Request pack
Formation comparison · 2025-09-08 · seed 41

One formation.
Four portfolio arms.

Formation 2025-09-08 · entry 2025-09-08 · seed 41 · 2025-W37

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW37383940414243444546474849505152010203040506070809102025202619.3%0%-5.1%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW37383940414243444546474849505152010203040506070809102025202610.0%0%-4.9%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete4.44%5.07%2025-12-05-6.29%
buy & holdparticipation factor overlay6 monthscomplete12.60%16.90%2026-02-25-6.29%
buy & holdQlib / Alpha158 baseline3 monthscomplete3.09%4.52%2025-10-27-6.95%
buy & holdQlib / Alpha158 baseline6 monthscomplete9.00%12.60%2026-03-02-6.95%
weekly rebalanceparticipation factor overlay3 monthscomplete3.89%4.57%2025-12-05-5.90%
weekly rebalanceparticipation factor overlay6 monthscomplete3.57%8.53%2026-01-22-5.90%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete1.44%3.20%2025-10-27-6.43%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete2.57%6.51%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
ACGL2025-09-0893.500.20540.4485no
ADP2025-09-08286.730.16300.4304no
ALL2025-09-08197.220.17750.4683no
AMD2025-09-08151.800.49180.5759no
AMGN2025-09-08273.460.25160.4172no
ANET2025-09-08143.800.28720.5028no
APA2025-09-0822.220.29360.4719no
APO2025-09-08130.440.2126—no
BAX2025-09-0824.200.47920.4074no
BF.B2025-09-0827.600.3103—no
CAT2025-09-08418.880.18220.4658no
CDNS2025-09-08353.670.23190.5529no
DE2025-09-08468.010.21630.4534no
DG2025-09-08108.370.22910.5342no
DTE2025-09-08131.740.16780.4493no
DXCM2025-09-0879.350.20220.4058no
ENPH2025-09-0839.580.26910.4719no
GEV2025-09-08593.060.60570.4938no
GILD2025-09-08111.140.16610.4036no
HCA2025-09-08415.250.24250.4076no
IBM2025-09-08242.330.19710.4821no
IEX2025-09-08162.420.16790.4889no
INTC2025-09-0824.480.28570.5780no
LMT2025-09-08451.270.44070.5347no
MGM2025-09-0836.650.23970.4238no
MKTX2025-09-08184.450.41910.5507no
MOH2025-09-08175.470.32360.4024no
MRNA2025-09-0824.920.50560.4085no
MSFT2025-09-08494.050.20230.4713no
NCLH2025-09-0825.440.16650.4262no
NEM2025-09-0875.980.32100.5283no
NVDA2025-09-08167.140.42830.5595no
NXPI2025-09-08222.430.22300.5454no
PFE2025-09-0823.270.17890.4207no
ROP2025-09-08514.570.17610.4800no
SO2025-09-0888.510.26610.4413no
STLD2025-09-08132.890.20540.5056no
TDG2025-09-081251.990.35290.5288no
TPL2025-09-08298.980.27550.4424no
TSLA2025-09-08354.640.32600.4619no
TTWO2025-09-08241.780.28430.4245no
TYL2025-09-08559.960.20000.4455no
UAL2025-09-08107.480.31750.4972no
UBER2025-09-0891.380.26370.5195no
UHS2025-09-08189.180.34120.4033no
VICI2025-09-0830.880.16270.4033no
WDC2025-09-0892.370.17170.5363no
WM2025-09-08215.590.20000.4408no
WY2025-09-0825.100.24890.4478no
ZBH2025-09-08104.300.42390.4286no