Rebalance — Jan 11, 2021
weekly rebalance · 4 positions · +2 added, −2 removed, 2 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 2021-01-11
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
BTC/USDT
9.31%
3.00
#1
● New
ADA/USDT
9.31%
3.02
#4
● New
SOL/USDT
9.31%
4.62
#2
● Held
AVAX/USDT
9.31%
4.90
#3
● Held
Signal Changes
Added (2)
BTC/USDT
9.31%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.57Inv. Vol. 30: 0.86Momentum 7d: 0.43
ADA/USDT
9.31%(was 0.00%)
Reason: Passed all filters
Momentum 7d: 0.57momentum 21 percentile: 0.57volume momentum 20 percentile: 0.43
Removed (2)
BNB/USDT
0.00%(was 9.44%)
Exit reason: Passed all filters
Inv. Vol. 30: 0.71Mean Reversion 20: 0.86volume momentum 20 percentile: 0.14
ETH/USDT
0.00%(was 9.44%)
Exit reason: Passed all filters
Donchian Trend: 0.43momentum 21 percentile: 0.43Inv. Vol. 30: 0.57
Holdings With Score Updates (2)
SOL/USDT
9.31%(was 9.44%)
Reason: Passed all filters
volume momentum 20 percentile: 0.86Donchian Trend: 0.71Momentum 7d: 0.71
AVAX/USDT
9.31%(was 9.44%)
Reason: Passed all filters
Donchian Trend: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.86