Rebalance — Sep 01, 2023
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 2023-09-01
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 0.20%)
Exit reason: Passed all filters
Quarterly Margin Growth: 147.84Annual Margin Growth: -3.53D/E Ratio: 0.47
GE
0.00%(was 0.04%)
Exit reason: Passed all filters
Annual Margin Growth: 16.15Quarterly Margin Growth: 11.70D/E Ratio: 0.43
CAT
0.00%(was 0.04%)
Exit reason: Passed all filters
Annual Margin Growth: 16.00Quarterly Margin Growth: 4.94ROE: 0.91
HON
0.00%(was 0.03%)
Exit reason: Passed all filters
Annual Margin Growth: 11.53Quarterly Margin Growth: 4.84ROE: 0.67
GS
0.00%(was 0.40%)
Exit reason: Passed all filters
Annual Margin Growth: 310.14Quarterly Margin Growth: -13.96FCF/Sales: 0.99
DE
0.00%(was 0.05%)
Exit reason: Passed all filters
Annual Margin Growth: 23.95Quarterly Margin Growth: 5.11ROE: 0.83
CB
0.00%(was 0.08%)
Exit reason: Passed all filters
Quarterly Margin Growth: 54.01Annual Margin Growth: -5.79D/E Ratio: 0.76
NEE
0.00%(was 0.14%)
Exit reason: Passed all filters
Annual Margin Growth: 86.43Quarterly Margin Growth: 7.11Gross Margin: 0.93
XOM
0.00%(was 0.04%)
Exit reason: Passed all filters
Annual Margin Growth: 22.38D/E Ratio: 0.81Quarterly Margin Growth: -2.17
BA
0.00%(was 0.03%)
Exit reason: Passed all filters
Annual Margin Growth: 119.95Quarterly Margin Growth: -102.73D/E Ratio: 0.97
BAC
0.00%(was 0.04%)
Exit reason: Passed all filters
Quarterly Margin Growth: 14.77Annual Margin Growth: 4.20Gross Margin: 0.84
NVDA
0.00%(was 0.06%)
Exit reason: Passed all filters
Annual Margin Growth: 18.86Quarterly Margin Growth: 12.97Gross Margin: 0.95
PGR
0.00%(was 0.03%)
Exit reason: Passed all filters
Quarterly Margin Growth: 10.81Annual Margin Growth: 8.73D/E Ratio: 0.64
DIS
0.00%(was 0.31%)
Exit reason: Passed all filters
Quarterly Margin Growth: 237.42Annual Margin Growth: -5.54D/E Ratio: 0.61
AXP
0.00%(was 98.51%)
Exit reason: Passed all filters
Annual Margin Growth: 66857.54Quarterly Margin Growth: 7272.39ROE: 0.66