Request pack
Formation comparison · 2026-06-08 · seed 19

One formation.
Four portfolio arms.

Formation 2026-06-08 · entry 2026-06-08 · seed 19 · 2026-W24

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW24252627282930313233343536373820265.8%0%-8.1%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW24252627282930313233343536373820267.1%0%-8.4%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete-2.09%4.49%2026-06-22-10.79%
buy & holdparticipation factor overlay6 monthsopen · current through 2026-09-18-3.96%4.49%2026-06-22-10.79%
buy & holdQlib / Alpha158 baseline3 monthscomplete0.25%4.47%2026-08-12-7.22%
buy & holdQlib / Alpha158 baseline6 monthsopen · current through 2026-09-18-2.61%4.47%2026-08-12-7.42%
weekly rebalanceparticipation factor overlay3 monthscomplete3.25%5.14%2026-08-19-10.83%
weekly rebalanceparticipation factor overlay6 monthsopen · current through 2026-09-180.82%5.14%2026-08-19-10.83%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete3.73%5.57%2026-08-19-10.84%
weekly rebalanceQlib / Alpha158 baseline6 monthsopen · current through 2026-09-181.74%5.57%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
AJG2026-06-08212.910.38810.4702no
AMAT2026-06-08475.490.31070.6324no
AMD2026-06-08485.000.28700.6278no
ANET2026-06-08157.950.80710.5892no
APTV2026-06-0869.010.66930.4237no
AVGO2026-06-08401.980.67320.6335no
BA2026-06-08216.300.33240.4965no
BX2026-06-08114.380.33030.4383no
CCL2026-06-0827.040.35940.4336no
CIEN2026-06-08489.780.64380.6294no
CMI2026-06-08665.590.27430.4886no
CNC2026-06-0862.320.60650.4493no
COHR2026-06-08396.000.58570.6849no
CRWD2026-06-08168.380.29270.4349no
CSCO2026-06-08123.100.58510.5833no
DAL2026-06-0879.320.36240.4976no
DOW2026-06-0833.590.35480.4605no
FSLR2026-06-08286.690.35620.5028no
FTNT2026-06-08145.510.84610.4577no
GEV2026-06-08947.430.30340.5127no
GLW2026-06-08192.540.49140.4978no
GM2026-06-0881.500.38240.4162no
GOOGL2026-06-08364.950.26430.5461no
HII2026-06-08292.810.39150.5306no
HOOD2026-06-0884.620.37750.4715no
HUM2026-06-08344.820.67840.4817no
INTC2026-06-08111.000.87080.6309no
JNJ2026-06-08231.630.38810.4545no
KR2026-06-0862.320.27040.4991no
LDOS2026-06-08122.610.32240.4932no
LITE2026-06-08899.790.64330.6127no
LULU2026-06-08114.370.46430.4312no
MGM2026-06-0847.480.33620.4273no
MPWR2026-06-081557.290.44630.5790no
NRG2026-06-08128.880.47090.4729no
NUE2026-06-08256.230.55690.5300no
NVDA2026-06-08209.950.25770.6422no
ON2026-06-08122.570.66680.6427no
PANW2026-06-08269.630.90430.4601no
QCOM2026-06-08219.830.50140.5756no
REGN2026-06-08637.300.43310.4986no
SNPS2026-06-08467.280.46210.5001no
SO2026-06-0891.500.33960.4506no
STX2026-06-08882.090.47000.6148no
SW2026-06-0840.670.26320.4474no
SYF2026-06-0870.460.30720.4383no
TER2026-06-08377.690.61770.6668no
TXN2026-06-08292.230.27680.6281no
VRT2026-06-08309.110.41460.4915no
WDC2026-06-08540.040.28450.5953no