Rebalance — Jul 27, 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 2020-07-27
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
NFLX
16.16%
5.79
#5
● New
HD
16.16%
6.51
#4
● New
NVDA
16.16%
7.78
#2
● Held
AMZN
16.16%
6.31
#3
● Held
AAPL
16.16%
6.90
#1
● Held
Signal Changes
Added (2)
NFLX
16.16%(was 0.00%)
Entered portfolio (rank #5, weight 16.16%), score: 5.79, (was 5.28, change: +0.52)
momentum 200 percentile: 0.90momentum 120 percentile: 0.86volume momentum 60 percentile: 0.86
HD
16.16%(was 0.00%)
Entered portfolio (rank #4, weight 16.16%), score: 6.51, (was 5.95, change: +0.56)
Donchian Trend: 0.95momentum 120 percentile: 0.71momentum 200 percentile: 0.48
Removed (2)
META
0.00%(was 16.16%)
Removed from portfolio (was rank #5, weight 16.16%), score changed: 6.47 → 4.96 (-1.51)
momentum 200 percentile: 0.62momentum 120 percentile: 0.57Donchian Trend: 0.33
MSFT
0.00%(was 16.16%)
Removed from portfolio (was rank #2, weight 16.16%), score changed: 6.07 → 4.84 (-1.23)
momentum 200 percentile: 0.71momentum 120 percentile: 0.67Donchian Trend: 0.29
Holdings With Score Updates (3)
NVDA
16.16%(was 16.16%)
Improved rank: #3 → #2 (+1), weight unchanged: 16.1593%, score: 7.34 → 7.78 (+0.44, +5.95%)
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.95
AMZN
16.16%(was 16.16%)
Improved rank: #4 → #3 (+1), weight unchanged: 16.1593%, score: 6.55 → 6.31 (-0.24, -3.64%)
momentum 200 percentile: 0.86momentum 120 percentile: 0.90Donchian Trend: 0.43
AAPL
16.16%(was 16.16%)
Maintained rank #1, weight unchanged: 16.1593%, score: 6.94 → 6.90 (-0.04, -0.57%)
momentum 200 percentile: 0.81Donchian Trend: 0.71momentum 120 percentile: 0.81