Request pack
Formation comparison · 2026-04-27 · seed 41

One formation.
Four portfolio arms.

Formation 2026-04-27 · entry 2026-04-27 · seed 41 · 2026-W18

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW181920212223242526272829303132333435363738202619.5%0%-4.0%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW181920212223242526272829303132333435363738202615.7%0%-3.6%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete5.67%10.10%2026-06-02-5.84%
buy & holdparticipation factor overlay6 monthsopen · current through 2026-09-188.94%13.56%2026-08-13-5.84%
buy & holdQlib / Alpha158 baseline3 monthscomplete5.75%9.23%2026-06-01-6.02%
buy & holdQlib / Alpha158 baseline6 monthsopen · current through 2026-09-1813.43%17.21%2026-09-03-6.02%
weekly rebalanceparticipation factor overlay3 monthscomplete3.11%10.61%2026-06-30-6.94%
weekly rebalanceparticipation factor overlay6 monthsopen · current through 2026-09-188.38%13.16%2026-08-19-9.37%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete3.54%10.52%2026-06-30-6.80%
weekly rebalanceQlib / Alpha158 baseline6 monthsopen · current through 2026-09-188.47%13.86%2026-08-19-8.63%

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
AMCR2026-04-2737.850.35820.4396no
APA2026-04-2737.850.36320.5623no
APP2026-04-27443.140.71740.4229no
ARES2026-04-27112.170.88460.4566no
BAC2026-04-2751.460.33710.4581no
BX2026-04-27119.640.60490.4395no
CCL2026-04-2726.430.49330.4527no
CEG2026-04-27317.020.50120.4600no
CF2026-04-27121.300.59780.4255no
CIEN2026-04-27515.820.34190.5723no
CNC2026-04-2741.780.32860.4599no
COHR2026-04-27330.500.95480.6710no
COP2026-04-27120.500.37450.5070no
CVNA2026-04-2781.800.51900.4678no
DASH2026-04-27178.710.84200.4774no
DELL2026-04-27217.420.71280.5498no
DOV2026-04-27224.830.36720.5009no
DOW2026-04-2738.650.46280.4597no
EMR2026-04-27140.460.45190.4948no
ERIE2026-04-27235.400.3645—no
EXPE2026-04-27246.960.41760.4876no
FICO2026-04-27999.270.79790.4518no
GEN2026-04-2718.790.35410.5027no
HRL2026-04-2721.240.46390.4623no
HUM2026-04-27214.490.49740.4735no
IBKR2026-04-2776.400.37540.5290no
IFF2026-04-2770.850.39330.4339no
KEYS2026-04-27346.400.69060.5312no
KKR2026-04-2799.970.52390.4623no
KLAC2026-04-27190.510.39480.6252no
LYB2026-04-2768.980.45770.4484no
MCHP2026-04-2787.990.46250.6409no
MOS2026-04-2723.760.38760.4564no
NCLH2026-04-2718.170.34820.4631no
NEM2026-04-27118.100.41890.5623no
NOW2026-04-2789.060.81960.4266no
NSC2026-04-27316.120.33410.4896no
NXPI2026-04-27240.430.66580.6186no
ORCL2026-04-27171.980.71130.4374no
OXY2026-04-2756.840.92020.5580no
PSX2026-04-27161.220.34500.4956no
SMCI2026-04-2728.830.41900.5159no
SNPS2026-04-27496.940.63420.5459no
SWK2026-04-2776.300.89280.4867no
TER2026-04-27421.120.39190.6521no
TSCO2026-04-2736.270.46970.5041no
VRT2026-04-27325.840.43480.4890no
VTRS2026-04-2714.350.43290.5499no
WAT2026-04-27307.530.43010.4266no
WDAY2026-04-27117.660.90430.4339no