Rebalance — Feb 01, 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 2021-02-01
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
CAT
20.00%
6.27
#5
● New
MSFT
20.00%
6.43
#1
● New
LLY
20.00%
6.15
#4
● Held
AVGO
20.00%
7.94
#3
● Held
GOOGL
20.00%
6.51
#2
● Held
Signal Changes
Added (2)
CAT
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 6.27, (was 4.84, change: +1.43)
momentum 200 percentile: 0.86Donchian Trend: 0.67momentum 120 percentile: 0.86
MSFT
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 6.43, (was 4.52, change: +1.90)
Donchian Trend: 0.90momentum 200 percentile: 0.62momentum 120 percentile: 0.67
Removed (2)
SPY
0.00%(was 20.00%)
Removed from portfolio (was rank #5, weight 20.00%), score changed: 6.19 → 5.91 (-0.28)
Donchian Trend: 0.76momentum 200 percentile: 0.52momentum 120 percentile: 0.62
JNJ
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 5.56 → 4.56 (-0.99)
Donchian Trend: 0.52momentum 120 percentile: 0.52volume momentum 60 percentile: 0.90
Holdings With Score Updates (3)
LLY
20.00%
Declined rank: #3 → #4 (1), weight unchanged: 20.0000%, score: 6.90 → 6.15 (-0.75, -10.92%)
Donchian Trend: 0.71momentum 120 percentile: 0.90momentum 200 percentile: 0.48
AVGO
20.00%
Declined rank: #2 → #3 (1), weight unchanged: 20.0000%, score: 7.14 → 7.94 (+0.79, +11.11%)
momentum 200 percentile: 0.95Donchian Trend: 0.95momentum 120 percentile: 0.95
GOOGL
20.00%
Declined rank: #1 → #2 (1), weight unchanged: 20.0000%, score: 6.19 → 6.51 (+0.32, +5.13%)
momentum 200 percentile: 0.81Donchian Trend: 0.81momentum 120 percentile: 0.76