Rebalance — Mar 11, 2024
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 2024-03-11
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
SOL/USDT
13.36%
3.05
#4
● New
BTC/USDT
13.36%
3.64
#1
● Held
BNB/USDT
13.36%
4.88
#3
● Held
ETH/USDT
13.36%
5.05
#2
● Held
Signal Changes
Added (1)
SOL/USDT
13.36%(was 0.00%)
Reason: Passed all filters
volume momentum 20 percentile: 0.43Momentum 7d: 0.43momentum 21 percentile: 0.43
Removed (1)
ADA/USDT
0.00%(was 14.76%)
Exit reason: Passed all filters
volume momentum 20 percentile: 0.57Mean Reversion 20: 0.86Donchian Trend: 0.14
Holdings With Score Updates (3)
BTC/USDT
13.36%(was 14.76%)
Reason: Passed all filters
momentum 21 percentile: 0.71Donchian Trend: 0.57Inv. Vol. 30: 0.71
BNB/USDT
13.36%(was 14.76%)
Reason: Passed all filters
volume momentum 20 percentile: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.86
ETH/USDT
13.36%(was 14.76%)
Reason: Passed all filters
Donchian Trend: 0.86volume momentum 20 percentile: 0.71Momentum 7d: 0.57