Request pack
Formation comparison · 2025-09-08 · seed 73

One formation.
Four portfolio arms.

Formation 2025-09-08 · entry 2025-09-08 · seed 73 · 2025-W37

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW37383940414243444546474849505152010203040506070809102025202622.3%0%-5.2%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW37383940414243444546474849505152010203040506070809102025202610.6%0%-2.2%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete3.84%4.76%2025-10-08-6.97%
buy & holdparticipation factor overlay6 monthscomplete14.48%19.61%2026-02-25-6.97%
buy & holdQlib / Alpha158 baseline3 monthscomplete3.16%4.09%2025-10-27-6.22%
buy & holdQlib / Alpha158 baseline6 monthscomplete11.11%14.59%2026-03-02-6.22%
weekly rebalanceparticipation factor overlay3 monthscomplete5.01%5.66%2025-12-05-5.31%
weekly rebalanceparticipation factor overlay6 monthscomplete3.76%9.36%2026-01-06-5.60%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete3.33%4.96%2025-10-27-5.67%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete5.32%7.99%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
ADBE2025-09-08348.860.33960.4756no
ADI2025-09-08244.990.33430.5445no
ADP2025-09-08286.730.19760.4304no
AMD2025-09-08151.800.68390.5759no
ANET2025-09-08143.800.30610.5028no
APA2025-09-0822.220.27730.4719no
APO2025-09-08130.440.2793—no
BAX2025-09-0824.200.48130.4074no
BRO2025-09-0893.760.17460.4563no
CAT2025-09-08418.880.19010.4658no
CMI2025-09-08393.780.17230.4882no
CNC2025-09-0829.020.18400.4090no
CSCO2025-09-0865.370.20770.5436no
DE2025-09-08468.010.18380.4534no
DG2025-09-08108.370.16350.5342no
ELV2025-09-08307.790.16680.4112no
ENPH2025-09-0839.580.22320.4719no
GEV2025-09-08593.060.54140.4938no
GILD2025-09-08111.140.16370.4036no
GLW2025-09-0870.870.18030.4929no
HCA2025-09-08415.250.30300.4076no
KEYS2025-09-08168.000.20310.5046no
KKR2025-09-08135.230.19470.5039no
KMI2025-09-0825.720.21370.4958no
LHX2025-09-08267.280.18730.5423no
LKQ2025-09-0830.980.23640.5263no
LMT2025-09-08451.270.37310.5347no
MCO2025-09-08494.890.19060.4686no
MKTX2025-09-08184.450.16560.5507no
MOH2025-09-08175.470.33170.4024no
MRNA2025-09-0824.920.47960.4085no
MSFT2025-09-08494.050.33480.4713no
MSI2025-09-08471.200.16940.5368no
NEM2025-09-0875.980.28140.5283no
NVDA2025-09-08167.140.30940.5595no
ORCL2025-09-08237.190.45980.5391no
ROP2025-09-08514.570.29620.4800no
SBUX2025-09-0883.370.22130.4150no
SNPS2025-09-08600.920.32270.5015no
SO2025-09-0888.510.26370.4413no
SWK2025-09-0875.280.22690.5031no
TDG2025-09-081251.990.33930.5288no
TPL2025-09-08298.980.26960.4424no
TT2025-09-08411.800.17160.5049no
TTWO2025-09-08241.780.36460.4245no
UHS2025-09-08189.180.38270.4033no
VICI2025-09-0830.880.20030.4033no
WDC2025-09-0892.370.21080.5363no
XYL2025-09-08138.570.21490.4745no
ZBH2025-09-08104.300.32340.4286no