Rebalance — Apr 27, 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 2020-04-27
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
JNJ
16.40%
6.23
#5
● New
LLY
16.40%
7.22
#4
● Held
AMZN
16.40%
7.30
#3
● Held
NVDA
16.40%
7.22
#2
● Held
MSFT
16.40%
6.07
#1
● Held
Signal Changes
Added (1)
JNJ
16.40%(was 0.00%)
Entered portfolio (rank #5, weight 16.40%), score: 6.23, (was 6.19, change: +0.04)
Donchian Trend: 0.95momentum 120 percentile: 0.71momentum 200 percentile: 0.48
Removed (1)
NFLX
0.00%(was 16.78%)
Removed from portfolio (was rank #5, weight 16.78%), score changed: 6.47 → 5.36 (-1.11)
momentum 120 percentile: 0.95momentum 200 percentile: 0.52Donchian Trend: 0.43
Holdings With Score Updates (4)
LLY
16.40%(was 16.78%)
Maintained rank #4, weight: 16.7796% → 16.3997% (-0.3799%, -2.26%), score: 7.26 → 7.22 (-0.04, -0.55%)
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.86
AMZN
16.40%(was 16.78%)
Maintained rank #3, weight: 16.7796% → 16.3997% (-0.3799%, -2.26%), score: 7.38 → 7.30 (-0.08, -1.08%)
momentum 200 percentile: 0.76Donchian Trend: 0.76momentum 120 percentile: 0.81
NVDA
16.40%(was 16.78%)
Maintained rank #2, weight: 16.7796% → 16.3997% (-0.3799%, -2.26%), score: 6.87 → 7.22 (+0.36, +5.20%)
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.90
MSFT
16.40%(was 16.78%)
Maintained rank #1, weight: 16.7796% → 16.3997% (-0.3799%, -2.26%), score: 6.63 → 6.07 (-0.56, -8.38%)
momentum 200 percentile: 0.81momentum 120 percentile: 0.76Donchian Trend: 0.48