Request pack
Formation comparison · 2025-07-14 · seed 19

One formation.
Four portfolio arms.

Formation 2025-07-14 · entry 2025-07-14 · seed 19 · 2025-W29

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW2930313233343536373839404142434445464748495051520102032025202612.2%0%-2.9%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW2930313233343536373839404142434445464748495051520102032025202612.5%0%-3.3%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete4.76%6.90%2025-10-08-3.93%
buy & holdparticipation factor overlay6 monthscomplete10.28%10.76%2026-01-06-6.59%
buy & holdQlib / Alpha158 baseline3 monthscomplete3.74%5.60%2025-10-08-3.52%
buy & holdQlib / Alpha158 baseline6 monthscomplete9.40%9.40%2026-01-14-6.72%
weekly rebalanceparticipation factor overlay3 monthscomplete5.04%7.87%2025-10-03-4.41%
weekly rebalanceparticipation factor overlay6 monthscomplete11.00%11.00%2026-01-14-5.39%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete3.06%5.63%2025-10-03-4.09%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete8.51%8.51%2026-01-14-6.10%

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
ACGL2025-07-1487.640.23920.4500no
AJG2025-07-14306.890.35350.4778no
ALL2025-07-14187.990.22020.4744no
AMD2025-07-14145.090.39160.5477no
AXON2025-07-14727.100.20890.4756no
AZO2025-07-143711.210.27670.4899no
BDX2025-07-14133.470.23380.4056no
BRK.B2025-07-14474.320.2471—no
BX2025-07-14154.740.31100.4834no
CAG2025-07-1417.730.56610.4280no
CB2025-07-14275.420.19060.4798no
CCL2025-07-1428.210.28900.4144no
CNC2025-07-1431.460.26110.4022no
CSCO2025-07-1466.450.24040.5303no
DELL2025-07-14124.100.26290.5071no
DLTR2025-07-14109.180.31250.5342no
DOW2025-07-1427.480.23060.4116no
EIX2025-07-1448.270.22770.4423no
ENPH2025-07-1441.990.27320.4321no
EQT2025-07-1454.640.20870.4750no
FICO2025-07-141540.670.48200.4580no
FIS2025-07-1475.700.22700.4161no
GEHC2025-07-1474.630.17970.4025no
INVH2025-07-1430.980.19560.4077no
JBL2025-07-14220.620.27720.5029no
LLY2025-07-14783.330.24450.4164no
LVS2025-07-1448.370.29450.4320no
MCHP2025-07-1471.210.31810.5522no
MSFT2025-07-14496.610.17050.4670no
MU2025-07-14120.190.36510.5678no
NFLX2025-07-14124.490.1797—no
NI2025-07-1438.370.30350.4612no
ORCL2025-07-14226.860.44980.5227no
PAYC2025-07-14217.820.21670.4432no
PH2025-07-14705.650.18570.5069no
PNC2025-07-14189.660.20060.4417no
POOL2025-07-14295.480.29040.4161no
QCOM2025-07-14152.360.17280.5474no
RJF2025-07-14156.700.20340.4933no
STX2025-07-14147.330.24210.5641no
SWKS2025-07-1471.950.19270.5415no
TEL2025-07-14175.030.38470.4543no
TRMB2025-07-1479.910.43320.4463no
TROW2025-07-1494.820.20860.5135no
TSLA2025-07-14317.730.73560.4583no
TT2025-07-14432.520.27610.5009no
UBER2025-07-1495.190.27850.5437no
VST2025-07-14195.520.27630.4789no
VTRS2025-07-148.660.18320.4595no
WSM2025-07-14170.810.31350.5054no