Rebalance — Mar 27, 2023
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 2023-03-27
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
14.13%
4.07
#4
● New
BTC/USDT
14.13%
4.10
#1
● Held
BNB/USDT
14.13%
4.52
#3
● Held
ETH/USDT
14.13%
4.64
#2
● Held
Signal Changes
Added (1)
ADA/USDT
14.13%(was 0.00%)
Reason: Passed all filters
volume momentum 20 percentile: 0.71Momentum 7d: 0.86Donchian Trend: 0.43
Removed (1)
SOL/USDT
0.00%(was 12.73%)
Exit reason: Passed all filters
volume momentum 20 percentile: 0.43Mean Reversion 20: 0.86Inv. Vol. 30: 0.14
Holdings With Score Updates (3)
BTC/USDT
14.13%(was 12.73%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 21 percentile: 0.86Momentum 7d: 0.43
BNB/USDT
14.13%(was 12.73%)
Reason: Passed all filters
volume momentum 20 percentile: 0.86Donchian Trend: 0.57momentum 21 percentile: 0.57
ETH/USDT
14.13%(was 12.73%)
Reason: Passed all filters
Donchian Trend: 0.71momentum 21 percentile: 0.71volume momentum 20 percentile: 0.57