Rebalance — Jan 27, 2020
weekly rebalance · 5 positions · +3 added, −3 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 2020-01-27
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
V
20.00%
6.19
#3
● New
MA
20.00%
6.59
#4
● New
COST
20.00%
6.27
#5
● New
MSFT
20.00%
6.19
#2
● Held
AAPL
20.00%
7.26
#1
● Held
Signal Changes
Added (3)
V
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.81Donchian Trend: 0.62momentum 120 percentile: 0.62
MA
20.00%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.71momentum 120 percentile: 0.76
COST
20.00%(was 0.00%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.76momentum 120 percentile: 0.52
Removed (3)
META
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.62Donchian Trend: 0.57momentum 120 percentile: 0.57
NVDA
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.67momentum 120 percentile: 0.90Donchian Trend: 0.43
GOOGL
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.57momentum 120 percentile: 0.81Donchian Trend: 0.48
Holdings With Score Updates (2)
MSFT
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.52momentum 120 percentile: 0.71
AAPL
20.00%
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.67momentum 120 percentile: 0.95