Request pack
Formation comparison · 2025-08-11 · seed 41

One formation.
Four portfolio arms.

Formation 2025-08-11 · entry 2025-08-11 · seed 41 · 2025-W33

← Back to formation archive

P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW3334353637383940414243444546474849505152010203040506072025202623.7%0%-3.3%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW3334353637383940414243444546474849505152010203040506072025202613.0%0%-2.2%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete7.72%8.40%2025-10-27-3.64%
buy & holdparticipation factor overlay6 monthscomplete21.12%21.12%2026-02-11-4.88%
buy & holdQlib / Alpha158 baseline3 monthscomplete5.04%6.34%2025-10-27-3.11%
buy & holdQlib / Alpha158 baseline6 monthscomplete15.91%15.91%2026-02-11-4.70%
weekly rebalanceparticipation factor overlay3 monthscomplete6.52%6.71%2025-10-27-3.61%
weekly rebalanceparticipation factor overlay6 monthscomplete9.22%11.56%2026-01-22-5.90%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete4.48%6.05%2025-10-27-3.84%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete7.33%9.46%2026-01-22-6.43%

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
ADBE2025-08-11334.530.16590.4757no
ADM2025-08-1156.260.22770.4520no
ADP2025-08-11294.630.22270.4328no
AES2025-08-1112.530.2153—no
AIG2025-08-1176.350.33420.4605no
ALB2025-08-1183.360.41030.4140no
ALL2025-08-11202.160.23200.4689no
AMD2025-08-11170.040.38680.5765no
AMP2025-08-11499.680.24870.4642no
APA2025-08-1119.540.35330.4719no
AZO2025-08-114043.990.18880.4870no
BAC2025-08-1144.850.23140.4261no
BAX2025-08-1123.350.19740.4074no
BIIB2025-08-11131.160.25700.4026no
CAG2025-08-1117.910.41490.4274no
COST2025-08-11977.460.19830.5257no
F2025-08-1110.800.21380.4896no
FSLR2025-08-11184.280.72070.4543no
FTNT2025-08-1174.020.20360.4989no
FTV2025-08-1146.920.27610.5031no
GPN2025-08-1180.340.19810.4087no
HRL2025-08-1127.180.17690.4343no
IT2025-08-11228.110.22400.4537no
ITW2025-08-11251.240.14980.4968no
KMB2025-08-11128.430.33000.4049no
LEN2025-08-11118.850.15280.4357no
MCHP2025-08-1159.920.20920.5613no
MRNA2025-08-1126.150.72940.4085no
MU2025-08-11124.770.61270.5825no
NOW2025-08-11173.580.19880.5016no
NTRS2025-08-11122.660.14760.4436no
O2025-08-1154.160.16270.4057no
PANW2025-08-11167.200.25320.5430no
PODD2025-08-11307.120.15130.4122no
RF2025-08-1123.790.16530.4094no
ROST2025-08-11144.440.30830.4216no
STLD2025-08-11121.400.23000.4998no
SYF2025-08-1168.370.37140.4214no
TFC2025-08-1141.250.20940.4142no
TPL2025-08-11286.340.37950.4424no
TRV2025-08-11260.140.23230.4561no
TSLA2025-08-11335.000.17850.4619no
TSN2025-08-1154.610.17730.4754no
UPS2025-08-1180.260.30940.4184no
VRSK2025-08-11262.190.15240.4844no
WDC2025-08-1175.090.17650.5368no
WM2025-08-11231.260.15410.4415no
WMT2025-08-11102.790.18840.5119no
WY2025-08-1124.360.32870.4473no
ZBH2025-08-1198.500.20280.4307no