Request pack
Formation comparison · 2025-09-08 · seed 19

One formation.
Four portfolio arms.

Formation 2025-09-08 · entry 2025-09-08 · seed 19 · 2025-W37

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW37383940414243444546474849505152010203040506070809102025202618.4%0%-6.5%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW3738394041424344454647484950515201020304050607080910202520268.5%0%-3.3%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete3.63%4.93%2025-10-08-7.70%
buy & holdparticipation factor overlay6 monthscomplete11.66%15.99%2026-02-25-7.70%
buy & holdQlib / Alpha158 baseline3 monthscomplete2.21%4.19%2025-10-08-7.96%
buy & holdQlib / Alpha158 baseline6 monthscomplete9.18%12.71%2026-02-27-7.96%
weekly rebalanceparticipation factor overlay3 monthscomplete3.74%4.69%2025-12-05-5.39%
weekly rebalanceparticipation factor overlay6 monthscomplete2.36%7.33%2026-01-15-5.49%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete2.84%4.23%2025-10-27-6.10%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete1.14%6.05%2026-01-15-6.10%

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
ADBE2025-09-08348.860.19870.4756no
ADP2025-09-08286.730.29340.4304no
AES2025-09-0812.370.2229—no
ALL2025-09-08197.220.18970.4683no
AMD2025-09-08151.800.60920.5759no
ANET2025-09-08143.800.40720.5028no
APA2025-09-0822.220.26250.4719no
APO2025-09-08130.440.2126—no
BAX2025-09-0824.200.51580.4074no
DE2025-09-08468.010.20550.4534no
DG2025-09-08108.370.23930.5342no
DXCM2025-09-0879.350.31260.4058no
EG2025-09-08332.880.19060.4757no
ELV2025-09-08307.790.28610.4112no
ENPH2025-09-0839.580.53740.4719no
FOX2025-09-0855.260.2155—no
FTNT2025-09-0879.180.22340.4942no
GEV2025-09-08593.060.39650.4938no
GILD2025-09-08111.140.17640.4036no
GLW2025-09-0870.870.18500.4929no
IBM2025-09-08242.330.37310.4821no
INTC2025-09-0824.480.33110.5780no
KKR2025-09-08135.230.25760.5039no
KMI2025-09-0825.720.25740.4958no
LMT2025-09-08451.270.30020.5347no
MKTX2025-09-08184.450.36440.5507no
MOH2025-09-08175.470.36710.4024no
MRNA2025-09-0824.920.60500.4085no
NCLH2025-09-0825.440.19490.4262no
NEM2025-09-0875.980.37490.5283no
NVDA2025-09-08167.140.42250.5595no
OKE2025-09-0869.420.24990.4843no
ORCL2025-09-08237.190.32840.5391no
PAYC2025-09-08221.300.17790.4317no
REGN2025-09-08568.290.17420.4369no
ROP2025-09-08514.570.18130.4800no
SNPS2025-09-08600.920.21980.5015no
SO2025-09-0888.510.35540.4413no
STLD2025-09-08132.890.20260.5056no
TRGP2025-09-08160.080.21450.4601no
TSLA2025-09-08354.640.18190.4619no
TSN2025-09-0853.880.21870.4721no
TTWO2025-09-08241.780.37090.4245no
UAL2025-09-08107.480.26200.4972no
UBER2025-09-0891.380.23270.5195no
VICI2025-09-0830.880.19000.4033no
VTRS2025-09-0810.100.17500.4723no
WDC2025-09-0892.370.36400.5363no
WM2025-09-08215.590.22150.4408no
ZBH2025-09-08104.300.28500.4286no