Rebalance — May 04, 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 2020-05-04
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
NFLX
16.46%
7.14
#5
● New
AAPL
16.46%
6.31
#1
● New
NVDA
16.46%
7.02
#3
● Held
AMZN
16.46%
6.31
#4
● Held
MSFT
16.46%
7.10
#2
● Held
Signal Changes
Added (2)
NFLX
16.46%(was 0.00%)
Entered portfolio (rank #5, weight 16.46%), score: 7.14, (was 5.36, change: +1.79)
Donchian Trend: 0.86momentum 200 percentile: 0.81momentum 120 percentile: 0.95
AAPL
16.46%(was 0.00%)
Entered portfolio (rank #1, weight 16.46%), score: 6.31, (was 5.71, change: +0.60)
momentum 200 percentile: 0.90Donchian Trend: 0.76momentum 120 percentile: 0.71
Removed (2)
LLY
0.00%(was 16.40%)
Removed from portfolio (was rank #4, weight 16.40%), score changed: 7.22 → 5.79 (-1.43)
momentum 200 percentile: 0.86momentum 120 percentile: 0.86Donchian Trend: 0.38
JNJ
0.00%(was 16.40%)
Removed from portfolio (was rank #5, weight 16.40%), score changed: 6.23 → 5.24 (-0.99)
momentum 200 percentile: 0.62Donchian Trend: 0.48momentum 120 percentile: 0.62
Holdings With Score Updates (3)
NVDA
16.46%(was 16.40%)
Declined rank: #2 → #3 (1), weight: 16.3997% → 16.4568% (+0.0572%, +0.35%), score: 7.22 → 7.02 (-0.20, -2.75%)
momentum 200 percentile: 0.95Donchian Trend: 0.71momentum 120 percentile: 0.90
AMZN
16.46%(was 16.40%)
Declined rank: #3 → #4 (1), weight: 16.3997% → 16.4568% (+0.0572%, +0.35%), score: 7.30 → 6.31 (-0.99, -13.59%)
momentum 200 percentile: 0.71Donchian Trend: 0.57momentum 120 percentile: 0.81
MSFT
16.46%(was 16.40%)
Declined rank: #1 → #2 (1), weight: 16.3997% → 16.4568% (+0.0572%, +0.35%), score: 6.07 → 7.10 (+1.03, +16.99%)
Donchian Trend: 0.95momentum 200 percentile: 0.76momentum 120 percentile: 0.76