Request pack
Formation comparison · 2026-06-08 · seed 101

One formation.
Four portfolio arms.

Formation 2026-06-08 · entry 2026-06-08 · seed 101 · 2026-W24

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW24252627282930313233343536373820266.6%0%-7.8%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW24252627282930313233343536373820265.4%0%-10.0%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete-1.19%3.43%2026-06-22-9.54%
buy & holdparticipation factor overlay6 monthsopen · current through 2026-09-18-3.54%3.43%2026-06-22-9.54%
buy & holdQlib / Alpha158 baseline3 monthscomplete1.49%5.17%2026-08-13-7.04%
buy & holdQlib / Alpha158 baseline6 monthsopen · current through 2026-09-18-1.31%5.17%2026-08-13-7.04%
weekly rebalanceparticipation factor overlay3 monthscomplete-0.35%3.44%2026-06-15-11.54%
weekly rebalanceparticipation factor overlay6 monthsopen · current through 2026-09-18-2.97%3.44%2026-06-15-11.54%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete1.15%3.88%2026-06-30-10.57%
weekly rebalanceQlib / Alpha158 baseline6 monthsopen · current through 2026-09-18-1.89%3.88%2026-06-30-10.57%

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
AJG2026-06-08212.910.26440.4702no
AMCR2026-06-0837.340.33870.4394no
ANET2026-06-08157.950.96400.5892no
APTV2026-06-0869.010.29080.4237no
AVGO2026-06-08401.980.35890.6335no
AXON2026-06-08490.730.46560.4696no
BX2026-06-08114.380.38800.4383no
CCL2026-06-0827.040.32830.4336no
CEG2026-06-08255.700.26240.4744no
CIEN2026-06-08489.780.62030.6294no
CNC2026-06-0862.320.43970.4493no
COHR2026-06-08396.000.66620.6849no
CRH2026-06-08103.900.29840.4625no
CRWD2026-06-08168.380.25850.4349no
CSCO2026-06-08123.100.54900.5833no
CVNA2026-06-0867.030.52840.4549no
DAL2026-06-0879.320.35620.4976no
FTNT2026-06-08145.510.74840.4577no
GEV2026-06-08947.430.55750.5127no
GLW2026-06-08192.540.52150.4978no
HII2026-06-08292.810.36990.5306no
HOOD2026-06-0884.620.60740.4715no
HUM2026-06-08344.820.64850.4817no
INTC2026-06-08111.000.47080.6309no
JNJ2026-06-08231.630.30900.4545no
KR2026-06-0862.320.44800.4991no
LDOS2026-06-08122.610.41010.4932no
LITE2026-06-08899.790.44480.6127no
LULU2026-06-08114.370.35460.4312no
MCHP2026-06-0891.310.52450.6566no
MGM2026-06-0847.480.43220.4273no
MOS2026-06-0822.010.32900.4753no
MPWR2026-06-081557.290.32640.5790no
MSFT2026-06-08413.360.28390.4368no
NRG2026-06-08128.880.53190.4729no
NUE2026-06-08256.230.75620.5300no
NVDA2026-06-08209.950.26720.6422no
ODFL2026-06-08244.580.26650.4678no
ON2026-06-08122.571.03500.6427no
PANW2026-06-08269.631.03890.4601no
Q2026-06-08146.550.58130.5761no
QCOM2026-06-08219.830.32640.5756no
RSG2026-06-08207.560.32050.4671no
SO2026-06-0891.500.25870.4506no
STLD2026-06-08269.400.54600.5063no
STX2026-06-08882.090.35600.6148no
SWKS2026-06-0875.340.28710.6408no
TER2026-06-08377.690.83660.6668no
VRT2026-06-08309.110.42850.4915no
WDC2026-06-08540.040.51460.5953no