Rebalance — Nov 30, 2020
weekly rebalance · 5 positions · +0 added, −0 removed, 5 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 2020-11-30
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
CAT
20.00%
6.63
#5
● Held
NVDA
20.00%
6.51
#1
● Held
WMT
20.00%
6.87
#3
● Held
AVGO
20.00%
6.90
#2
● Held
COST
20.00%
7.02
#4
● Held
Signal Changes
Added (0)
None
Removed (0)
None
Holdings With Score Updates (5)
CAT
20.00%(was 12.55%)
Maintained rank #5, weight: 12.5519% → 20.0000% (+7.4481%, +59.34%), score: 7.66 → 6.63 (-1.03, -13.47%)
momentum 200 percentile: 0.67Donchian Trend: 0.67momentum 120 percentile: 0.90
NVDA
20.00%(was 12.55%)
Maintained rank #1, weight: 12.5519% → 20.0000% (+7.4481%, +59.34%), score: 6.15 → 6.51 (+0.36, +5.81%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.57
WMT
20.00%(was 12.55%)
Maintained rank #3, weight: 12.5519% → 20.0000% (+7.4481%, +59.34%), score: 6.79 → 6.87 (+0.08, +1.17%)
momentum 200 percentile: 0.86Donchian Trend: 0.86momentum 120 percentile: 0.76
AVGO
20.00%(was 12.55%)
Maintained rank #2, weight: 12.5519% → 20.0000% (+7.4481%, +59.34%), score: 6.75 → 6.90 (+0.16, +2.35%)
Donchian Trend: 0.95momentum 200 percentile: 0.71momentum 120 percentile: 0.81
COST
20.00%(was 12.55%)
Maintained rank #4, weight: 12.5519% → 20.0000% (+7.4481%, +59.34%), score: 6.15 → 7.02 (+0.87, +14.19%)
Donchian Trend: 0.90momentum 200 percentile: 0.62momentum 120 percentile: 0.86