Rebalance — Nov 23, 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 2020-11-23
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
ADA/USDT
12.27%
5.02
#4
● New
BTC/USDT
12.27%
2.83
#1
● Held
LINK/USDT
12.27%
3.14
#3
● Held
ETH/USDT
12.27%
4.86
#2
● Held
Signal Changes
Added (1)
ADA/USDT
12.27%(was 0.00%)
Reason: Passed all filters
volume momentum 20 percentile: 0.86Donchian Trend: 0.71Momentum 7d: 0.86
Removed (1)
SOL/USDT
0.00%(was 12.86%)
Exit reason: Passed all filters
volume momentum 20 percentile: 0.71momentum 21 percentile: 0.57Mean Reversion 20: 0.86
Holdings With Score Updates (3)
BTC/USDT
12.27%(was 12.86%)
Reason: Passed all filters
Donchian Trend: 0.43Inv. Vol. 30: 0.71Mean Reversion 20: 0.71
LINK/USDT
12.27%(was 12.86%)
Reason: Passed all filters
Momentum 7d: 0.57volume momentum 20 percentile: 0.43momentum 21 percentile: 0.43
ETH/USDT
12.27%(was 12.86%)
Reason: Passed all filters
Donchian Trend: 0.86Momentum 7d: 0.71momentum 21 percentile: 0.71