Request pack
Formation comparison · 2025-08-18 · seed 101

One formation.
Four portfolio arms.

Formation 2025-08-18 · entry 2025-08-18 · seed 101 · 2025-W34

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW3435363738394041424344454647484950515201020304050607082025202626.2%0%-3.5%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW3435363738394041424344454647484950515201020304050607082025202611.0%0%-4.9%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete4.29%6.97%2025-11-12-4.13%
buy & holdparticipation factor overlay6 monthscomplete23.37%23.37%2026-02-18-4.64%
buy & holdQlib / Alpha158 baseline3 monthscomplete4.79%7.67%2025-11-12-3.79%
buy & holdQlib / Alpha158 baseline6 monthscomplete23.29%23.29%2026-02-18-4.85%
weekly rebalanceparticipation factor overlay3 monthscomplete-1.77%4.21%2025-10-03-5.74%
weekly rebalanceparticipation factor overlay6 monthscomplete7.41%7.41%2026-02-18-7.28%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete0.05%5.80%2025-10-27-5.43%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete8.93%9.49%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
AAPL2025-08-18230.850.16800.5214no
ADBE2025-08-18355.680.26060.4756no
AIG2025-08-1877.430.33160.4605no
ALB2025-08-1880.310.29850.4140no
AMD2025-08-18176.760.30220.5774no
AMGN2025-08-18286.590.31750.4172no
AMP2025-08-18494.860.18310.4642no
ANET2025-08-18136.420.24650.5028no
APA2025-08-1819.750.43820.4719no
APTV2025-08-1874.100.27600.4379no
CAG2025-08-1817.780.40620.4299no
CAT2025-08-18403.370.23490.4658no
CMI2025-08-18390.460.17560.4882no
COST2025-08-18967.650.26420.5261no
CTAS2025-08-18214.460.28710.4616no
CZR2025-08-1825.380.17690.4108no
DGX2025-08-18177.120.25930.4026no
EOG2025-08-18114.380.17620.4864no
FTV2025-08-1847.860.24780.5032no
GL2025-08-18134.040.18320.4604no
GNRC2025-08-18199.200.29030.4134no
IT2025-08-18239.710.16810.4537no
KEYS2025-08-18163.620.36690.5056no
LKQ2025-08-1829.660.29160.5251no
MCHP2025-08-1863.520.70560.5613no
MGM2025-08-1835.970.42820.4228no
MRNA2025-08-1828.200.67070.4085no
NSC2025-08-18274.650.21940.4408no
NVR2025-08-188236.390.1675—no
NXPI2025-08-18223.980.19560.5466no
OKE2025-08-1869.800.16950.4843no
PCG2025-08-1814.940.22440.4520no
PKG2025-08-18187.450.18610.4477no
PLTR2025-08-18175.270.18900.5684no
PNW2025-08-1888.010.24170.4498no
REGN2025-08-18579.120.25440.4369no
RF2025-08-1824.300.26190.4094no
SYF2025-08-1870.090.28440.4214no
TFC2025-08-1842.390.18950.4142no
TKO2025-08-18184.490.31850.4541no
TPL2025-08-18290.970.77680.4424no
TRGP2025-08-18158.800.23080.4601no
TRV2025-08-18259.490.37730.4561no
TTWO2025-08-18233.470.23030.4245no
ULTA2025-08-18521.000.19730.4055no
UNP2025-08-18214.800.19890.4379no
URI2025-08-18902.640.25240.4433no
VMC2025-08-18289.480.17830.4515no
WBD2025-08-1811.810.24370.4370no
WDC2025-08-1874.560.19930.5368no