Rebalance — Oct 05, 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 2020-10-05
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
11.89%
6.55
#5
● New
AVGO
11.89%
5.60
#3
● New
COST
11.89%
6.03
#4
● New
NVDA
11.89%
7.42
#1
● Held
AMZN
11.89%
5.95
#2
● Held
Signal Changes
Added (3)
HD
11.89%(was 0.00%)
Entered portfolio (rank #5, weight 11.89%), score: 6.55, (was 5.04, change: +1.51)
Donchian Trend: 0.81momentum 200 percentile: 0.71momentum 120 percentile: 0.81
AVGO
11.89%(was 0.00%)
Entered portfolio (rank #3, weight 11.89%), score: 5.60, (was 4.76, change: +0.83)
Donchian Trend: 0.71momentum 120 percentile: 0.86momentum 200 percentile: 0.48
COST
11.89%(was 0.00%)
Entered portfolio (rank #4, weight 11.89%), score: 6.03, (was 4.64, change: +1.39)
Donchian Trend: 0.90momentum 200 percentile: 0.67inv volatility 60 percentile: 0.86
Removed (3)
MA
0.00%(was 16.49%)
Removed from portfolio (was rank #5, weight 16.49%), score changed: 5.63 → 5.48 (-0.16)
Donchian Trend: 0.62momentum 200 percentile: 0.57momentum 120 percentile: 0.67
AAPL
0.00%(was 16.49%)
Removed from portfolio (was rank #1, weight 16.49%), score changed: 7.18 → 0.91 (-6.27)
volume momentum 60 percentile: 0.95Donchian Trend: 0.05momentum 60 percentile: 0.00
META
0.00%(was 16.49%)
Removed from portfolio (was rank #4, weight 16.49%), score changed: 6.07 → 5.32 (-0.75)
momentum 200 percentile: 0.76momentum 120 percentile: 0.90Donchian Trend: 0.33
Holdings With Score Updates (2)
NVDA
11.89%(was 16.49%)
Improved rank: #2 → #1 (+1), weight: 16.4924% → 11.8891% (-4.6033%, -27.91%), score: 7.50 → 7.42 (-0.08, -1.06%)
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.95
AMZN
11.89%(was 16.49%)
Improved rank: #3 → #2 (+1), weight: 16.4924% → 11.8891% (-4.6033%, -27.91%), score: 6.63 → 5.95 (-0.67, -10.18%)
momentum 200 percentile: 0.90Donchian Trend: 0.52momentum 120 percentile: 0.76