Request pack
Formation comparison · 2025-10-27 · seed 101

One formation.
Four portfolio arms.

Formation 2025-10-27 · entry 2025-10-27 · seed 101 · 2025-W44

← Back to formation archive

P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW4445464748495051520102030405060708091011121314151617182025202612.9%0%-7.4%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW4445464748495051520102030405060708091011121314151617182025202612.5%0%-9.2%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete4.97%5.90%2026-01-22-5.47%
buy & holdparticipation factor overlay6 monthscomplete8.75%8.89%2026-04-23-7.49%
buy & holdQlib / Alpha158 baseline3 monthscomplete5.90%6.82%2026-01-15-5.00%
buy & holdQlib / Alpha158 baseline6 monthscomplete10.37%10.96%2026-04-23-7.06%
weekly rebalanceparticipation factor overlay3 monthscomplete2.08%3.01%2026-01-22-6.89%
weekly rebalanceparticipation factor overlay6 monthscomplete10.07%10.39%2026-04-22-6.89%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete2.39%3.27%2026-01-22-7.12%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete9.31%10.29%2026-04-22-7.12%

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
ABT2025-10-27123.760.19860.4123no
ADI2025-10-27236.740.28810.5695no
AME2025-10-27186.240.18400.4954no
AOS2025-10-2767.520.17150.4677no
APA2025-10-2723.620.38760.4816no
APO2025-10-27124.820.3001—no
APTV2025-10-2786.860.24720.4518no
BX2025-10-27149.230.51120.4629no
C2025-10-2797.240.23200.4416no
CNC2025-10-2734.060.35620.4466no
CSGP2025-10-2777.890.33510.4197no
D2025-10-2758.360.17100.4653no
DHI2025-10-27156.370.22060.4211no
DIS2025-10-27110.340.21990.4149no
DVA2025-10-27129.170.18310.4640no
DXCM2025-10-2770.870.25570.4096no
ERIE2025-10-27319.610.2754—no
FANG2025-10-27143.050.20780.4733no
FITB2025-10-2741.820.16370.4162no
GEV2025-10-27589.710.20400.5399no
HSIC2025-10-2764.000.26110.4114no
HUBB2025-10-27433.920.21660.4886no
KHC2025-10-2723.640.1652—no
KKR2025-10-27122.080.21870.4776no
KMX2025-10-2744.710.24590.4578no
LLY2025-10-27819.830.22160.4467no
MAS2025-10-2767.000.29640.4305no
MCO2025-10-27490.730.27050.4300no
MET2025-10-2777.110.18920.4568no
MGM2025-10-2733.200.60910.4133no
MOH2025-10-27163.870.18590.4592no
MSFT2025-10-27527.440.17530.4713no
MTB2025-10-27180.920.26070.4225no
MU2025-10-27224.590.43540.6037no
NOW2025-10-27188.810.18390.4999no
ODFL2025-10-27135.420.19900.4229no
OKE2025-10-2765.360.22700.4689no
PFG2025-10-2777.080.19090.4740no
PHM2025-10-27120.650.22750.4335no
PKG2025-10-27200.400.31560.4161no
PRU2025-10-2797.410.29640.4691no
RCL2025-10-27314.700.17850.4523no
RSG2025-10-27220.930.23090.4405no
SWKS2025-10-2772.330.27450.5375no
TRV2025-10-27265.580.21270.4697no
TSLA2025-10-27439.980.28680.4717no
TSN2025-10-2749.720.21270.4365no
TT2025-10-27426.160.19090.4986no
VLO2025-10-27167.920.20840.4918no
VLTO2025-10-27104.120.26100.4743no