Rebalance — Apr 19, 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 2021-04-19
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
CAT
19.62%
6.47
#4
● New
UNH
19.62%
5.95
#2
● New
HD
19.62%
6.55
#3
● Held
GOOGL
19.62%
7.14
#1
● Held
SPY
19.62%
6.51
#5
● Held
Signal Changes
Added (2)
CAT
19.62%(was 0.00%)
Entered portfolio (rank #4, weight 19.62%), score: 6.47, (was 5.63, change: +0.83)
momentum 200 percentile: 0.95Donchian Trend: 0.57momentum 120 percentile: 0.76
UNH
19.62%(was 0.00%)
Entered portfolio (rank #2, weight 19.62%), score: 5.95, (was 5.28, change: +0.67)
Donchian Trend: 0.86momentum 200 percentile: 0.62momentum 120 percentile: 0.52
Removed (2)
JPM
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 6.11 → 5.63 (-0.48)
momentum 200 percentile: 0.90momentum 120 percentile: 0.90inv volatility 60 percentile: 0.71
MSFT
0.00%(was 20.00%)
Removed from portfolio (was rank #1, weight 20.00%), score changed: 5.83 → 5.40 (-0.44)
Donchian Trend: 0.71momentum 200 percentile: 0.43momentum 120 percentile: 0.57
Holdings With Score Updates (3)
HD
19.62%(was 20.00%)
Improved rank: #4 → #3 (+1), weight: 20.0000% → 19.6203% (-0.3797%, -1.90%), score: 6.27 → 6.55 (+0.28, +4.43%)
Donchian Trend: 0.95momentum 200 percentile: 0.67momentum 60 percentile: 0.81
GOOGL
19.62%(was 20.00%)
Improved rank: #2 → #1 (+1), weight: 20.0000% → 19.6203% (-0.3797%, -1.90%), score: 6.43 → 7.14 (+0.71, +11.11%)
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.81
SPY
19.62%(was 20.00%)
Maintained rank #5, weight: 20.0000% → 19.6203% (-0.3797%, -1.90%), score: 6.94 → 6.51 (-0.44, -6.29%)
Donchian Trend: 0.76momentum 200 percentile: 0.71momentum 120 percentile: 0.62