Rebalance — May 11, 2020
weekly rebalance · 4 positions · +1 added, −1 removed, 3 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 2020-05-11
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
LINK/USDT
12.66%
2.86
#3
● New
BTC/USDT
12.66%
4.79
#1
● Held
ETH/USDT
12.66%
2.76
#2
● Held
ADA/USDT
12.66%
5.31
#4
● Held
Signal Changes
Added (1)
LINK/USDT
12.66%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.57momentum 21 percentile: 0.43Mean Reversion 20: 0.71
Removed (1)
BNB/USDT
0.00%(was 23.49%)
Exit reason: Passed all filters
Inv. Vol. 30: 0.86Mean Reversion 20: 0.86Donchian Trend: 0.29
Holdings With Score Updates (3)
BTC/USDT
12.66%(was 23.49%)
Reason: Passed all filters
Donchian Trend: 0.71volume momentum 20 percentile: 0.71momentum 21 percentile: 0.71
ETH/USDT
12.66%(was 23.49%)
Reason: Passed all filters
momentum 21 percentile: 0.57Donchian Trend: 0.43volume momentum 20 percentile: 0.29
ADA/USDT
12.66%(was 23.49%)
Reason: Passed all filters
Donchian Trend: 0.86volume momentum 20 percentile: 0.86momentum 21 percentile: 0.86