Request pack
Formation comparison · 2025-12-08 · seed 19

One formation.
Four portfolio arms.

Formation 2025-12-08 · entry 2025-12-08 · seed 19 · 2025-W50

← Back to formation archive

P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW505152010203040506070809101112131415161718192021222324202520268.5%0%-6.6%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW5051520102030405060708091011121314151617181920212223242025202622.5%0%-8.3%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete1.06%4.79%2026-03-02-3.56%
buy & holdparticipation factor overlay6 monthscomplete4.83%7.07%2026-06-04-7.80%
buy & holdQlib / Alpha158 baseline3 monthscomplete-0.03%3.73%2026-02-27-3.63%
buy & holdQlib / Alpha158 baseline6 monthscomplete2.74%4.33%2026-06-04-8.56%
weekly rebalanceparticipation factor overlay3 monthscomplete-2.15%2.59%2026-01-15-5.49%
weekly rebalanceparticipation factor overlay6 monthscomplete15.17%19.50%2026-06-02-7.75%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete-2.43%2.30%2026-01-15-5.27%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete13.51%17.37%2026-06-02-6.81%

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
ABBV2025-12-08220.860.20830.4803no
ADBE2025-12-08347.450.18210.4732no
APTV2025-12-0876.880.19380.4578no
AZO2025-12-083790.000.45380.4340no
BIIB2025-12-08181.300.16770.5143no
BX2025-12-08147.710.36840.4616no
CARR2025-12-0853.620.18090.5006no
CAT2025-12-08600.990.18710.4525no
CB2025-12-08291.840.33080.4479no
CBRE2025-12-08160.160.20190.4157no
DELL2025-12-08137.360.41840.5503no
DHI2025-12-08156.470.24890.4216no
EPAM2025-12-08204.630.28640.4149no
ETR2025-12-0892.490.18640.4303no
GEV2025-12-08629.890.25280.5391no
GOOG2025-12-08320.400.1789—no
GPC2025-12-08126.200.16200.4879no
IR2025-12-0879.710.31290.4975no
IRM2025-12-0881.510.33240.4079no
LHX2025-12-08275.720.17250.5378no
LII2025-12-08505.960.29350.4751no
LOW2025-12-08243.330.19400.4920no
LYV2025-12-08138.910.47960.4318no
MDT2025-12-0899.350.27930.4035no
MLM2025-12-08622.330.21460.4676no
MOS2025-12-0823.000.30330.4105no
MSCI2025-12-08529.770.24670.4584no
MSI2025-12-08368.250.16330.5447no
NFLX2025-12-0899.870.3781—no
NOW2025-12-08170.850.33300.4319no
NRG2025-12-08162.600.30130.4705no
NWSA2025-12-0825.920.34780.5150no
ODFL2025-12-08156.370.30510.4084no
ON2025-12-0855.140.61790.5690no
OXY2025-12-0841.030.21850.5039no
PAYC2025-12-08162.650.19820.4117no
PCG2025-12-0815.050.18120.4529no
PHM2025-12-08125.250.23150.4341no
PNR2025-12-08103.240.39840.4747no
PSKY2025-12-0813.820.2594—no
SOLV2025-12-0885.330.27870.4671no
TFC2025-12-0846.260.17510.4252no
TTD2025-12-0840.200.34660.4095no
UNH2025-12-08322.330.27240.4643no
VLTO2025-12-08101.510.24530.4727no
VST2025-12-08167.120.66280.4577no
WMB2025-12-0860.670.24830.5002no
WY2025-12-0821.520.17610.4300no
XOM2025-12-08113.550.23710.4779no
ZTS2025-12-08116.670.19720.4175no