Rebalance — Apr 05, 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 2021-04-05
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
HD
19.43%
6.27
#3
● New
GOOGL
19.43%
6.94
#1
● New
CAT
19.43%
6.71
#4
● Held
AVGO
19.43%
6.55
#2
● Held
SPY
19.43%
6.67
#5
● Held
Signal Changes
Added (2)
HD
19.43%(was 0.00%)
Entered portfolio (rank #3, weight 19.43%), score: 6.27, (was 5.79, change: +0.48)
Donchian Trend: 0.95momentum 200 percentile: 0.52momentum 120 percentile: 0.43
GOOGL
19.43%(was 0.00%)
Entered portfolio (rank #1, weight 19.43%), score: 6.94, (was 5.67, change: +1.27)
Donchian Trend: 0.86momentum 200 percentile: 0.81momentum 120 percentile: 0.81
Removed (2)
UNH
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 6.83 → 4.13 (-2.70)
momentum 200 percentile: 0.57momentum 120 percentile: 0.48Donchian Trend: 0.29
JPM
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 5.91 → 5.71 (-0.20)
momentum 200 percentile: 0.86momentum 120 percentile: 0.90inv volatility 60 percentile: 0.71
Holdings With Score Updates (3)
CAT
19.43%(was 20.00%)
Maintained rank #4, weight: 20.0000% → 19.4261% (-0.5739%, -2.87%), score: 7.22 → 6.71 (-0.52, -7.14%)
momentum 200 percentile: 0.95Donchian Trend: 0.67momentum 120 percentile: 0.86
AVGO
19.43%(was 20.00%)
Declined rank: #1 → #2 (1), weight: 20.0000% → 19.4261% (-0.5739%, -2.87%), score: 6.19 → 6.55 (+0.36, +5.77%)
momentum 200 percentile: 0.90Donchian Trend: 0.71momentum 120 percentile: 0.71
SPY
19.43%(was 20.00%)
Maintained rank #5, weight: 20.0000% → 19.4261% (-0.5739%, -2.87%), score: 6.59 → 6.67 (+0.08, +1.20%)
Donchian Trend: 0.90momentum 200 percentile: 0.67momentum 120 percentile: 0.62