Rebalance — Nov 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 2023-11-27
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
BTC/USDT
9.23%
3.71
#1
● New
AVAX/USDT
9.23%
3.88
#3
● Held
ETH/USDT
9.23%
4.62
#2
● Held
ADA/USDT
9.23%
3.17
#4
● Held
Signal Changes
Added (1)
BTC/USDT
9.23%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86Momentum 7d: 0.71Inv. Vol. 30: 0.86
Removed (1)
SOL/USDT
0.00%(was 9.52%)
Exit reason: Passed all filters
momentum 21 percentile: 0.71volume momentum 20 percentile: 0.29Mean Reversion 20: 0.57
Holdings With Score Updates (3)
AVAX/USDT
9.23%(was 9.52%)
Reason: Passed all filters
volume momentum 20 percentile: 0.86momentum 21 percentile: 0.86Donchian Trend: 0.43
ETH/USDT
9.23%(was 9.52%)
Reason: Passed all filters
Donchian Trend: 0.71Momentum 7d: 0.86volume momentum 20 percentile: 0.57
ADA/USDT
9.23%(was 9.52%)
Reason: Passed all filters
Donchian Trend: 0.57Momentum 7d: 0.57volume momentum 20 percentile: 0.43