Rebalance — Sep 06, 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 2021-09-06
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
AVAX/USDT
9.69%
3.67
#3
● New
LINK/USDT
9.69%
2.88
#4
● New
SOL/USDT
9.69%
5.21
#2
● Held
ETH/USDT
9.69%
3.17
#1
● Held
Signal Changes
Added (2)
AVAX/USDT
9.69%(was 0.00%)
Reason: Passed all filters
volume momentum 20 percentile: 0.86momentum 21 percentile: 0.71Momentum 7d: 0.43
LINK/USDT
9.69%(was 0.00%)
Reason: Passed all filters
Momentum 7d: 0.71Donchian Trend: 0.43volume momentum 20 percentile: 0.29
Removed (2)
BNB/USDT
0.00%(was 9.89%)
Exit reason: Passed all filters
volume momentum 20 percentile: 0.43Donchian Trend: 0.29Inv. Vol. 30: 0.57
ADA/USDT
0.00%(was 9.89%)
Exit reason: Passed all filters
volume momentum 20 percentile: 0.57momentum 21 percentile: 0.57Mean Reversion 20: 0.86
Holdings With Score Updates (2)
SOL/USDT
9.69%(was 9.89%)
Reason: Passed all filters
Donchian Trend: 0.86volume momentum 20 percentile: 0.71Momentum 7d: 0.86
ETH/USDT
9.69%(was 9.89%)
Reason: Passed all filters
Donchian Trend: 0.57Momentum 7d: 0.57Inv. Vol. 30: 0.71