Rebalance — Jun 15, 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 2020-06-15
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
BTC/USDT
9.68%
3.93
#1
● New
BNB/USDT
9.68%
3.05
#3
● Held
ETH/USDT
9.68%
3.40
#2
● Held
ADA/USDT
9.68%
4.62
#4
● Held
Signal Changes
Added (1)
BTC/USDT
9.68%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.71Momentum 7d: 0.57momentum 21 percentile: 0.57
Removed (1)
LINK/USDT
0.00%(was 9.94%)
Exit reason: Passed all filters
Donchian Trend: 0.43momentum 21 percentile: 0.43Mean Reversion 20: 0.71
Holdings With Score Updates (3)
BNB/USDT
9.68%(was 9.94%)
Reason: Passed all filters
Inv. Vol. 30: 0.86volume momentum 20 percentile: 0.43Momentum 7d: 0.43
ETH/USDT
9.68%(was 9.94%)
Reason: Passed all filters
momentum 21 percentile: 0.71Donchian Trend: 0.57volume momentum 20 percentile: 0.29
ADA/USDT
9.68%(was 9.94%)
Reason: Passed all filters
Donchian Trend: 0.86volume momentum 20 percentile: 0.86momentum 21 percentile: 0.86