Request pack
Formation comparison · 2025-08-11 · seed 73

One formation.
Four portfolio arms.

Formation 2025-08-11 · entry 2025-08-11 · seed 73 · 2025-W33

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW3334353637383940414243444546474849505152010203040506072025202623.6%0%-3.4%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW3334353637383940414243444546474849505152010203040506072025202613.4%0%-2.3%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete6.62%8.16%2025-10-27-3.46%
buy & holdparticipation factor overlay6 monthscomplete21.01%21.01%2026-02-11-4.90%
buy & holdQlib / Alpha158 baseline3 monthscomplete4.62%5.84%2025-10-27-3.32%
buy & holdQlib / Alpha158 baseline6 monthscomplete20.09%20.09%2026-02-11-4.67%
weekly rebalanceparticipation factor overlay3 monthscomplete7.38%7.63%2025-10-27-3.89%
weekly rebalanceparticipation factor overlay6 monthscomplete9.71%11.88%2026-01-06-5.60%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete6.62%7.83%2025-10-27-3.67%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete9.77%10.94%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
AES2025-08-1112.530.2175—no
AIG2025-08-1176.350.20620.4605no
ALB2025-08-1183.360.40420.4140no
ALL2025-08-11202.160.18980.4689no
AMAT2025-08-11185.590.21750.5649no
AMD2025-08-11170.040.49700.5765no
AMP2025-08-11499.680.26020.4642no
APA2025-08-1119.540.46800.4719no
AXON2025-08-11842.890.15850.4911no
AZO2025-08-114043.990.22620.4870no
BAX2025-08-1123.350.27230.4074no
BBY2025-08-1164.690.16850.4580no
BIIB2025-08-11131.160.16400.4026no
BR2025-08-11259.380.16990.4812no
CAG2025-08-1117.910.22870.4274no
CI2025-08-11267.970.28190.4189no
CNP2025-08-1137.860.20060.4600no
DGX2025-08-11174.040.19330.4026no
FSLR2025-08-11184.280.56850.4543no
FTV2025-08-1146.920.28810.5031no
GL2025-08-11139.690.30000.4604no
GNRC2025-08-11199.490.25510.4134no
INTC2025-08-1120.450.17820.5800no
IT2025-08-11228.110.20790.4537no
KMB2025-08-11128.430.31540.4049no
LDOS2025-08-11173.820.16330.5332no
MCHP2025-08-1159.920.23250.5613no
MDT2025-08-1189.930.18440.4045no
MGM2025-08-1134.170.24070.4228no
MNST2025-08-1132.220.25280.4223no
MRNA2025-08-1126.150.49190.4085no
NOW2025-08-11173.580.29960.5016no
NXPI2025-08-11202.570.21710.5466no
O2025-08-1154.160.20210.4057no
PCG2025-08-1114.790.20940.4520no
ROST2025-08-11144.440.32450.4216no
STLD2025-08-11121.400.16590.4998no
SWK2025-08-1166.330.26300.5005no
SYF2025-08-1168.370.34130.4214no
TFC2025-08-1141.250.25590.4142no
TPL2025-08-11286.340.47710.4424no
TRMB2025-08-1183.770.17050.4816no
TRV2025-08-11260.140.30930.4561no
UPS2025-08-1180.260.30460.4184no
WDC2025-08-1175.090.24990.5368no
WM2025-08-11231.260.18300.4415no
WMT2025-08-11102.790.20240.5119no
WY2025-08-1124.360.21530.4473no
YUM2025-08-11138.130.18250.4092no
ZBH2025-08-1198.500.22820.4307no