Rebalance — Apr 12, 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 2021-04-12
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%
6.11
#3
● New
MSFT
20.00%
5.83
#1
● New
HD
20.00%
6.27
#4
● Held
GOOGL
20.00%
6.43
#2
● Held
SPY
20.00%
6.94
#5
● Held
Signal Changes
Added (2)
JPM
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 6.11, (was 5.71, change: +0.40)
momentum 200 percentile: 0.90momentum 120 percentile: 0.90Donchian Trend: 0.38
MSFT
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 5.83, (was 5.95, change: -0.12)
Donchian Trend: 0.81momentum 200 percentile: 0.52momentum 120 percentile: 0.52
Removed (2)
CAT
0.00%(was 19.43%)
Removed from portfolio (was rank #4, weight 19.43%), score changed: 6.71 → 5.63 (-1.07)
momentum 200 percentile: 0.95momentum 120 percentile: 0.76Donchian Trend: 0.29
AVGO
0.00%(was 19.43%)
Removed from portfolio (was rank #2, weight 19.43%), score changed: 6.55 → 5.71 (-0.83)
momentum 200 percentile: 0.81Donchian Trend: 0.52momentum 120 percentile: 0.71
Holdings With Score Updates (3)
HD
20.00%(was 19.43%)
Declined rank: #3 → #4 (1), weight: 19.4261% → 20.0000% (+0.5739%, +2.95%), score: 6.27 → 6.27 (+0.00, +0.00%)
Donchian Trend: 0.90momentum 200 percentile: 0.62momentum 60 percentile: 0.76
GOOGL
20.00%(was 19.43%)
Declined rank: #1 → #2 (1), weight: 19.4261% → 20.0000% (+0.5739%, +2.95%), score: 6.94 → 6.43 (-0.52, -7.43%)
momentum 200 percentile: 0.76Donchian Trend: 0.67momentum 120 percentile: 0.86
SPY
20.00%(was 19.43%)
Maintained rank #5, weight: 19.4261% → 20.0000% (+0.5739%, +2.95%), score: 6.67 → 6.94 (+0.28, +4.17%)
Donchian Trend: 0.95momentum 200 percentile: 0.71momentum 120 percentile: 0.62