Request pack
Formation comparison · 2025-09-08 · seed 101

One formation.
Four portfolio arms.

Formation 2025-09-08 · entry 2025-09-08 · seed 101 · 2025-W37

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW37383940414243444546474849505152010203040506070809102025202614.5%0%-6.0%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW3738394041424344454647484950515201020304050607080910202520269.5%0%-5.8%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete2.27%4.78%2025-10-08-8.44%
buy & holdparticipation factor overlay6 monthscomplete8.40%12.27%2026-02-25-8.44%
buy & holdQlib / Alpha158 baseline3 monthscomplete2.63%5.56%2025-10-27-7.82%
buy & holdQlib / Alpha158 baseline6 monthscomplete9.16%12.51%2026-02-25-7.82%
weekly rebalanceparticipation factor overlay3 monthscomplete1.92%3.20%2025-10-03-7.28%
weekly rebalanceparticipation factor overlay6 monthscomplete2.65%6.37%2026-02-18-7.28%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete2.68%4.42%2025-10-27-6.93%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete4.74%8.06%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
ADBE2025-09-08348.860.26890.4756no
ADP2025-09-08286.730.34290.4304no
AES2025-09-0812.370.2117—no
AMD2025-09-08151.800.30110.5759no
ANET2025-09-08143.800.47830.5028no
APO2025-09-08130.440.2823—no
BAX2025-09-0824.200.59500.4074no
BRO2025-09-0893.760.24530.4563no
CAG2025-09-0817.980.20530.4203no
CDNS2025-09-08353.670.16420.5529no
CI2025-09-08299.800.18350.4189no
CSCO2025-09-0865.370.20220.5436no
DG2025-09-08108.370.17060.5342no
DXCM2025-09-0879.350.16280.4058no
ELV2025-09-08307.790.16460.4112no
ENPH2025-09-0839.580.36060.4719no
FAST2025-09-0847.080.16760.4876no
FIS2025-09-0865.590.27910.4054no
FOX2025-09-0855.260.1907—no
GEV2025-09-08593.060.37980.4938no
GLW2025-09-0870.870.22870.4929no
GRMN2025-09-08232.970.24090.5066no
HCA2025-09-08415.250.25300.4076no
IBM2025-09-08242.330.22130.4821no
INTC2025-09-0824.480.24620.5780no
KKR2025-09-08135.230.33840.5039no
LHX2025-09-08267.280.20950.5423no
LMT2025-09-08451.270.31500.5347no
MGM2025-09-0836.650.16130.4238no
MKTX2025-09-08184.450.26910.5507no
MRNA2025-09-0824.920.28850.4085no
MSFT2025-09-08494.050.17880.4713no
NCLH2025-09-0825.440.19640.4262no
NEM2025-09-0875.980.24730.5283no
NVDA2025-09-08167.140.31320.5595no
OKE2025-09-0869.420.19260.4843no
ORCL2025-09-08237.190.28790.5391no
PAYC2025-09-08221.300.20490.4317no
RF2025-09-0826.060.16670.4094no
ROP2025-09-08514.570.34370.4800no
SBUX2025-09-0883.370.21220.4150no
TDG2025-09-081251.990.24670.5288no
TPL2025-09-08298.980.27220.4424no
TTWO2025-09-08241.780.40230.4245no
UBER2025-09-0891.380.29370.5195no
UHS2025-09-08189.180.41370.4033no
UNH2025-09-08309.470.24100.4227no
WDC2025-09-0892.370.24460.5363no
WM2025-09-08215.590.19250.4408no
ZBH2025-09-08104.300.37310.4286no