Request pack
Formation comparison · 2025-12-08 · seed 41

One formation.
Four portfolio arms.

Formation 2025-12-08 · entry 2025-12-08 · seed 41 · 2025-W50

← Back to formation archive

P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW5051520102030405060708091011121314151617181920212223242025202614.5%0%-4.9%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW5051520102030405060708091011121314151617181920212223242025202618.1%0%-7.5%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete3.03%9.09%2026-02-13-5.56%
buy & holdparticipation factor overlay6 monthscomplete10.32%12.64%2026-06-04-10.27%
buy & holdQlib / Alpha158 baseline3 monthscomplete2.04%7.50%2026-02-11-5.08%
buy & holdQlib / Alpha158 baseline6 monthscomplete9.04%10.98%2026-06-04-9.80%
weekly rebalanceparticipation factor overlay3 monthscomplete-0.96%3.79%2026-01-22-5.11%
weekly rebalanceparticipation factor overlay6 monthscomplete12.06%15.63%2026-06-02-8.45%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete0.39%4.25%2026-01-22-5.14%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete11.30%14.86%2026-06-02-7.54%

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
ANET2025-12-08129.730.21230.5408no
AOS2025-12-0866.750.17450.4649no
APTV2025-12-0876.880.40340.4578no
AZO2025-12-083790.000.39550.4340no
BRK.B2025-12-08502.100.2178—no
BX2025-12-08147.710.63780.4616no
CARR2025-12-0853.620.28010.5006no
CBRE2025-12-08160.160.21780.4157no
CVX2025-12-08145.200.19280.4788no
DELL2025-12-08137.360.49510.5503no
EG2025-12-08303.970.24230.4473no
EPAM2025-12-08204.630.30410.4149no
ETR2025-12-0892.490.22950.4303no
F2025-12-0812.630.24340.4546no
FCX2025-12-0845.060.2114—no
FITB2025-12-0844.510.19450.4162no
GEN2025-12-0826.700.23280.5411no
GEV2025-12-08629.890.55570.5391no
GOOG2025-12-08320.400.1797—no
GPC2025-12-08126.200.25540.4879no
HWM2025-12-08191.400.24930.5227no
IEX2025-12-08175.550.27030.4610no
IRM2025-12-0881.510.32830.4079no
LHX2025-12-08275.720.23820.5378no
LII2025-12-08505.960.30100.4751no
LOW2025-12-08243.330.18670.4920no
LRCX2025-12-08161.670.29690.6010no
LYV2025-12-08138.910.67490.4318no
MAS2025-12-0861.430.19140.4362no
MDT2025-12-0899.350.32470.4035no
MOS2025-12-0823.000.38600.4105no
NKE2025-12-0863.910.32080.4093no
NRG2025-12-08162.600.25020.4705no
NWSA2025-12-0825.920.31670.5150no
ODFL2025-12-08156.370.42350.4084no
ON2025-12-0855.140.66930.5690no
PCG2025-12-0815.050.23630.4529no
PHM2025-12-08125.250.21500.4341no
PNR2025-12-08103.240.37260.4747no
PSKY2025-12-0813.820.1765—no
SNA2025-12-08341.140.18120.4249no
SW2025-12-0835.110.16940.4329no
TMO2025-12-08568.800.19390.4068no
TTD2025-12-0840.200.49970.4095no
UAL2025-12-08105.330.19870.5045no
UNH2025-12-08322.330.28900.4643no
VST2025-12-08167.120.58630.4577no
WEC2025-12-08103.010.20750.4451no
WY2025-12-0821.520.20030.4300no
XOM2025-12-08113.550.30960.4779no