Request pack
Formation comparison · 2025-07-14 · seed 41

One formation.
Four portfolio arms.

Formation 2025-07-14 · entry 2025-07-14 · seed 41 · 2025-W29

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW2930313233343536373839404142434445464748495051520102032025202611.0%0%-4.4%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW2930313233343536373839404142434445464748495051520102032025202611.8%0%-4.8%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete2.56%5.05%2025-10-06-4.61%
buy & holdparticipation factor overlay6 monthscomplete9.18%9.51%2026-01-12-6.54%
buy & holdQlib / Alpha158 baseline3 monthscomplete1.94%4.35%2025-10-06-4.00%
buy & holdQlib / Alpha158 baseline6 monthscomplete8.21%8.21%2026-01-14-6.32%
weekly rebalanceparticipation factor overlay3 monthscomplete3.27%4.99%2025-10-03-3.61%
weekly rebalanceparticipation factor overlay6 monthscomplete10.21%10.21%2026-01-14-5.90%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete0.71%2.18%2025-10-03-3.91%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete6.28%6.28%2026-01-14-6.43%

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
AJG2025-07-14306.890.30640.4778no
ALL2025-07-14187.990.21450.4744no
AZO2025-07-143711.210.21330.4899no
BF.B2025-07-1427.820.1724—no
BKNG2025-07-14225.440.21370.4619no
BRK.B2025-07-14474.320.2139—no
BX2025-07-14154.740.20750.4834no
CAG2025-07-1417.730.61750.4280no
CARR2025-07-1474.910.29560.4990no
CCL2025-07-1428.210.32820.4144no
CNC2025-07-1431.460.28670.4022no
CSCO2025-07-1466.450.20300.5303no
DLTR2025-07-14109.180.20970.5342no
DOW2025-07-1427.480.17410.4116no
EMR2025-07-14136.900.21030.5005no
ENPH2025-07-1441.990.53200.4321no
ETR2025-07-1478.980.20270.4533no
FCX2025-07-1445.190.16830.4843no
FICO2025-07-141540.670.35440.4580no
FIS2025-07-1475.700.19940.4161no
FTV2025-07-1451.980.16750.5048no
INVH2025-07-1430.980.31820.4077no
IR2025-07-1487.960.20660.5055no
ITW2025-07-14252.060.21690.5049no
JBL2025-07-14220.620.25060.5029no
LII2025-07-14609.350.17280.4872no
MMM2025-07-14152.070.25470.5185no
MOS2025-07-1434.810.20090.4145no
MSFT2025-07-14496.610.22170.4670no
MTCH2025-07-1431.820.16830.4259no
MU2025-07-14120.190.19940.5678no
NFLX2025-07-14124.490.3789—no
NI2025-07-1438.370.20320.4612no
NSC2025-07-14259.590.22760.4401no
ORCL2025-07-14226.860.31100.5227no
PNC2025-07-14189.660.25270.4417no
QCOM2025-07-14152.360.25480.5474no
ROST2025-07-14129.450.16600.4272no
RTX2025-07-14145.090.25350.5330no
STX2025-07-14147.330.27750.5641no
TEL2025-07-14175.030.28390.4543no
TRMB2025-07-1479.910.26510.4463no
TSLA2025-07-14317.730.79640.4583no
TSN2025-07-1451.990.20700.4319no
TT2025-07-14432.520.27430.5009no
UBER2025-07-1495.190.26750.5437no
UNH2025-07-14291.970.19090.4181no
WAB2025-07-14211.710.17220.4694no
WEC2025-07-14101.130.20430.4362no
WSM2025-07-14170.810.39000.5054no