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Formation comparison · 2026-04-13 · seed 73

One formation.
Four portfolio arms.

Formation 2026-04-13 · entry 2026-04-13 · seed 73 · 2026-W16

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW1617181920212223242526272829303132333435363738202627.9%0%-3.0%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW1617181920212223242526272829303132333435363738202622.7%0%-2.4%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete18.47%20.67%2026-06-02-6.29%
buy & holdparticipation factor overlay6 monthsopen · current through 2026-09-1819.34%24.95%2026-08-13-6.29%
buy & holdQlib / Alpha158 baseline3 monthscomplete16.73%17.56%2026-06-02-5.74%
buy & holdQlib / Alpha158 baseline6 monthsopen · current through 2026-09-1816.47%21.77%2026-08-14-5.74%
weekly rebalanceparticipation factor overlay3 monthscomplete11.05%15.09%2026-06-02-6.51%
weekly rebalanceparticipation factor overlay6 monthsopen · current through 2026-09-1814.03%18.26%2026-08-19-9.30%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete12.23%14.87%2026-06-30-5.37%
weekly rebalanceQlib / Alpha158 baseline6 monthsopen · current through 2026-09-1816.80%20.28%2026-08-19-7.33%

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
AMCR2026-04-1339.490.40990.4427no
APA2026-04-1339.090.68470.5640no
APTV2026-04-1358.940.50010.4313no
ARES2026-04-1397.870.56540.4580no
AVY2026-04-13168.650.28160.4390no
AXON2026-04-13345.891.51940.4894no
BA2026-04-13216.250.27720.5187no
CEG2026-04-13282.170.37260.4615no
CIEN2026-04-13493.440.30410.5703no
CNC2026-04-1336.850.56980.4603no
DDOG2026-04-13105.330.41850.4290no
DELL2026-04-13178.150.36390.5471no
DVN2026-04-1347.680.42790.5320no
EFX2026-04-13176.460.37240.4208no
FICO2026-04-13927.410.86190.4493no
FIX2026-04-131581.430.29690.5170no
GE2026-04-13306.050.36060.5061no
GLW2026-04-13169.070.46540.5143no
HBAN2026-04-1315.970.60390.4338no
HD2026-04-13330.610.29040.4638no
HOOD2026-04-1368.210.95520.4222no
HRL2026-04-1320.300.30150.4596no
IBKR2026-04-1370.370.58030.5127no
IVZ2026-04-1322.960.58730.4548no
J2026-04-13120.350.26930.5018no
JCI2026-04-13141.220.36490.4967no
KLAC2026-04-13173.050.38690.6173no
LOW2026-04-13241.180.75150.4909no
MCO2026-04-13423.350.33380.4564no
MLM2026-04-13625.170.33540.5063no
MMM2026-04-13148.510.32770.5044no
MOS2026-04-1324.670.36420.4491no
MSFT2026-04-13372.100.26910.4604no
MU2026-04-13416.410.36950.6262no
NOW2026-04-1384.770.86120.4242no
NTRS2026-04-13149.300.39150.4530no
NVR2026-04-136743.430.4877—no
OXY2026-04-1358.080.35130.5580no
PHM2026-04-13120.740.32640.4269no
PKG2026-04-13202.960.27900.4172no
PLTR2026-04-13130.230.29950.5553no
SHW2026-04-13332.550.36330.4391no
SMCI2026-04-1325.060.39070.5118no
SNPS2026-04-13392.500.53520.5058no
SPGI2026-04-13392.530.43570.4509no
SWK2026-04-1370.340.43040.4893no
TXN2026-04-13211.780.36690.5898no
VTRS2026-04-1313.180.31740.5461no
WDAY2026-04-13114.301.32540.4368no
WYNN2026-04-13103.250.29000.4243no