Rebalance — Feb 24, 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 2020-02-24
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
MA
15.00%
6.27
#4
● New
HD
15.00%
6.19
#5
● New
NVDA
15.00%
6.94
#3
● Held
AAPL
15.00%
6.75
#1
● Held
MSFT
15.00%
6.94
#2
● Held
Signal Changes
Added (2)
MA
15.00%(was 0.00%)
Entered portfolio (rank #4, weight 15.00%), score: 6.27, (was 5.52, change: +0.75)
momentum 200 percentile: 0.81Donchian Trend: 0.81momentum 120 percentile: 0.57
HD
15.00%(was 0.00%)
Entered portfolio (rank #5, weight 15.00%), score: 6.19, (was 5.71, change: +0.48)
Donchian Trend: 0.95momentum 200 percentile: 0.67volume momentum 60 percentile: 0.86
Removed (2)
LLY
0.00%(was 19.05%)
Removed from portfolio (was rank #5, weight 19.05%), score changed: 6.07 → 5.71 (-0.36)
momentum 200 percentile: 0.57Donchian Trend: 0.52momentum 120 percentile: 0.76
GOOGL
0.00%(was 19.05%)
Removed from portfolio (was rank #4, weight 19.05%), score changed: 6.23 → 5.04 (-1.19)
momentum 200 percentile: 0.62momentum 120 percentile: 0.67Donchian Trend: 0.38
Holdings With Score Updates (3)
NVDA
15.00%(was 19.05%)
Maintained rank #3, weight: 19.0506% → 14.9951% (-4.0555%, -21.29%), score: 7.02 → 6.94 (-0.08, -1.13%)
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.95
AAPL
15.00%(was 19.05%)
Maintained rank #1, weight: 19.0506% → 14.9951% (-4.0555%, -21.29%), score: 6.47 → 6.75 (+0.28, +4.29%)
momentum 200 percentile: 0.90Donchian Trend: 0.62momentum 120 percentile: 0.90
MSFT
15.00%(was 19.05%)
Maintained rank #2, weight: 19.0506% → 14.9951% (-4.0555%, -21.29%), score: 7.18 → 6.94 (-0.24, -3.31%)
momentum 200 percentile: 0.86Donchian Trend: 0.71momentum 120 percentile: 0.81