Request pack
Formation comparison · 2026-04-27 · seed 101

One formation.
Four portfolio arms.

Formation 2026-04-27 · entry 2026-04-27 · seed 101 · 2026-W18

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW181920212223242526272829303132333435363738202619.8%0%-3.8%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW181920212223242526272829303132333435363738202612.2%0%-3.6%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete4.98%7.88%2026-06-02-4.94%
buy & holdparticipation factor overlay6 monthsopen · current through 2026-09-187.24%11.30%2026-08-13-4.94%
buy & holdQlib / Alpha158 baseline3 monthscomplete5.58%8.08%2026-06-01-5.03%
buy & holdQlib / Alpha158 baseline6 monthsopen · current through 2026-09-1813.76%17.47%2026-09-03-5.03%
weekly rebalanceparticipation factor overlay3 monthscomplete0.29%10.67%2026-06-15-9.51%
weekly rebalanceparticipation factor overlay6 monthsopen · current through 2026-09-183.81%10.67%2026-06-15-11.54%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete0.95%10.22%2026-06-30-8.62%
weekly rebalanceQlib / Alpha158 baseline6 monthsopen · current through 2026-09-184.10%10.22%2026-06-30-10.57%

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
AMZN2026-04-27263.460.31980.5117no
APA2026-04-2737.850.36780.5623no
APP2026-04-27443.140.62840.4229no
APTV2026-04-2760.030.31820.4260no
ARES2026-04-27112.170.86010.4566no
BRO2026-04-2765.360.31720.4732no
BX2026-04-27119.640.70360.4395no
CCL2026-04-2726.430.50020.4527no
CEG2026-04-27317.020.52630.4600no
CF2026-04-27121.300.75140.4255no
COHR2026-04-27330.500.95490.6710no
COP2026-04-27120.500.36520.5070no
CVNA2026-04-2781.800.64040.4678no
DASH2026-04-27178.710.60880.4774no
DELL2026-04-27217.420.52020.5498no
DHR2026-04-27176.390.34540.4271no
DOW2026-04-2738.650.55900.4597no
EMR2026-04-27140.460.49970.4948no
EXPE2026-04-27246.960.34650.4876no
FDS2026-04-27222.290.38980.4682no
FICO2026-04-27999.270.57270.4518no
GEN2026-04-2718.790.38820.5027no
HCA2026-04-27436.830.43100.4651no
HOOD2026-04-2784.280.47410.4275no
HRL2026-04-2721.240.47440.4623no
HUM2026-04-27214.490.38060.4735no
IR2026-04-2783.110.31470.4916no
KEYS2026-04-27346.400.62970.5312no
KKR2026-04-2799.970.43010.4623no
KLAC2026-04-27190.510.49930.6252no
LII2026-04-27492.350.49510.4824no
LITE2026-04-27855.740.41850.6585no
LYB2026-04-2768.980.48160.4484no
MCHP2026-04-2787.990.48650.6409no
MOS2026-04-2723.760.52550.4564no
NCLH2026-04-2718.170.30850.4631no
NEM2026-04-27118.100.52010.5623no
NKE2026-04-2743.740.34030.4172no
NOW2026-04-2789.060.89500.4266no
NXPI2026-04-27240.430.48840.6186no
ORCL2026-04-27171.980.77730.4374no
OXY2026-04-2756.840.69460.5580no
PSX2026-04-27161.220.39360.4956no
ROK2026-04-27401.810.31200.4876no
SNPS2026-04-27496.940.59970.5459no
SWK2026-04-2776.301.04850.4867no
TDG2026-04-271146.400.32590.5168no
TECH2026-04-2754.130.31370.4261no
TER2026-04-27421.120.29970.6521no
WDAY2026-04-27117.660.75910.4339no