Rebalance — Jan 11, 2021
weekly rebalance · 5 positions · +1 added, −1 removed, 4 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 2021-01-11
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
JPM
20.00%
6.47
#3
● New
UNH
20.00%
6.11
#2
● Held
CAT
20.00%
7.06
#4
● Held
AVGO
20.00%
7.34
#1
● Held
SPY
20.00%
6.55
#5
● Held
Signal Changes
Added (1)
JPM
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 6.47, (was 5.20, change: +1.27)
Donchian Trend: 0.95momentum 120 percentile: 0.86momentum 200 percentile: 0.57
Removed (1)
COST
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 5.28 → 2.74 (-2.54)
momentum 120 percentile: 0.48inv volatility 60 percentile: 0.81volume momentum 60 percentile: 0.48
Holdings With Score Updates (4)
UNH
20.00%
Maintained rank #2, weight unchanged: 20.0000%, score: 6.19 → 6.11 (-0.08, -1.28%)
Donchian Trend: 0.67momentum 200 percentile: 0.62momentum 120 percentile: 0.76
CAT
20.00%
Maintained rank #4, weight unchanged: 20.0000%, score: 7.02 → 7.06 (+0.04, +0.56%)
momentum 200 percentile: 0.86Donchian Trend: 0.76momentum 120 percentile: 0.95
AVGO
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 6.47 → 7.34 (+0.87, +13.50%)
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.90
SPY
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 5.32 → 6.55 (+1.23, +23.13%)
Donchian Trend: 0.81momentum 200 percentile: 0.67momentum 120 percentile: 0.71