Rebalance — Jul 01, 2022
monthly 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: Passed all filters
Composition on 2022-07-01
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)
CI
0.00%(was 17.58%)
Exit reason: Passed all filters
Annual Margin Growth: 205.48Quarterly Margin Growth: 141.54D/E Ratio: 0.43
AVGO
0.00%(was 1.11%)
Exit reason: Passed all filters
Annual Margin Growth: 9.26Gross Margin: 0.87ROE: 0.87
DIS
0.00%(was 0.93%)
Exit reason: Passed all filters
Annual Margin Growth: 6.75D/E Ratio: 0.52Quarterly Margin Growth: 1.74
ELV
0.00%(was 9.15%)
Exit reason: Passed all filters
Annual Margin Growth: 91.49ROE: 0.48D/E Ratio: 0.48
COP
0.00%(was 55.94%)
Exit reason: Passed all filters
Annual Margin Growth: -87.55Quarterly Margin Growth: 4.41ROE: 0.79
TXN
0.00%(was 1.10%)
Exit reason: Passed all filters
Annual Margin Growth: 5.98Gross Margin: 0.96ROE: 0.91
MU
0.00%(was 3.15%)
Exit reason: Passed all filters
Annual Margin Growth: 47.88Gross Margin: 0.85D/E Ratio: 0.84
AAPL
0.00%(was 0.97%)
Exit reason: Passed all filters
ROE: 0.97Annual Margin Growth: 4.29Gross Margin: 0.68
T
0.00%(was 0.94%)
Exit reason: Passed all filters
Annual Margin Growth: 4.83ROE: 0.37Gross Margin: 0.36
RTX
0.00%(was 2.32%)
Exit reason: Passed all filters
Annual Margin Growth: 22.36D/E Ratio: 0.59Quarterly Margin Growth: 1.27
BAC
0.00%(was 1.40%)
Exit reason: Passed all filters
Quarterly Margin Growth: 9.99Gross Margin: 0.81Annual Margin Growth: -3.83
ABBV
0.00%(was 0.99%)
Exit reason: Passed all filters
Annual Margin Growth: 5.49ROE: 0.59Quarterly Margin Growth: 1.39
TSLA
0.00%(was 2.49%)
Exit reason: Passed all filters
Annual Margin Growth: 27.49D/E Ratio: 0.80ROE: 0.53
LIN
0.00%(was 0.98%)
Exit reason: Passed all filters
Annual Margin Growth: 10.36Quarterly Margin Growth: 3.94D/E Ratio: 0.69
CVX
0.00%(was 0.95%)
Exit reason: Passed all filters
D/E Ratio: 0.81Annual Margin Growth: 3.50ROE: 0.68