Rebalance — Jun 22, 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 2020-06-22
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
9.55%
4.19
#3
● New
BTC/USDT
9.55%
2.93
#1
● Held
ETH/USDT
9.55%
2.98
#2
● Held
ADA/USDT
9.55%
4.95
#4
● Held
Signal Changes
Added (1)
LINK/USDT
9.55%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.71
Removed (1)
BNB/USDT
0.00%(was 9.68%)
Exit reason: Passed all filters
Inv. Vol. 30: 0.86volume momentum 20 percentile: 0.43Mean Reversion 20: 0.86
Holdings With Score Updates (3)
BTC/USDT
9.55%(was 9.68%)
Reason: Passed all filters
Donchian Trend: 0.43Inv. Vol. 30: 0.71Momentum 7d: 0.43
ETH/USDT
9.55%(was 9.68%)
Reason: Passed all filters
Donchian Trend: 0.57Momentum 7d: 0.57momentum 21 percentile: 0.29
ADA/USDT
9.55%(was 9.68%)
Reason: Passed all filters
Donchian Trend: 0.71momentum 21 percentile: 0.86Momentum 7d: 0.71