Request pack
Formation comparison · 2026-05-18 · seed 19

One formation.
Four portfolio arms.

Formation 2026-05-18 · entry 2026-05-18 · seed 19 · 2026-W21

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW212223242526272829303132333435363738202615.5%0%-2.6%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW212223242526272829303132333435363738202612.1%0%-3.8%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete12.11%13.71%2026-08-14-4.58%
buy & holdparticipation factor overlay6 monthsopen · current through 2026-09-1810.75%13.71%2026-08-14-4.58%
buy & holdQlib / Alpha158 baseline3 monthscomplete10.81%12.11%2026-08-14-2.75%
buy & holdQlib / Alpha158 baseline6 monthsopen · current through 2026-09-188.80%12.64%2026-08-21-4.58%
weekly rebalanceparticipation factor overlay3 monthscomplete6.75%9.63%2026-06-30-10.83%
weekly rebalanceparticipation factor overlay6 monthsopen · current through 2026-09-185.85%10.39%2026-08-19-10.83%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete6.77%9.82%2026-06-30-10.84%
weekly rebalanceQlib / Alpha158 baseline6 monthsopen · current through 2026-09-186.54%10.55%2026-08-19-10.84%

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
ABBV2026-05-18208.880.34170.4722no
AMD2026-05-18429.500.34150.6248no
AOS2026-05-1855.800.25500.4472no
APA2026-05-1838.530.97950.5719no
APO2026-05-18132.760.4034—no
APTV2026-05-1854.210.38950.4234no
AXON2026-05-18393.720.65280.4642no
BLDR2026-05-1870.590.79260.4293no
BMY2026-05-1856.810.36990.5074no
CF2026-05-18122.370.80180.4239no
CNC2026-05-1858.110.69870.4499no
CRWD2026-05-18147.370.43840.4821no
CTVA2026-05-1881.720.26570.4327no
DELL2026-05-18244.200.34620.5636no
DG2026-05-18101.400.49790.5117no
DOW2026-05-1837.650.55500.4612no
ERIE2026-05-18211.460.2536—no
FCX2026-05-1862.200.75830.5485no
FICO2026-05-181094.210.66480.4511no
FIX2026-05-181986.110.42280.5308no
GE2026-05-18283.040.49580.4877no
GILD2026-05-18128.580.31250.4669no
GWW2026-05-181269.860.25200.4633no
HCA2026-05-18423.190.41500.4667no
HD2026-05-18294.850.31360.4411no
HLT2026-05-18314.700.24550.4272no
HOOD2026-05-1876.000.44720.4736no
HRL2026-05-1819.530.37430.4500no
INTC2026-05-18113.470.31080.6289no
LITE2026-05-18953.290.71630.6093no
LLY2026-05-18999.180.25800.4744no
LOW2026-05-18217.080.31230.4795no
LYB2026-05-1872.830.73500.4459no
MTD2026-05-181036.570.42530.4171no
NOW2026-05-1898.860.32950.4230no
ON2026-05-18114.190.45860.6409no
PANW2026-05-18238.910.28150.4590no
PODD2026-05-18146.911.25480.4148no
SMCI2026-05-1831.220.26610.5606no
STX2026-05-18800.430.26080.6110no
SW2026-05-1837.380.28440.4433no
SWK2026-05-1873.910.47140.4927no
TER2026-05-18337.620.57270.6635no
TSCO2026-05-1830.271.06830.4913no
TXT2026-05-1888.980.28700.4941no
VLO2026-05-18247.810.25030.5617no
VRT2026-05-18370.130.27410.4910no
WAT2026-05-18330.280.58510.4226no
WTW2026-05-18248.060.25460.4438no
XEL2026-05-1877.230.31150.4404no