Request pack
Formation comparison · 2025-08-18 · seed 73

One formation.
Four portfolio arms.

Formation 2025-08-18 · entry 2025-08-18 · seed 73 · 2025-W34

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW3435363738394041424344454647484950515201020304050607082025202624.6%0%-3.2%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW3435363738394041424344454647484950515201020304050607082025202611.6%0%-1.7%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete2.87%5.45%2025-10-27-3.92%
buy & holdparticipation factor overlay6 monthscomplete21.90%21.90%2026-02-18-4.63%
buy & holdQlib / Alpha158 baseline3 monthscomplete2.82%5.45%2025-11-12-3.90%
buy & holdQlib / Alpha158 baseline6 monthscomplete21.62%21.62%2026-02-18-4.43%
weekly rebalanceparticipation factor overlay3 monthscomplete2.39%6.16%2025-11-12-3.89%
weekly rebalanceparticipation factor overlay6 monthscomplete8.60%10.34%2026-01-06-5.60%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete2.11%6.30%2025-10-27-3.94%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete9.34%9.37%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
ABBV2025-08-18200.380.18820.4333no
ADBE2025-08-18355.680.34490.4756no
AES2025-08-1812.720.2723—no
AFL2025-08-18102.720.17340.4660no
AIG2025-08-1877.430.18260.4605no
AJG2025-08-18288.000.16980.4682no
AMD2025-08-18176.760.40580.5774no
AMGN2025-08-18286.590.38010.4172no
APA2025-08-1819.750.23820.4719no
BALL2025-08-1853.050.22580.4165no
BAX2025-08-1823.990.17980.4074no
BX2025-08-18164.730.3102—no
CAG2025-08-1817.780.34850.4299no
CAT2025-08-18403.370.19420.4658no
CI2025-08-18290.160.36500.4189no
CMI2025-08-18390.460.23340.4882no
DOW2025-08-1821.890.23070.4112no
EFX2025-08-18244.060.22750.4770no
GL2025-08-18134.040.45080.4604no
GM2025-08-1855.510.25580.4195no
GNRC2025-08-18199.200.38150.4134no
HRL2025-08-1827.070.19470.4339no
HSY2025-08-18173.300.19830.4032no
IRM2025-08-1887.950.24810.4272no
IT2025-08-18239.710.26510.4537no
JNJ2025-08-18171.350.21590.4286no
KEYS2025-08-18163.620.27550.5056no
KKR2025-08-18140.980.22480.5039no
LKQ2025-08-1829.660.27410.5251no
MCHP2025-08-1863.520.42160.5613no
MRNA2025-08-1828.200.47480.4085no
MU2025-08-18121.160.29050.5825no
NSC2025-08-18274.650.20950.4408no
NXPI2025-08-18223.980.21640.5466no
ON2025-08-1851.000.24350.5486no
PNW2025-08-1888.010.22600.4498no
PRU2025-08-1899.020.28440.4662no
REGN2025-08-18579.120.31200.4369no
RF2025-08-1824.300.22380.4094no
ROST2025-08-18145.440.21210.4228no
SHW2025-08-18360.690.28400.4080no
TKO2025-08-18184.490.20400.4541no
TPL2025-08-18290.970.94950.4424no
TRV2025-08-18259.490.24110.4561no
TSN2025-08-1854.390.24530.4749no
UBER2025-08-1892.220.21690.5195no
ULTA2025-08-18521.000.29400.4055no
UNP2025-08-18214.800.23660.4379no
VRTX2025-08-18392.800.17090.4277no
WBD2025-08-1811.810.42810.4370no