Rebalance — Jun 08, 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 2020-06-08
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
HD
19.55%
5.87
#5
● New
MSFT
19.55%
6.31
#2
● New
NVDA
19.55%
6.03
#3
● Held
AMZN
19.55%
7.30
#4
● Held
AAPL
19.55%
6.67
#1
● Held
Signal Changes
Added (2)
HD
19.55%(was 0.00%)
Entered portfolio (rank #5, weight 19.55%), score: 5.87, (was 5.00, change: +0.87)
Donchian Trend: 0.95momentum 200 percentile: 0.48momentum 120 percentile: 0.67
MSFT
19.55%(was 0.00%)
Entered portfolio (rank #2, weight 19.55%), score: 6.31, (was 5.75, change: +0.56)
Donchian Trend: 0.81momentum 200 percentile: 0.76momentum 120 percentile: 0.76
Removed (2)
GOOGL
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 5.79 → 5.24 (-0.56)
Donchian Trend: 0.71momentum 200 percentile: 0.57momentum 120 percentile: 0.48
META
0.00%(was 20.00%)
Removed from portfolio (was rank #5, weight 20.00%), score changed: 5.83 → 5.36 (-0.48)
momentum 200 percentile: 0.62momentum 120 percentile: 0.62Donchian Trend: 0.38
Holdings With Score Updates (3)
NVDA
19.55%(was 20.00%)
Declined rank: #2 → #3 (1), weight: 20.0000% → 19.5525% (-0.4475%, -2.24%), score: 6.71 → 6.03 (-0.67, -10.06%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95momentum 60 percentile: 0.95
AMZN
19.55%(was 20.00%)
Maintained rank #4, weight: 20.0000% → 19.5525% (-0.4475%, -2.24%), score: 7.38 → 7.30 (-0.08, -1.08%)
Donchian Trend: 0.86momentum 200 percentile: 0.81momentum 120 percentile: 0.90
AAPL
19.55%(was 20.00%)
Maintained rank #1, weight: 20.0000% → 19.5525% (-0.4475%, -2.24%), score: 6.94 → 6.67 (-0.28, -4.00%)
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.71