Rebalance — Mar 15, 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 2021-03-15
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
AVGO
20.00%
6.19
#1
● New
SPY
20.00%
6.75
#5
● New
CAT
20.00%
7.34
#4
● Held
JPM
20.00%
7.22
#2
● Held
XOM
20.00%
5.99
#3
● Held
Signal Changes
Added (2)
AVGO
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 6.19, (was 5.12, change: +1.07)
momentum 200 percentile: 0.90Donchian Trend: 0.62momentum 120 percentile: 0.71
SPY
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 6.75, (was 5.48, change: +1.27)
Donchian Trend: 0.95momentum 200 percentile: 0.67momentum 120 percentile: 0.62
Removed (2)
LLY
0.00%(was 20.00%)
Removed from portfolio (was rank #1, weight 20.00%), score changed: 6.03 → 3.17 (-2.86)
momentum 120 percentile: 0.67momentum 200 percentile: 0.43momentum 60 percentile: 0.67
CVX
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 5.91 → 5.44 (-0.48)
Donchian Trend: 0.76momentum 120 percentile: 0.81momentum 200 percentile: 0.33
Holdings With Score Updates (3)
CAT
20.00%
Improved rank: #5 → #4 (+1), weight unchanged: 20.0000%, score: 7.22 → 7.34 (+0.12, +1.65%)
momentum 200 percentile: 0.95Donchian Trend: 0.90momentum 120 percentile: 0.86
JPM
20.00%
Maintained rank #2, weight unchanged: 20.0000%, score: 7.18 → 7.22 (+0.04, +0.55%)
momentum 200 percentile: 0.86Donchian Trend: 0.86momentum 120 percentile: 0.90
XOM
20.00%
Maintained rank #3, weight unchanged: 20.0000%, score: 6.83 → 5.99 (-0.83, -12.21%)
momentum 200 percentile: 0.71momentum 120 percentile: 0.95Donchian Trend: 0.57