Request pack
Formation comparison · 2025-08-18 · seed 41

One formation.
Four portfolio arms.

Formation 2025-08-18 · entry 2025-08-18 · seed 41 · 2025-W34

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW3435363738394041424344454647484950515201020304050607082025202627.0%0%-3.5%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW3435363738394041424344454647484950515201020304050607082025202611.2%0%-4.1%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete4.90%7.74%2025-11-12-3.61%
buy & holdparticipation factor overlay6 monthscomplete24.06%24.06%2026-02-18-4.90%
buy & holdQlib / Alpha158 baseline3 monthscomplete2.76%5.91%2025-11-12-3.75%
buy & holdQlib / Alpha158 baseline6 monthscomplete19.07%19.07%2026-02-18-5.03%
weekly rebalanceparticipation factor overlay3 monthscomplete1.08%4.94%2025-10-27-3.68%
weekly rebalanceparticipation factor overlay6 monthscomplete8.69%9.71%2026-01-22-5.90%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete-0.68%4.03%2025-10-27-4.53%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete6.52%7.38%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
AES2025-08-1812.720.2788—no
AFL2025-08-18102.720.26380.4660no
AIG2025-08-1877.430.20040.4605no
ALB2025-08-1880.310.18240.4140no
AMD2025-08-18176.760.31160.5774no
AMGN2025-08-18286.590.33640.4172no
APA2025-08-1819.750.27630.4719no
APTV2025-08-1874.100.21300.4379no
BAC2025-08-1845.690.22640.4261no
BAX2025-08-1823.990.22770.4074no
BF.B2025-08-1829.120.1811—no
CAG2025-08-1817.780.32990.4299no
CAT2025-08-18403.370.25010.4658no
CI2025-08-18290.160.23320.4189no
CMI2025-08-18390.460.24520.4882no
COST2025-08-18967.650.28950.5261no
CTAS2025-08-18214.460.32680.4616no
DGX2025-08-18177.120.18760.4026no
EFX2025-08-18244.060.21110.4770no
ES2025-08-1862.800.19710.4535no
FOX2025-08-1852.700.2386—no
GNRC2025-08-18199.200.37660.4134no
IEX2025-08-18162.080.20540.4888no
INTC2025-08-1824.000.18750.5800no
KEYS2025-08-18163.620.37620.5056no
KKR2025-08-18140.980.19440.5039no
MCHP2025-08-1863.520.36060.5613no
MGM2025-08-1835.970.37410.4228no
MKC2025-08-1867.520.19930.4067no
MRNA2025-08-1828.200.53800.4085no
MU2025-08-18121.160.40110.5825no
NSC2025-08-18274.650.21070.4408no
NXPI2025-08-18223.980.33640.5466no
ODFL2025-08-18150.100.30930.4309no
ON2025-08-1851.000.46230.5486no
PAYC2025-08-18219.130.30180.4317no
PCG2025-08-1814.940.22880.4520no
PNW2025-08-1888.010.20300.4498no
PODD2025-08-18321.320.31930.4122no
REGN2025-08-18579.120.26210.4369no
RF2025-08-1824.300.34980.4094no
ROST2025-08-18145.440.19750.4228no
SYF2025-08-1870.090.22920.4214no
TPL2025-08-18290.970.70970.4424no
TRV2025-08-18259.490.35460.4561no
TTWO2025-08-18233.470.41110.4245no
ULTA2025-08-18521.000.36110.4055no
VMC2025-08-18289.480.19070.4515no
VRTX2025-08-18392.800.23070.4277no
WBD2025-08-1811.810.38470.4370no