Rebalance — Dec 07, 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 2020-12-07
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
GOOGL
20.00%
6.71
#2
● New
SPY
20.00%
5.75
#5
● New
NVDA
20.00%
6.15
#1
● Held
CAT
20.00%
6.63
#4
● Held
AVGO
20.00%
7.38
#3
● Held
Signal Changes
Added (2)
GOOGL
20.00%(was 0.00%)
Entered portfolio (rank #2, weight 20.00%), score: 6.71, (was 5.95, change: +0.75)
Donchian Trend: 0.86momentum 200 percentile: 0.67momentum 120 percentile: 0.81
SPY
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 5.75, (was 5.60, change: +0.16)
Donchian Trend: 0.90momentum 200 percentile: 0.43momentum 120 percentile: 0.48
Removed (2)
COST
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 7.02 → 4.40 (-2.62)
momentum 120 percentile: 0.76momentum 200 percentile: 0.48inv volatility 60 percentile: 0.81
WMT
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 6.87 → 4.37 (-2.50)
momentum 200 percentile: 0.62momentum 120 percentile: 0.71inv volatility 60 percentile: 0.95
Holdings With Score Updates (3)
NVDA
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 6.51 → 6.15 (-0.36, -5.49%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.52
CAT
20.00%
Improved rank: #5 → #4 (+1), weight unchanged: 20.0000%, score: 6.63 → 6.63 (+0.00, +0.00%)
momentum 200 percentile: 0.71Donchian Trend: 0.71momentum 120 percentile: 0.90
AVGO
20.00%
Declined rank: #2 → #3 (1), weight unchanged: 20.0000%, score: 6.90 → 7.38 (+0.48, +6.90%)
Donchian Trend: 0.95momentum 200 percentile: 0.86momentum 120 percentile: 0.86