Request pack
Formation comparison · 2025-07-14 · seed 73

One formation.
Four portfolio arms.

Formation 2025-07-14 · entry 2025-07-14 · seed 73 · 2025-W29

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW2930313233343536373839404142434445464748495051520102032025202611.5%0%-3.5%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW2930313233343536373839404142434445464748495051520102032025202613.5%0%-3.5%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete3.81%5.94%2025-10-08-4.08%
buy & holdparticipation factor overlay6 monthscomplete8.04%8.77%2026-01-06-7.77%
buy & holdQlib / Alpha158 baseline3 monthscomplete3.59%6.07%2025-10-06-4.24%
buy & holdQlib / Alpha158 baseline6 monthscomplete10.07%10.07%2026-01-14-7.80%
weekly rebalanceparticipation factor overlay3 monthscomplete4.30%6.38%2025-10-03-3.89%
weekly rebalanceparticipation factor overlay6 monthscomplete11.02%11.85%2026-01-06-5.31%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete3.82%5.92%2025-10-03-3.67%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete9.26%9.95%2026-01-06-5.67%

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
AJG2025-07-14306.890.26340.4778no
AMD2025-07-14145.090.20370.5477no
AZO2025-07-143711.210.20110.4899no
BF.B2025-07-1427.820.1754—no
BRK.B2025-07-14474.320.2993—no
BX2025-07-14154.740.38460.4834no
CAG2025-07-1417.730.57230.4280no
CARR2025-07-1474.910.21140.4990no
CCL2025-07-1428.210.32230.4144no
CEG2025-07-14319.900.18640.4565no
CME2025-07-14264.840.17440.5311no
CNC2025-07-1431.460.31070.4022no
CSCO2025-07-1466.450.26680.5303no
DELL2025-07-14124.100.44660.5071no
DLTR2025-07-14109.180.33290.5342no
ENPH2025-07-1441.990.41630.4321no
FICO2025-07-141540.670.30880.4580no
FIS2025-07-1475.700.17350.4161no
FTV2025-07-1451.980.23280.5048no
IBM2025-07-14273.810.23070.4698no
INVH2025-07-1430.980.18120.4077no
JBL2025-07-14220.620.32620.5029no
KMI2025-07-1426.470.21000.5133no
LII2025-07-14609.350.21300.4872no
LVS2025-07-1448.370.24650.4320no
MA2025-07-14547.090.17760.4215no
MCHP2025-07-1471.210.27850.5522no
MOS2025-07-1434.810.19680.4145no
MSFT2025-07-14496.610.19170.4670no
MTCH2025-07-1431.820.21300.4259no
MU2025-07-14120.190.22520.5678no
NFLX2025-07-14124.490.2615—no
NOW2025-07-14187.740.18450.4479no
NXPI2025-07-14222.100.20580.5194no
ORCL2025-07-14226.860.44280.5227no
PNC2025-07-14189.660.19920.4417no
POOL2025-07-14295.480.24670.4161no
QCOM2025-07-14152.360.18950.5474no
RTX2025-07-14145.090.32830.5330no
SCHW2025-07-1490.660.21720.5059no
STX2025-07-14147.330.39760.5641no
SYF2025-07-1469.360.21860.4222no
TEL2025-07-14175.030.21290.4543no
TKO2025-07-14169.100.19670.4423no
TRMB2025-07-1479.910.33460.4463no
TROW2025-07-1494.820.17340.5135no
TSLA2025-07-14317.730.66650.4583no
TT2025-07-14432.520.17230.5009no
VST2025-07-14195.520.25630.4789no
WSM2025-07-14170.810.35770.5054no