Request pack
Formation comparison · 2025-08-11 · seed 101

One formation.
Four portfolio arms.

Formation 2025-08-11 · entry 2025-08-11 · seed 101 · 2025-W33

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW3334353637383940414243444546474849505152010203040506072025202628.3%0%-3.8%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW3334353637383940414243444546474849505152010203040506072025202612.3%0%-3.6%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete8.05%8.31%2025-10-27-3.50%
buy & holdparticipation factor overlay6 monthscomplete25.19%25.19%2026-02-11-5.12%
buy & holdQlib / Alpha158 baseline3 monthscomplete6.77%7.29%2025-10-27-3.27%
buy & holdQlib / Alpha158 baseline6 monthscomplete22.11%22.11%2026-02-11-4.96%
weekly rebalanceparticipation factor overlay3 monthscomplete3.10%5.61%2025-10-03-4.50%
weekly rebalanceparticipation factor overlay6 monthscomplete6.68%8.33%2026-01-22-7.28%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete4.60%7.05%2025-10-27-4.23%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete8.32%10.78%2026-01-22-6.93%

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
AIG2025-08-1176.350.25080.4605no
ALB2025-08-1183.360.51250.4140no
ALL2025-08-11202.160.31510.4689no
AMAT2025-08-11185.590.27720.5649no
AMD2025-08-11170.040.39270.5765no
AMP2025-08-11499.680.17330.4642no
APA2025-08-1119.540.39950.4719no
BAC2025-08-1144.850.24570.4261no
BAX2025-08-1123.350.36760.4074no
CAG2025-08-1117.910.34950.4274no
CBRE2025-08-11154.660.16770.4099no
CNP2025-08-1137.860.19060.4600no
COST2025-08-11977.460.22500.5257no
CTAS2025-08-11223.220.19320.4616no
DGX2025-08-11174.040.20940.4026no
FOX2025-08-1148.670.1796—no
FSLR2025-08-11184.280.66000.4543no
FTNT2025-08-1174.020.28570.4989no
FTV2025-08-1146.920.34340.5031no
GNRC2025-08-11199.490.16700.4134no
GPN2025-08-1180.340.25000.4087no
ITW2025-08-11251.240.17140.4968no
KMB2025-08-11128.430.37760.4049no
LDOS2025-08-11173.820.34760.5332no
LMT2025-08-11412.260.20840.5347no
MCHP2025-08-1159.920.37500.5613no
MRNA2025-08-1126.150.58840.4085no
MS2025-08-11140.390.16930.4802no
MU2025-08-11124.770.19250.5825no
NOW2025-08-11173.580.21350.5016no
NWS2025-08-1132.810.1616—no
O2025-08-1154.160.24240.4057no
OKE2025-08-1170.780.16650.4843no
PANW2025-08-11167.200.19140.5430no
PCAR2025-08-1195.330.30810.4626no
PPG2025-08-11104.040.16050.4056no
STLD2025-08-11121.400.16510.4998no
SYF2025-08-1168.370.23630.4214no
TFC2025-08-1141.250.23630.4142no
TPL2025-08-11286.340.41440.4424no
TRV2025-08-11260.140.19130.4561no
UBER2025-08-1189.810.20410.5200no
ULTA2025-08-11499.980.16580.4043no
UPS2025-08-1180.260.34790.4184no
VRTX2025-08-11362.970.16970.4277no
WDC2025-08-1175.090.25870.5368no
WM2025-08-11231.260.16030.4415no
WMT2025-08-11102.790.21270.5119no
WSM2025-08-11197.370.19140.5056no
WY2025-08-1124.360.20880.4473no