Request pack
Formation comparison · 2026-05-11 · seed 41

One formation.
Four portfolio arms.

Formation 2026-05-11 · entry 2026-05-11 · seed 41 · 2026-W20

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW20212223242526272829303132333435363738202611.7%0%-1.6%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW20212223242526272829303132333435363738202615.2%0%-3.3%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete8.39%8.39%2026-08-11-3.90%
buy & holdparticipation factor overlay6 monthsopen · current through 2026-09-183.97%9.47%2026-08-13-5.66%
buy & holdQlib / Alpha158 baseline3 monthscomplete9.77%9.77%2026-08-11-3.76%
buy & holdQlib / Alpha158 baseline6 monthsopen · current through 2026-09-184.56%10.43%2026-08-13-5.66%
weekly rebalanceparticipation factor overlay3 monthscomplete7.47%8.66%2026-06-30-9.37%
weekly rebalanceparticipation factor overlay6 monthsopen · current through 2026-09-186.46%11.17%2026-08-19-9.37%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete9.02%10.08%2026-06-30-8.63%
weekly rebalanceQlib / Alpha158 baseline6 monthsopen · current through 2026-09-188.04%13.41%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
APA2026-05-1136.440.83740.5731no
APO2026-05-11132.350.5275—no
APTV2026-05-1157.140.36610.4246no
ARES2026-05-11123.640.33040.4555no
AXON2026-05-11394.200.50510.4696no
AZO2026-05-113477.710.28050.4464no
BLDR2026-05-1177.110.60810.4293no
BMY2026-05-1155.550.49420.5085no
CF2026-05-11115.940.68450.4239no
CIEN2026-05-11558.000.30880.5810no
CINF2026-05-11160.860.28790.4776no
CNC2026-05-1156.450.35010.4507no
COHR2026-05-11345.000.33470.6710no
COIN2026-05-11200.380.2887—no
CRWD2026-05-11130.950.39930.4824no
DD2026-05-11148.750.41370.4375no
DELL2026-05-11253.180.38600.5636no
DHI2026-05-11147.110.56960.4179no
DIS2026-05-11107.180.2805—no
DOW2026-05-1136.700.74540.4612no
DXCM2026-05-1160.340.41500.4210no
EMR2026-05-11140.260.29780.4884no
FICO2026-05-111120.240.97560.4492no
FIX2026-05-111953.220.70530.5198no
GE2026-05-11295.660.48990.4886no
GILD2026-05-11129.430.27780.4681no
GLW2026-05-11193.340.30220.4984no
HD2026-05-11311.850.31450.4471no
HII2026-05-11314.580.45620.5305no
HON2026-05-11223.870.47800.5027no
HRL2026-05-1120.210.28570.4568no
HWM2026-05-11269.220.29400.5286no
IR2026-05-1175.700.30390.4930no
ITW2026-05-11253.580.33230.4852no
JBHT2026-05-11244.730.31270.4961no
LH2026-05-11253.260.33890.4125no
LITE2026-05-11949.720.29850.6078no
LLY2026-05-11946.010.63900.4751no
LOW2026-05-11226.600.31820.4855no
LYB2026-05-1171.600.34340.4459no
MPWR2026-05-111592.060.57990.5778no
MS2026-05-11191.310.41010.4723no
NOW2026-05-1191.040.64960.4261no
OXY2026-05-1153.520.84190.5679no
PODD2026-05-11153.340.99690.4159no
ROK2026-05-11448.830.37860.4810no
SYK2026-05-11284.800.29250.4172no
TDG2026-05-111218.740.50070.5372no
TSCO2026-05-1130.100.88930.4989no
VLO2026-05-11242.590.28000.5618no