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Formation comparison · 2025-12-08 · seed 73

One formation.
Four portfolio arms.

Formation 2025-12-08 · entry 2025-12-08 · seed 73 · 2025-W50

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW5051520102030405060708091011121314151617181920212223242025202613.3%0%-6.2%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW5051520102030405060708091011121314151617181920212223242025202620.4%0%-6.3%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete2.24%7.05%2026-02-27-4.49%
buy & holdparticipation factor overlay6 monthscomplete8.85%11.37%2026-06-04-9.83%
buy & holdQlib / Alpha158 baseline3 monthscomplete1.47%6.24%2026-02-11-4.49%
buy & holdQlib / Alpha158 baseline6 monthscomplete7.59%9.70%2026-06-04-9.91%
weekly rebalanceparticipation factor overlay3 monthscomplete-1.80%3.51%2026-01-06-5.60%
weekly rebalanceparticipation factor overlay6 monthscomplete13.23%17.67%2026-06-02-6.99%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete1.25%3.81%2026-01-06-4.82%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete14.14%17.84%2026-06-02-4.82%

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
ALLE2025-12-08157.000.23110.4974no
APTV2025-12-0876.880.36530.4578no
AZO2025-12-083790.000.32160.4340no
BX2025-12-08147.710.38600.4616no
CARR2025-12-0853.620.39690.5006no
CAT2025-12-08600.990.20640.4525no
CB2025-12-08291.840.18530.4479no
CBRE2025-12-08160.160.22680.4157no
CTAS2025-12-08184.730.23060.4473no
DELL2025-12-08137.360.35090.5503no
DHI2025-12-08156.470.33420.4216no
DVA2025-12-08117.100.25890.4640no
ED2025-12-0894.250.2138—no
EG2025-12-08303.970.24930.4473no
EPAM2025-12-08204.630.33310.4149no
ETR2025-12-0892.490.21060.4303no
F2025-12-0812.630.22780.4546no
FCX2025-12-0845.060.2521—no
GE2025-12-08283.910.20660.5088no
GEN2025-12-0826.700.24520.5411no
GEV2025-12-08629.890.38930.5391no
GOOG2025-12-08320.400.1925—no
HIG2025-12-08128.000.22810.4442no
IR2025-12-0879.710.29060.4975no
IRM2025-12-0881.510.22140.4079no
LHX2025-12-08275.720.28030.5378no
LII2025-12-08505.960.30030.4751no
LOW2025-12-08243.330.26170.4920no
LYV2025-12-08138.910.57760.4318no
MCHP2025-12-0865.190.26920.5802no
MOS2025-12-0823.000.33730.4105no
NFLX2025-12-0899.870.2597—no
NRG2025-12-08162.600.20680.4705no
NTAP2025-12-08116.090.27260.5508no
ODFL2025-12-08156.370.39990.4084no
ON2025-12-0855.140.56220.5690no
PAYC2025-12-08162.650.37600.4117no
PCG2025-12-0815.050.19430.4529no
PNR2025-12-08103.240.28300.4747no
PSKY2025-12-0813.820.4001—no
SCHW2025-12-0892.720.1938—no
SW2025-12-0835.110.21640.4329no
TFC2025-12-0846.260.26480.4252no
TMO2025-12-08568.800.27070.4068no
TTD2025-12-0840.200.49680.4095no
UNH2025-12-08322.330.22490.4643no
VST2025-12-08167.120.68220.4577no
WMB2025-12-0860.670.23900.5002no
XYL2025-12-08137.220.24870.4832no
ZTS2025-12-08116.670.42670.4175no