Rebalance — Nov 09, 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 2020-11-09
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
AVGO
12.20%
5.56
#3
● New
UNH
12.20%
5.44
#4
● New
NVDA
12.20%
6.63
#1
● Held
CAT
12.20%
6.98
#5
● Held
GOOGL
12.20%
6.47
#2
● Held
Signal Changes
Added (2)
AVGO
12.20%(was 0.00%)
Entered portfolio (rank #3, weight 12.20%), score: 5.56, (was 5.32, change: +0.24)
Donchian Trend: 0.62momentum 120 percentile: 0.86momentum 200 percentile: 0.52
UNH
12.20%(was 0.00%)
Entered portfolio (rank #4, weight 12.20%), score: 5.44, (was 4.68, change: +0.75)
Donchian Trend: 0.67momentum 200 percentile: 0.62momentum 120 percentile: 0.67
Removed (2)
COST
0.00%(was 12.22%)
Removed from portfolio (was rank #4, weight 12.22%), score changed: 6.51 → 4.09 (-2.42)
momentum 200 percentile: 0.48momentum 120 percentile: 0.57inv volatility 60 percentile: 0.86
WMT
0.00%(was 12.22%)
Removed from portfolio (was rank #3, weight 12.22%), score changed: 6.47 → 5.24 (-1.23)
momentum 200 percentile: 0.67Donchian Trend: 0.43inv volatility 60 percentile: 0.81
Holdings With Score Updates (3)
NVDA
12.20%(was 12.22%)
Maintained rank #1, weight: 12.2233% → 12.2028% (-0.0204%, -0.17%), score: 6.63 → 6.63 (+0.00, +0.00%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.48
CAT
12.20%(was 12.22%)
Maintained rank #5, weight: 12.2233% → 12.2028% (-0.0204%, -0.17%), score: 6.83 → 6.98 (+0.16, +2.33%)
Donchian Trend: 0.81momentum 200 percentile: 0.71momentum 120 percentile: 0.90
GOOGL
12.20%(was 12.22%)
Maintained rank #2, weight: 12.2233% → 12.2028% (-0.0204%, -0.17%), score: 6.11 → 6.47 (+0.36, +5.84%)
Donchian Trend: 0.86momentum 200 percentile: 0.57momentum 120 percentile: 0.71