Request pack
Formation comparison · 2026-05-18 · seed 41

One formation.
Four portfolio arms.

Formation 2026-05-18 · entry 2026-05-18 · seed 41 · 2026-W21

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW212223242526272829303132333435363738202615.2%0%-2.5%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW212223242526272829303132333435363738202615.3%0%-3.2%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete11.50%13.46%2026-08-14-5.46%
buy & holdparticipation factor overlay6 monthsopen · current through 2026-09-189.08%13.46%2026-08-14-5.46%
buy & holdQlib / Alpha158 baseline3 monthscomplete10.91%12.79%2026-08-14-5.16%
buy & holdQlib / Alpha158 baseline6 monthsopen · current through 2026-09-189.23%12.79%2026-08-14-5.16%
weekly rebalanceparticipation factor overlay3 monthscomplete7.99%11.09%2026-08-17-9.37%
weekly rebalanceparticipation factor overlay6 monthsopen · current through 2026-09-186.56%11.27%2026-08-19-9.37%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete10.04%13.03%2026-08-17-8.63%
weekly rebalanceQlib / Alpha158 baseline6 monthsopen · current through 2026-09-188.16%13.53%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
AJG2026-05-18198.690.33030.4701no
AMD2026-05-18429.500.64690.6248no
APA2026-05-1838.530.62660.5719no
AXON2026-05-18393.720.52980.4642no
BBY2026-05-1855.160.31040.4576no
BLDR2026-05-1870.590.37020.4293no
BMY2026-05-1856.810.46610.5074no
CF2026-05-18122.370.52590.4239no
CIEN2026-05-18563.490.40670.5810no
CMS2026-05-1871.640.32780.4472no
CNC2026-05-1858.110.66960.4499no
CRWD2026-05-18147.370.49900.4821no
CSCO2026-05-18118.360.31910.5816no
DELL2026-05-18244.200.64660.5636no
DG2026-05-18101.400.65290.5117no
DOW2026-05-1837.650.46340.4612no
EME2026-05-18908.710.35490.6039no
EXPE2026-05-18214.770.28880.5050no
FCX2026-05-1862.200.69530.5485no
FICO2026-05-181094.210.67930.4511no
GE2026-05-18283.040.44920.4877no
GILD2026-05-18128.580.36260.4669no
HCA2026-05-18423.190.37360.4667no
HD2026-05-18294.850.43590.4411no
HON2026-05-18223.880.29510.5036no
HOOD2026-05-1876.000.40420.4736no
HRL2026-05-1819.530.28500.4500no
IEX2026-05-18207.260.29560.4784no
ITW2026-05-18247.080.30640.4855no
J2026-05-18110.320.35720.5077no
LITE2026-05-18953.290.67300.6093no
LOW2026-05-18217.080.40810.4795no
LYB2026-05-1872.830.38370.4459no
MCHP2026-05-1894.770.28860.6546no
MS2026-05-18191.570.34270.4729no
NOW2026-05-1898.860.31760.4230no
ON2026-05-18114.190.57200.6409no
PANW2026-05-18238.910.46410.4590no
PNR2026-05-1872.320.39740.4903no
PODD2026-05-18146.911.19190.4148no
SMCI2026-05-1831.220.31940.5606no
SO2026-05-1891.470.29910.4511no
STX2026-05-18800.430.54440.6110no
SWK2026-05-1873.910.47610.4927no
TER2026-05-18337.620.35350.6635no
TSCO2026-05-1830.271.05210.4913no
VRSK2026-05-18162.750.29560.4625no
VRT2026-05-18370.130.36130.4910no
WAT2026-05-18330.280.55470.4226no
XYL2026-05-18107.420.35310.4732no