Rebalance — Mar 30, 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 2020-03-30
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
18.99%
7.22
#4
● New
AMZN
18.99%
6.55
#3
● New
NFLX
18.99%
7.02
#5
● New
NVDA
18.99%
7.18
#2
● Held
MSFT
18.99%
6.71
#1
● Held
Signal Changes
Added (3)
LLY
18.99%(was 0.00%)
Entered portfolio (rank #4, weight 18.99%), score: 7.22, (was 5.71, change: +1.51)
Donchian Trend: 0.90momentum 200 percentile: 0.86momentum 120 percentile: 0.86
AMZN
18.99%(was 0.00%)
Entered portfolio (rank #3, weight 18.99%), score: 6.55, (was 4.80, change: +1.75)
Donchian Trend: 0.81momentum 200 percentile: 0.57momentum 120 percentile: 0.71
NFLX
18.99%(was 0.00%)
Entered portfolio (rank #5, weight 18.99%), score: 7.02, (was 4.96, change: +2.06)
Donchian Trend: 0.95momentum 200 percentile: 0.71momentum 120 percentile: 0.90
Removed (3)
MA
0.00%(was 15.00%)
Removed from portfolio (was rank #4, weight 15.00%), score changed: 6.27 → 3.45 (-2.82)
momentum 200 percentile: 0.43momentum 120 percentile: 0.38volume momentum 60 percentile: 0.76
HD
0.00%(was 15.00%)
Removed from portfolio (was rank #5, weight 15.00%), score changed: 6.19 → 3.53 (-2.66)
Donchian Trend: 0.62momentum 200 percentile: 0.38momentum 60 percentile: 0.57
AAPL
0.00%(was 15.00%)
Removed from portfolio (was rank #1, weight 15.00%), score changed: 6.75 → 5.71 (-1.03)
momentum 200 percentile: 0.90momentum 120 percentile: 0.67Donchian Trend: 0.43
Holdings With Score Updates (2)
NVDA
18.99%(was 15.00%)
Improved rank: #3 → #2 (+1), weight: 14.9951% → 18.9933% (+3.9982%, +26.66%), score: 6.94 → 7.18 (+0.24, +3.43%)
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.95
MSFT
18.99%(was 15.00%)
Improved rank: #2 → #1 (+1), weight: 14.9951% → 18.9933% (+3.9982%, +26.66%), score: 6.94 → 6.71 (-0.24, -3.43%)
momentum 200 percentile: 0.81Donchian Trend: 0.71momentum 120 percentile: 0.81