Rebalance — Nov 16, 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 2020-11-16
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
SPY
12.43%
5.91
#5
● New
WMT
12.43%
7.02
#3
● New
NVDA
12.43%
5.63
#1
● Held
CAT
12.43%
7.30
#4
● Held
GOOGL
12.43%
5.83
#2
● Held
Signal Changes
Added (2)
SPY
12.43%(was 0.00%)
Entered portfolio (rank #5, weight 12.43%), score: 5.91, (was 5.04, change: +0.87)
Donchian Trend: 0.95momentum 200 percentile: 0.38momentum 120 percentile: 0.52
WMT
12.43%(was 0.00%)
Entered portfolio (rank #3, weight 12.43%), score: 7.02, (was 5.24, change: +1.79)
Donchian Trend: 0.90momentum 200 percentile: 0.71momentum 120 percentile: 0.67
Removed (2)
AVGO
0.00%(was 12.20%)
Removed from portfolio (was rank #3, weight 12.20%), score changed: 5.56 → 5.40 (-0.16)
momentum 120 percentile: 0.86momentum 200 percentile: 0.57Donchian Trend: 0.52
UNH
0.00%(was 12.20%)
Removed from portfolio (was rank #4, weight 12.20%), score changed: 5.44 → 5.20 (-0.24)
momentum 200 percentile: 0.67Donchian Trend: 0.57momentum 120 percentile: 0.43
Holdings With Score Updates (3)
NVDA
12.43%(was 12.20%)
Maintained rank #1, weight: 12.2028% → 12.4312% (+0.2284%, +1.87%), score: 6.63 → 5.63 (-0.99, -14.97%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95volume momentum 60 percentile: 0.81
CAT
12.43%(was 12.20%)
Improved rank: #5 → #4 (+1), weight: 12.2028% → 12.4312% (+0.2284%, +1.87%), score: 6.98 → 7.30 (+0.32, +4.55%)
Donchian Trend: 0.86momentum 200 percentile: 0.76momentum 120 percentile: 0.90
GOOGL
12.43%(was 12.20%)
Maintained rank #2, weight: 12.2028% → 12.4312% (+0.2284%, +1.87%), score: 6.47 → 5.83 (-0.63, -9.82%)
Donchian Trend: 0.76momentum 120 percentile: 0.76momentum 200 percentile: 0.43