Request pack
Formation comparison · 2026-06-08 · seed 73

One formation.
Four portfolio arms.

Formation 2026-06-08 · entry 2026-06-08 · seed 73 · 2026-W24

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P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW24252627282930313233343536373820267.6%0%-7.3%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW242526272829303132333435363738202611.4%0%-8.1%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete-0.95%3.88%2026-06-22-9.38%
buy & holdparticipation factor overlay6 monthsopen · current through 2026-09-18-3.48%3.88%2026-06-22-9.38%
buy & holdQlib / Alpha158 baseline3 monthscomplete2.67%6.14%2026-08-14-5.85%
buy & holdQlib / Alpha158 baseline6 monthsopen · current through 2026-09-180.08%6.14%2026-08-14-6.61%
weekly rebalanceparticipation factor overlay3 monthscomplete4.45%6.24%2026-08-19-9.15%
weekly rebalanceparticipation factor overlay6 monthsopen · current through 2026-09-182.44%6.24%2026-08-19-9.15%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete7.17%9.47%2026-08-19-7.33%
weekly rebalanceQlib / Alpha158 baseline6 monthsopen · current through 2026-09-186.30%9.47%2026-08-19-7.33%

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
ADI2026-06-08413.690.31620.6356no
AJG2026-06-08212.910.34740.4702no
ANET2026-06-08157.950.93520.5892no
APTV2026-06-0869.010.50270.4237no
AVGO2026-06-08401.980.65140.6335no
AXON2026-06-08490.730.49280.4696no
CEG2026-06-08255.700.31630.4744no
CIEN2026-06-08489.780.29750.6294no
CMI2026-06-08665.590.28990.4886no
CNC2026-06-0862.320.49400.4493no
COHR2026-06-08396.000.38570.6849no
CSCO2026-06-08123.100.72290.5833no
CVNA2026-06-0867.030.44690.4549no
DAL2026-06-0879.320.40950.4976no
DG2026-06-08103.110.47880.4894no
DOW2026-06-0833.590.29920.4605no
FIX2026-06-081885.820.38820.5392no
FTNT2026-06-08145.510.56900.4577no
GEV2026-06-08947.430.32360.5127no
GLW2026-06-08192.540.65920.4978no
GM2026-06-0881.500.40290.4162no
GOOGL2026-06-08364.950.41120.5461no
HIG2026-06-08130.180.29100.4706no
HII2026-06-08292.810.36890.5306no
HOOD2026-06-0884.620.31780.4715no
HUM2026-06-08344.820.52360.4817no
INTC2026-06-08111.000.83520.6309no
KR2026-06-0862.320.31420.4991no
LDOS2026-06-08122.610.42110.4932no
LITE2026-06-08899.790.55240.6127no
LULU2026-06-08114.370.60580.4312no
MCHP2026-06-0891.310.89630.6566no
MGM2026-06-0847.480.35500.4273no
MPWR2026-06-081557.290.57010.5790no
MRK2026-06-08119.280.32890.4628no
MTD2026-06-081153.510.42120.4171no
MU2026-06-08938.130.30980.6445no
NRG2026-06-08128.880.56120.4729no
NUE2026-06-08256.230.83820.5300no
ON2026-06-08122.570.80200.6427no
PANW2026-06-08269.631.13900.4601no
Q2026-06-08146.550.36410.5761no
REGN2026-06-08637.300.30110.4986no
SNPS2026-06-08467.280.30740.5001no
STLD2026-06-08269.400.36300.5063no
STX2026-06-08882.090.32000.6148no
SYF2026-06-0870.460.30570.4383no
TER2026-06-08377.690.57570.6668no
TSCO2026-06-0829.160.41250.4865no
WDC2026-06-08540.040.54110.5953no