Rebalance — Feb 22, 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 2021-02-22
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
XOM
20.00%
5.79
#4
● New
CAT
20.00%
7.62
#5
● Held
GOOGL
20.00%
5.91
#1
● Held
JPM
20.00%
7.10
#3
● Held
AVGO
20.00%
6.67
#2
● Held
Signal Changes
Added (1)
XOM
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 5.79, (was 5.32, change: +0.48)
Donchian Trend: 0.86momentum 120 percentile: 0.76momentum 200 percentile: 0.43
Removed (1)
SPY
0.00%(was 20.00%)
Removed from portfolio (was rank #5, weight 20.00%), score changed: 6.39 → 5.56 (-0.83)
momentum 200 percentile: 0.71Donchian Trend: 0.57momentum 120 percentile: 0.62
Holdings With Score Updates (4)
CAT
20.00%
Declined rank: #4 → #5 (1), weight unchanged: 20.0000%, score: 6.98 → 7.62 (+0.63, +9.09%)
momentum 200 percentile: 0.95Donchian Trend: 0.95momentum 120 percentile: 0.95
GOOGL
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 6.43 → 5.91 (-0.52, -8.02%)
momentum 200 percentile: 0.76Donchian Trend: 0.62momentum 120 percentile: 0.71
JPM
20.00%
Maintained rank #3, weight unchanged: 20.0000%, score: 6.59 → 7.10 (+0.52, +7.83%)
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.90
AVGO
20.00%
Maintained rank #2, weight unchanged: 20.0000%, score: 7.06 → 6.67 (-0.40, -5.62%)
momentum 200 percentile: 0.86Donchian Trend: 0.67momentum 120 percentile: 0.86