Rebalance — Feb 03, 2020
weekly rebalance · 5 positions · +2 added, −2 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 2020-02-03
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
LLY
18.56%
6.31
#4
● New
GOOGL
18.56%
6.47
#3
● New
MA
18.56%
7.02
#5
● Held
AAPL
18.56%
6.71
#1
● Held
MSFT
18.56%
7.78
#2
● Held
Signal Changes
Added (2)
LLY
18.56%(was 0.00%)
Entered portfolio (rank #4, weight 18.56%), score: 6.31, (was 5.91, change: +0.40)
Donchian Trend: 0.67momentum 200 percentile: 0.62momentum 120 percentile: 0.76
GOOGL
18.56%(was 0.00%)
Entered portfolio (rank #3, weight 18.56%), score: 6.47, (was 5.67, change: +0.79)
Donchian Trend: 0.81momentum 200 percentile: 0.57momentum 120 percentile: 0.81
Removed (2)
V
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 6.19 → 5.56 (-0.63)
momentum 200 percentile: 0.71Donchian Trend: 0.52momentum 120 percentile: 0.57
COST
0.00%(was 20.00%)
Removed from portfolio (was rank #5, weight 20.00%), score changed: 6.27 → 4.13 (-2.14)
momentum 200 percentile: 0.67Donchian Trend: 0.33inv volatility 60 percentile: 0.81
Holdings With Score Updates (3)
MA
18.56%(was 20.00%)
Declined rank: #4 → #5 (1), weight: 20.0000% → 18.5556% (-1.4444%, -7.22%), score: 6.59 → 7.02 (+0.44, +6.63%)
Donchian Trend: 0.90momentum 200 percentile: 0.86momentum 120 percentile: 0.67
AAPL
18.56%(was 20.00%)
Maintained rank #1, weight: 20.0000% → 18.5556% (-1.4444%, -7.22%), score: 7.26 → 6.71 (-0.56, -7.65%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.57
MSFT
18.56%(was 20.00%)
Maintained rank #2, weight: 20.0000% → 18.5556% (-1.4444%, -7.22%), score: 6.19 → 7.78 (+1.59, +25.64%)
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.86