Rebalance — Jan 01, 2024
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 2024-01-01
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
BNB/USDT
8.67%
4.67
#2
● New
ETH/USDT
8.67%
3.50
#1
● New
SOL/USDT
8.67%
4.00
#3
● Held
ADA/USDT
8.67%
3.60
#4
● Held
Signal Changes
Added (2)
BNB/USDT
8.67%(was 0.00%)
Reason: Passed all filters
volume momentum 20 percentile: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.71
ETH/USDT
8.67%(was 0.00%)
Reason: Passed all filters
Momentum 7d: 0.71Donchian Trend: 0.57volume momentum 20 percentile: 0.43
Removed (2)
AVAX/USDT
0.00%(was 8.81%)
Exit reason: Passed all filters
momentum 21 percentile: 0.43Mean Reversion 20: 0.86volume momentum 20 percentile: 0.29
LINK/USDT
0.00%(was 8.81%)
Exit reason: Passed all filters
Momentum 7d: 0.29Mean Reversion 20: 0.57Inv. Vol. 30: 0.43
Holdings With Score Updates (2)
SOL/USDT
8.67%(was 8.81%)
Reason: Passed all filters
Donchian Trend: 0.71volume momentum 20 percentile: 0.71momentum 21 percentile: 0.86
ADA/USDT
8.67%(was 8.81%)
Reason: Passed all filters
volume momentum 20 percentile: 0.57momentum 21 percentile: 0.57Donchian Trend: 0.43