Rebalance — Feb 08, 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 2021-02-08
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%
6.59
#3
● New
SPY
20.00%
6.39
#5
● New
CAT
20.00%
6.98
#4
● Held
GOOGL
20.00%
6.43
#1
● Held
AVGO
20.00%
7.06
#2
● Held
Signal Changes
Added (2)
JPM
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 6.59, (was 5.67, change: +0.91)
momentum 200 percentile: 0.76Donchian Trend: 0.76momentum 120 percentile: 0.86
SPY
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 6.39, (was 5.91, change: +0.48)
Donchian Trend: 0.95momentum 200 percentile: 0.62momentum 120 percentile: 0.62
Removed (2)
LLY
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 6.15 → 5.32 (-0.83)
Donchian Trend: 0.57momentum 120 percentile: 0.76momentum 200 percentile: 0.43
MSFT
0.00%(was 20.00%)
Removed from portfolio (was rank #1, weight 20.00%), score changed: 6.43 → 5.63 (-0.79)
momentum 200 percentile: 0.67Donchian Trend: 0.62momentum 120 percentile: 0.57
Holdings With Score Updates (3)
CAT
20.00%
Improved rank: #5 → #4 (+1), weight unchanged: 20.0000%, score: 6.27 → 6.98 (+0.71, +11.39%)
momentum 200 percentile: 0.86Donchian Trend: 0.86momentum 120 percentile: 0.90
GOOGL
20.00%
Improved rank: #2 → #1 (+1), weight unchanged: 20.0000%, score: 6.51 → 6.43 (-0.08, -1.22%)
momentum 200 percentile: 0.81Donchian Trend: 0.71momentum 120 percentile: 0.81
AVGO
20.00%
Improved rank: #3 → #2 (+1), weight unchanged: 20.0000%, score: 7.94 → 7.06 (-0.87, -11.00%)
momentum 200 percentile: 0.90Donchian Trend: 0.67momentum 120 percentile: 0.95