Request pack
Formation comparison · 2026-04-27 · seed 73

One formation.
Four portfolio arms.

Formation 2026-04-27 · entry 2026-04-27 · seed 73 · 2026-W18

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW181920212223242526272829303132333435363738202618.0%0%-3.8%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 monthscomplete5.59%9.20%2026-06-02-5.27%
buy & holdparticipation factor overlay6 monthsopen · current through 2026-09-186.73%11.99%2026-08-13-5.40%
buy & holdQlib / Alpha158 baseline3 monthscomplete6.45%9.79%2026-06-01-5.44%
buy & holdQlib / Alpha158 baseline6 monthsopen · current through 2026-09-1811.84%15.91%2026-08-19-5.44%
weekly rebalanceparticipation factor overlay3 monthscomplete0.94%8.34%2026-06-02-6.83%
weekly rebalanceparticipation factor overlay6 monthsopen · current through 2026-09-187.34%11.31%2026-08-19-9.30%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete3.41%8.70%2026-06-30-5.51%
weekly rebalanceQlib / Alpha158 baseline6 monthsopen · current through 2026-09-1810.52%13.81%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
AMAT2026-04-27415.040.37550.5895no
APA2026-04-2737.850.62340.5623no
APP2026-04-27443.140.82320.4229no
ARES2026-04-27112.170.66170.4566no
AXON2026-04-27395.520.37700.4891no
BLDR2026-04-2789.860.44040.4513no
BX2026-04-27119.640.39550.4395no
CEG2026-04-27317.020.45310.4600no
CF2026-04-27121.300.63920.4255no
CIEN2026-04-27515.820.39640.5723no
COHR2026-04-27330.500.93380.6710no
COP2026-04-27120.500.49490.5070no
CVNA2026-04-2781.800.49280.4678no
DASH2026-04-27178.710.64130.4774no
DECK2026-04-27108.700.52250.4160no
DELL2026-04-27217.420.57430.5498no
DOW2026-04-2738.650.61740.4597no
EMR2026-04-27140.460.33970.4948no
FDS2026-04-27222.290.46050.4682no
FICO2026-04-27999.270.84300.4518no
GEN2026-04-2718.790.58770.5027no
GEV2026-04-271134.660.40990.5093no
HCA2026-04-27436.830.33520.4651no
HRL2026-04-2721.240.49010.4623no
HUM2026-04-27214.490.50120.4735no
IFF2026-04-2770.850.33660.4339no
IR2026-04-2783.110.44210.4916no
KEYS2026-04-27346.400.57180.5312no
KLAC2026-04-27190.510.55950.6252no
LII2026-04-27492.350.34880.4824no
LYB2026-04-2768.980.76850.4484no
MCHP2026-04-2787.990.32660.6409no
MPC2026-04-27223.640.43540.5254no
NCLH2026-04-2718.170.52580.4631no
NEM2026-04-27118.100.36390.5623no
NOW2026-04-2789.060.64450.4266no
NXPI2026-04-27240.430.60680.6186no
ON2026-04-2798.130.38360.5965no
ORCL2026-04-27171.980.90990.4374no
OXY2026-04-2756.841.03680.5580no
PSX2026-04-27161.220.52580.4956no
SNPS2026-04-27496.940.48610.5459no
SWK2026-04-2776.301.14970.4867no
TDG2026-04-271146.400.32950.5168no
TECH2026-04-2754.130.37270.4261no
TSCO2026-04-2736.270.32650.5041no
UPS2026-04-27103.780.39680.4883no
VRT2026-04-27325.840.38200.4890no
WAT2026-04-27307.530.40150.4266no
WDAY2026-04-27117.660.99020.4339no