Rebalance — Jan 25, 2021
weekly rebalance · 5 positions · +3 added, −3 removed, 2 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 2021-01-25
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
LLY
20.00%
6.90
#3
● New
GOOGL
20.00%
6.19
#1
● New
JNJ
20.00%
5.56
#4
● New
AVGO
20.00%
7.14
#2
● Held
SPY
20.00%
6.19
#5
● Held
Signal Changes
Added (3)
LLY
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 6.90, (was 5.63, change: +1.27)
Donchian Trend: 0.95momentum 120 percentile: 0.86momentum 200 percentile: 0.57
GOOGL
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 6.19, (was 5.12, change: +1.07)
momentum 200 percentile: 0.76Donchian Trend: 0.67momentum 120 percentile: 0.76
JNJ
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 5.56, (was 4.76, change: +0.79)
Donchian Trend: 0.90momentum 120 percentile: 0.52volume momentum 60 percentile: 0.90
Removed (3)
UNH
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 6.11 → 3.85 (-2.26)
momentum 120 percentile: 0.62momentum 200 percentile: 0.38volume momentum 60 percentile: 0.71
CAT
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 7.06 → 4.84 (-2.22)
momentum 200 percentile: 0.67momentum 120 percentile: 0.90momentum 60 percentile: 0.67
JPM
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 6.47 → 4.37 (-2.10)
momentum 120 percentile: 0.81momentum 200 percentile: 0.48momentum 60 percentile: 0.86
Holdings With Score Updates (2)
AVGO
20.00%
Declined rank: #1 → #2 (1), weight unchanged: 20.0000%, score: 7.34 → 7.14 (-0.20, -2.70%)
momentum 200 percentile: 0.90Donchian Trend: 0.71momentum 120 percentile: 0.95
SPY
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 6.55 → 6.19 (-0.36, -5.45%)
Donchian Trend: 0.86momentum 200 percentile: 0.52momentum 120 percentile: 0.67