Rebalance — Jan 04, 2021
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 2021-01-04
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
UNH
20.00%
6.19
#2
● New
COST
20.00%
5.28
#3
● New
CAT
20.00%
7.02
#4
● Held
AVGO
20.00%
6.47
#1
● Held
SPY
20.00%
5.32
#5
● Held
Signal Changes
Added (2)
UNH
20.00%(was 0.00%)
Entered portfolio (rank #2, weight 20.00%), score: 6.19, (was 4.72, change: +1.47)
Donchian Trend: 0.81momentum 200 percentile: 0.67momentum 120 percentile: 0.57
COST
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 5.28, (was 3.93, change: +1.35)
Donchian Trend: 0.86momentum 120 percentile: 0.71inv volatility 60 percentile: 0.81
Removed (2)
GOOGL
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 5.79 → 4.80 (-0.99)
momentum 200 percentile: 0.57momentum 120 percentile: 0.62Donchian Trend: 0.33
MSFT
0.00%(was 20.00%)
Removed from portfolio (was rank #1, weight 20.00%), score changed: 5.40 → 3.49 (-1.90)
momentum 200 percentile: 0.43Donchian Trend: 0.38momentum 120 percentile: 0.33
Holdings With Score Updates (3)
CAT
20.00%
Maintained rank #4, weight unchanged: 20.0000%, score: 6.23 → 7.02 (+0.79, +12.74%)
momentum 200 percentile: 0.86Donchian Trend: 0.76momentum 120 percentile: 0.90
AVGO
20.00%
Improved rank: #3 → #1 (+2), weight unchanged: 20.0000%, score: 7.46 → 6.47 (-0.99, -13.30%)
momentum 200 percentile: 0.90momentum 120 percentile: 0.95Donchian Trend: 0.48
SPY
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 5.87 → 5.32 (-0.56, -9.46%)
Donchian Trend: 0.52momentum 200 percentile: 0.48momentum 120 percentile: 0.67