Rebalance — Nov 23, 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 2020-11-23
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
12.55%
6.75
#2
● New
COST
12.55%
6.15
#4
● New
NVDA
12.55%
6.15
#1
● Held
CAT
12.55%
7.66
#5
● Held
WMT
12.55%
6.79
#3
● Held
Signal Changes
Added (2)
AVGO
12.55%(was 0.00%)
Entered portfolio (rank #2, weight 12.55%), score: 6.75, (was 5.40, change: +1.35)
Donchian Trend: 0.90momentum 200 percentile: 0.67momentum 120 percentile: 0.81
COST
12.55%(was 0.00%)
Entered portfolio (rank #4, weight 12.55%), score: 6.15, (was 5.20, change: +0.95)
Donchian Trend: 0.67momentum 200 percentile: 0.62momentum 120 percentile: 0.71
Removed (2)
GOOGL
0.00%(was 12.43%)
Removed from portfolio (was rank #2, weight 12.43%), score changed: 5.83 → 5.20 (-0.63)
momentum 200 percentile: 0.52Donchian Trend: 0.52momentum 120 percentile: 0.67
SPY
0.00%(was 12.43%)
Removed from portfolio (was rank #5, weight 12.43%), score changed: 5.91 → 5.28 (-0.63)
Donchian Trend: 0.71momentum 200 percentile: 0.38momentum 120 percentile: 0.48
Holdings With Score Updates (3)
NVDA
12.55%(was 12.43%)
Maintained rank #1, weight: 12.4312% → 12.5519% (+0.1207%, +0.97%), score: 5.63 → 6.15 (+0.52, +9.15%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.43
CAT
12.55%(was 12.43%)
Declined rank: #4 → #5 (1), weight: 12.4312% → 12.5519% (+0.1207%, +0.97%), score: 7.30 → 7.66 (+0.36, +4.89%)
Donchian Trend: 0.95momentum 200 percentile: 0.81momentum 120 percentile: 0.90
WMT
12.55%(was 12.43%)
Maintained rank #3, weight: 12.4312% → 12.5519% (+0.1207%, +0.97%), score: 7.02 → 6.79 (-0.24, -3.39%)
momentum 200 percentile: 0.86Donchian Trend: 0.76momentum 120 percentile: 0.76