Request pack
Formation comparison · 2025-12-22 · seed 101

One formation.
Four portfolio arms.

Formation 2025-12-22 · entry 2025-12-22 · seed 101 · 2025-W52

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW5201020304050607080910111213141516171819202122232425262025202617.1%0%-8.8%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW5201020304050607080910111213141516171819202122232425262025202626.0%0%-5.5%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete-4.98%4.90%2026-02-18-9.42%
buy & holdparticipation factor overlay6 monthscomplete12.32%13.13%2026-06-02-10.66%
buy & holdQlib / Alpha158 baseline3 monthscomplete-2.66%5.75%2026-02-27-7.95%
buy & holdQlib / Alpha158 baseline6 monthscomplete14.42%14.56%2026-06-15-8.72%
weekly rebalanceparticipation factor overlay3 monthscomplete-0.90%4.26%2026-02-18-5.38%
weekly rebalanceparticipation factor overlay6 monthscomplete22.67%22.91%2026-06-15-6.66%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete-0.47%4.57%2026-01-22-5.98%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete21.20%22.22%2026-06-15-6.18%

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
ABBV2025-12-22220.890.28810.4834no
AKAM2025-12-2289.190.18640.5023no
ALLE2025-12-22158.010.20470.4974no
ANET2025-12-22133.430.22880.5408no
APO2025-12-22145.390.2022—no
APP2025-12-22731.970.20330.4183no
BLDR2025-12-22103.560.18950.4327no
CAT2025-12-22580.940.28350.4525no
CHTR2025-12-22205.310.51580.4535no
COIN2025-12-22251.681.02960.4592no
DD2025-12-22123.000.22250.4128no
DELL2025-12-22127.600.44690.5502no
DHI2025-12-22145.140.29620.4216no
ED2025-12-2295.160.1873—no
EG2025-12-22324.850.27320.4471no
EQIX2025-12-22741.840.22100.4074no
GE2025-12-22308.460.35020.5091no
GNRC2025-12-22139.950.82130.4328no
GOOGL2025-12-22309.280.34500.5384no
GPN2025-12-2279.830.46000.4209no
HD2025-12-22337.970.31520.4668no
HOOD2025-12-22123.510.45740.4503no
HPQ2025-12-2222.620.22350.4917no
IP2025-12-2236.920.19930.4009no
JBHT2025-12-22197.610.29300.4164no
LLY2025-12-221071.540.25380.4422no
LUV2025-12-2240.660.4590—no
MAS2025-12-2263.460.31510.4362no
MCHP2025-12-2264.940.20630.5802no
MHK2025-12-22107.580.24240.4212no
MOS2025-12-2223.390.22210.4105no
NCLH2025-12-2222.910.47290.4337no
NEM2025-12-22104.130.32050.5589no
NFLX2025-12-2294.710.5004—no
NTAP2025-12-22111.360.27090.5507no
NVDA2025-12-22183.490.23160.6034no
ODFL2025-12-22157.730.59700.4120no
OMC2025-12-2279.260.35220.4464no
ON2025-12-2255.660.47930.5690no
ORCL2025-12-22194.940.72240.5527no
PNR2025-12-22102.850.25860.4747no
RVTY2025-12-2296.390.20770.4069no
SHW2025-12-22319.150.28640.4015no
SNPS2025-12-22468.250.30670.5586no
SO2025-12-2283.230.35660.4530no
TPR2025-12-22125.500.19800.4034no
TTD2025-12-2237.530.28390.4095no
VST2025-12-22163.550.71770.4577no
WEC2025-12-22100.670.21840.4451no
XYL2025-12-22136.650.21690.4832no