QuantcortexResearch

Rebalance — Nov 25, 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.
2024-11-182024-12-02

Composition on 2024-11-25

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
AVAX/USDT
9.90%
3.79
#2
New
ETH/USDT
9.90%
3.52
#1
New
LINK/USDT
9.90%
3.67
#3
Held
ADA/USDT
9.90%
4.95
#4
Held

Signal Changes

Added (2)

AVAX/USDT
9.90%(was 0.00%)
Reason: Passed all filters
volume momentum 20 percentile: 0.71Momentum 7d: 0.71momentum 21 percentile: 0.71
ETH/USDT
9.90%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.86Momentum 7d: 0.43Inv. Vol. 30: 0.57

Removed (2)

BTC/USDT
0.00%(was 10.58%)
Exit reason: Passed all filters
Donchian Trend: 0.43Inv. Vol. 30: 0.71Mean Reversion 20: 0.71
SOL/USDT
0.00%(was 10.58%)
Exit reason: Passed all filters
momentum 21 percentile: 0.43Mean Reversion 20: 0.86Inv. Vol. 30: 0.43

Holdings With Score Updates (2)

LINK/USDT
9.90%(was 10.58%)
Reason: Passed all filters
Donchian Trend: 0.71Momentum 7d: 0.57momentum 21 percentile: 0.57
ADA/USDT
9.90%(was 10.58%)
Reason: Passed all filters
volume momentum 20 percentile: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.86