Request pack
Formation comparison · 2025-08-11 · seed 19

One formation.
Four portfolio arms.

Formation 2025-08-11 · entry 2025-08-11 · seed 19 · 2025-W33

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW3334353637383940414243444546474849505152010203040506072025202624.3%0%-3.4%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW3334353637383940414243444546474849505152010203040506072025202612.4%0%-2.1%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete8.00%8.53%2025-10-27-3.55%
buy & holdparticipation factor overlay6 monthscomplete21.53%21.53%2026-02-11-4.94%
buy & holdQlib / Alpha158 baseline3 monthscomplete6.33%7.27%2025-10-27-3.46%
buy & holdQlib / Alpha158 baseline6 monthscomplete21.59%21.59%2026-02-11-4.89%
weekly rebalanceparticipation factor overlay3 monthscomplete7.18%7.51%2025-10-27-4.41%
weekly rebalanceparticipation factor overlay6 monthscomplete8.60%10.97%2026-01-15-5.49%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete6.11%7.94%2025-10-27-4.09%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete7.93%9.82%2026-01-15-6.10%

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
AIG2025-08-1176.350.32380.4605no
ALB2025-08-1183.360.22310.4140no
ALL2025-08-11202.160.18330.4689no
AMD2025-08-11170.040.59560.5765no
APA2025-08-1119.540.37480.4719no
AZO2025-08-114043.990.17170.4870no
BAC2025-08-1144.850.14940.4261no
BAX2025-08-1123.350.28470.4074no
BBY2025-08-1164.690.17160.4580no
BIIB2025-08-11131.160.16250.4026no
CAG2025-08-1117.910.24400.4274no
COST2025-08-11977.460.17770.5257no
DHI2025-08-11155.140.17500.4307no
FSLR2025-08-11184.280.58410.4543no
FTNT2025-08-1174.020.29680.4989no
FTV2025-08-1146.920.28630.5031no
GD2025-08-11308.550.17120.5723no
GNRC2025-08-11199.490.20300.4134no
HPE2025-08-1120.450.17590.4984no
IT2025-08-11228.110.22500.4537no
KMB2025-08-11128.430.48890.4049no
LKQ2025-08-1128.010.17090.5251no
MCHP2025-08-1159.920.27210.5613no
MNST2025-08-1132.220.36670.4223no
MRNA2025-08-1126.150.56970.4085no
MSFT2025-08-11517.190.15400.4701no
MU2025-08-11124.770.49560.5825no
NEE2025-08-1170.220.16110.4559no
NOW2025-08-11173.580.28150.5016no
NTRS2025-08-11122.660.20160.4436no
NVR2025-08-117868.180.1843—no
O2025-08-1154.160.25250.4057no
PANW2025-08-11167.200.17690.5430no
PCAR2025-08-1195.330.19590.4626no
RF2025-08-1123.790.18260.4094no
SYF2025-08-1168.370.38730.4214no
TFC2025-08-1141.250.20590.4142no
TPL2025-08-11286.340.49810.4424no
TRV2025-08-11260.140.24820.4561no
TYL2025-08-11594.510.17640.4467no
UBER2025-08-1189.810.28160.5200no
UNP2025-08-11216.750.15630.4379no
UPS2025-08-1180.260.30580.4184no
VRTX2025-08-11362.970.28950.4277no
WDC2025-08-1175.090.21070.5368no
WM2025-08-11231.260.18190.4415no
WMT2025-08-11102.790.14790.5119no
WY2025-08-1124.360.19500.4473no
YUM2025-08-11138.130.19430.4092no
ZBH2025-08-1198.500.21840.4307no