07-14575.000.21130.5031no
TEL2025-07-14175.030.33550.4543no
TRMB2025-07-1479.910.30090.4463no
TSLA2025-07-14317.730.68290.4583no
TT2025-07-14432.520.19990.5009no
WAB2025-07-14211.710.18940.4694no
WSM2025-07-14170.810.30700.5054no