Rebalance — Feb 10, 2020
weekly rebalance · 5 positions · +1 added, −1 removed, 4 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 2020-02-10
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
NVDA
19.05%
7.02
#3
● New
LLY
19.05%
6.07
#5
● Held
GOOGL
19.05%
6.23
#4
● Held
AAPL
19.05%
6.47
#1
● Held
MSFT
19.05%
7.18
#2
● Held
Signal Changes
Added (1)
NVDA
19.05%(was 0.00%)
Entered portfolio (rank #3, weight 19.05%), score: 7.02, (was 5.40, change: +1.63)
Donchian Trend: 0.90momentum 200 percentile: 0.86momentum 120 percentile: 0.95
Removed (1)
MA
0.00%(was 18.56%)
Removed from portfolio (was rank #5, weight 18.56%), score changed: 7.02 → 5.52 (-1.51)
momentum 200 percentile: 0.81Donchian Trend: 0.43momentum 120 percentile: 0.62
Holdings With Score Updates (4)
LLY
19.05%(was 18.56%)
Declined rank: #4 → #5 (1), weight: 18.5556% → 19.0506% (+0.4950%, +2.67%), score: 6.31 → 6.07 (-0.24, -3.77%)
momentum 200 percentile: 0.62momentum 120 percentile: 0.81Donchian Trend: 0.52
GOOGL
19.05%(was 18.56%)
Declined rank: #3 → #4 (1), weight: 18.5556% → 19.0506% (+0.4950%, +2.67%), score: 6.47 → 6.23 (-0.24, -3.68%)
Donchian Trend: 0.86momentum 200 percentile: 0.52momentum 120 percentile: 0.71
AAPL
19.05%(was 18.56%)
Maintained rank #1, weight: 18.5556% → 19.0506% (+0.4950%, +2.67%), score: 6.71 → 6.47 (-0.24, -3.55%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.48
MSFT
19.05%(was 18.56%)
Maintained rank #2, weight: 18.5556% → 19.0506% (+0.4950%, +2.67%), score: 7.78 → 7.18 (-0.60, -7.65%)
momentum 200 percentile: 0.90Donchian Trend: 0.76momentum 120 percentile: 0.86