Rebalance — Feb 27, 2020
risk_management rebalance · 0 positions · +0 added, −15 removed, 0 adjusted
⚠️ This page displays hypothetical research models for educational purposes only. It does not represent an investable portfolio, managed account, or recommended strategy.
Portfolio moved to cash
All previous positions were removed on this rebalance, leaving 0 active holdings.
Main exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
Composition on 2020-02-27
Allocations shown represent internal research model outputs used to demonstrate analytical behavior. They are illustrative only and not designed for replication, trading, or implementation.
No active positions after this rebalance
The model target allocation is 100% cash until the filters allow new positions again.
Signal Changes
Added (0)
None
Removed (15)
MRK
0.00%(was 2.67%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
CB
0.00%(was 6.74%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
JNJ
0.00%(was 2.94%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
LOW
0.00%(was 2.72%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
MA
0.00%(was 3.54%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
VZ
0.00%(was 5.90%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
SCHW
0.00%(was 2.68%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
BMY
0.00%(was 3.35%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
GS
0.00%(was 3.46%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
MU
0.00%(was 10.91%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
T
0.00%(was 24.24%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
INTC
0.00%(was 5.48%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
AMGN
0.00%(was 3.33%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
LMT
0.00%(was 17.27%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold
LIN
0.00%(was 4.79%)
Exit reason: Portfolio stop-loss triggered: 13.4% drawdown exceeded 10.0% threshold