Rebalance — Dec 28, 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 2020-12-28
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%
5.79
#2
● New
MSFT
20.00%
5.40
#1
● New
CAT
20.00%
6.23
#4
● Held
AVGO
20.00%
7.46
#3
● Held
SPY
20.00%
5.87
#5
● Held
Signal Changes
Added (2)
GOOGL
20.00%(was 0.00%)
Entered portfolio (rank #2, weight 20.00%), score: 5.79, (was 5.16, change: +0.63)
momentum 200 percentile: 0.67Donchian Trend: 0.57momentum 120 percentile: 0.76
MSFT
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 5.40, (was 5.12, change: +0.28)
Donchian Trend: 0.95momentum 200 percentile: 0.62inv volatility 60 percentile: 0.62
Removed (2)
NVDA
0.00%(was 20.00%)
Removed from portfolio (was rank #1, weight 20.00%), score changed: 5.36 → 3.97 (-1.39)
momentum 200 percentile: 0.95momentum 120 percentile: 0.81inv volatility 60 percentile: 0.29
JPM
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 6.11 → 5.32 (-0.79)
Donchian Trend: 0.86momentum 120 percentile: 0.86momentum 60 percentile: 0.95
Holdings With Score Updates (3)
CAT
20.00%
Maintained rank #4, weight unchanged: 20.0000%, score: 7.02 → 6.23 (-0.79, -11.30%)
momentum 200 percentile: 0.81momentum 120 percentile: 0.95Donchian Trend: 0.43
AVGO
20.00%
Declined rank: #2 → #3 (1), weight unchanged: 20.0000%, score: 7.42 → 7.46 (+0.04, +0.53%)
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.90
SPY
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 5.75 → 5.87 (+0.12, +2.07%)
Donchian Trend: 0.62momentum 200 percentile: 0.57momentum 120 percentile: 0.71