QuantcortexResearch

Rebalance — Feb 19, 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.
2024-02-122024-02-26

Composition on 2024-02-19

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
ETH/USDT
15.72%
4.14
#2
New
ADA/USDT
15.72%
4.88
#4
New
BTC/USDT
15.72%
3.81
#1
Held
LINK/USDT
15.72%
3.83
#3
Held

Signal Changes

Added (2)

ETH/USDT
15.72%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86Momentum 7d: 0.71momentum 21 percentile: 0.71
ADA/USDT
15.72%(was 0.00%)
Reason: Passed all filters
volume momentum 20 percentile: 0.86Donchian Trend: 0.71Momentum 7d: 0.86

Removed (2)

SOL/USDT
0.00%(was 15.69%)
Exit reason: Passed all filters
volume momentum 20 percentile: 0.29Momentum 7d: 0.29Mean Reversion 20: 0.57
AVAX/USDT
0.00%(was 15.69%)
Exit reason: Passed all filters
volume momentum 20 percentile: 0.57Mean Reversion 20: 0.86Momentum 7d: 0.00

Holdings With Score Updates (2)

BTC/USDT
15.72%(was 15.69%)
Reason: Passed all filters
Donchian Trend: 0.57Inv. Vol. 30: 0.86volume momentum 20 percentile: 0.43
LINK/USDT
15.72%(was 15.69%)
Reason: Passed all filters
volume momentum 20 percentile: 0.71momentum 21 percentile: 0.86Donchian Trend: 0.43