Rebalance — Nov 01, 2022
monthly rebalance · 15 positions · +6 added, −6 removed, 9 adjusted
⚠️ This page displays hypothetical research models for educational purposes only. It does not represent an investable portfolio, managed account, or recommended strategy.
Composition on 2022-11-01
Allocations shown represent internal research model outputs used to demonstrate analytical behavior. They are illustrative only and not designed for replication, trading, or implementation.
Symbol
Allocation
Score
Rank
Status
GS
34.23%
95.77
#1
● Held
CB
21.29%
59.58
#2
● New
CI
14.77%
41.32
#3
● Held
COP
5.39%
15.08
#4
● New
MU
3.03%
8.48
#5
● Held
LIN
2.99%
8.35
#6
● Held
PFE
2.95%
8.25
#7
● New
XOM
2.20%
6.15
#8
● New
TSLA
2.11%
5.91
#9
● Held
NEE
2.07%
5.78
#10
● New
AVGO
2.06%
5.76
#11
● Held
TXN
1.84%
5.15
#12
● Held
MCD
1.77%
4.95
#13
● New
CME
1.72%
4.81
#14
● Held
RTX
1.58%
4.43
#15
● Held
Signal Changes
Added (6)
COP
5.39%(was 0.00%)
Reason: Passed all filters
Annual Margin Growth: 38.05D/E Ratio: 0.72ROE: 0.70
CB
21.29%(was 0.00%)
Reason: Passed all filters
Annual Margin Growth: 122.76Quarterly Margin Growth: 78.69D/E Ratio: 0.73
MCD
1.77%(was 0.00%)
Reason: Passed all filters
Annual Margin Growth: 5.02D/E Ratio: 0.99Gross Margin: 0.88
NEE
2.07%(was 0.00%)
Reason: Passed all filters
Quarterly Margin Growth: 28.25Annual Margin Growth: -15.81Gross Margin: 0.73
XOM
2.20%(was 0.00%)
Reason: Passed all filters
Annual Margin Growth: 5.35Quarterly Margin Growth: 4.83D/E Ratio: 0.77
PFE
2.95%(was 0.00%)
Reason: Passed all filters
Annual Margin Growth: 9.83Quarterly Margin Growth: 6.13Gross Margin: 0.92
Removed (6)
ELV
0.00%(was 8.89%)
Exit reason: Passed all filters
D/E Ratio: 0.45ROE: 0.45Gross Margin: 0.15
MRK
0.00%(was 1.61%)
Exit reason: Passed all filters
Gross Margin: 0.67ROE: 0.61Annual Margin Growth: -2.58
MA
0.00%(was 1.40%)
Exit reason: Passed all filters
ROE: 0.95Gross Margin: 0.94Annual Margin Growth: 1.84
BA
0.00%(was 5.21%)
Exit reason: Passed all filters
Annual Margin Growth: -77.18Quarterly Margin Growth: 43.68D/E Ratio: 0.98
UPS
0.00%(was 1.47%)
Exit reason: Passed all filters
ROE: 0.86Annual Margin Growth: 2.62Gross Margin: 0.27
CVX
0.00%(was 1.52%)
Exit reason: Passed all filters
D/E Ratio: 0.85ROE: 0.59Gross Margin: 0.52
Holdings With Score Updates (9)
CI
14.77%(was 32.01%)
Reason: Passed all filters
Quarterly Margin Growth: 139.70ROE: 0.54D/E Ratio: 0.44
AVGO
2.06%(was 2.05%)
Reason: Passed all filters
Annual Margin Growth: 7.91Gross Margin: 0.91ROE: 0.84
GS
34.23%(was 31.79%)
Reason: Passed all filters
Quarterly Margin Growth: 377.76Annual Margin Growth: -48.23Gross Margin: 0.47
MU
3.03%(was 2.70%)
Reason: Passed all filters
Annual Margin Growth: 24.29Quarterly Margin Growth: -4.17D/E Ratio: 0.83
TXN
1.84%(was 1.84%)
Reason: Passed all filters
Gross Margin: 0.95ROE: 0.87Annual Margin Growth: 4.26
CME
1.72%(was 1.53%)
Reason: Passed all filters
Gross Margin: 0.98D/E Ratio: 0.88Annual Margin Growth: 3.91
RTX
1.58%(was 2.69%)
Reason: Passed all filters
Annual Margin Growth: 7.92D/E Ratio: 0.59Quarterly Margin Growth: 1.62
TSLA
2.11%(was 3.43%)
Reason: Passed all filters
Annual Margin Growth: 11.50D/E Ratio: 0.86ROE: 0.65
LIN
2.99%(was 1.86%)
Reason: Passed all filters
Annual Margin Growth: 16.27Quarterly Margin Growth: 4.31D/E Ratio: 0.68