Rebalance — Apr 26, 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 2021-04-26
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
19.66%
5.67
#3
● New
UNH
19.66%
6.15
#2
● Held
CAT
19.66%
6.83
#4
● Held
GOOGL
19.66%
6.75
#1
● Held
SPY
19.66%
6.59
#5
● Held
Signal Changes
Added (1)
JPM
19.66%(was 0.00%)
Entered portfolio (rank #3, weight 19.66%), score: 5.67, (was 5.63, change: +0.04)
momentum 200 percentile: 0.90momentum 120 percentile: 0.90Donchian Trend: 0.24
Removed (1)
HD
0.00%(was 19.62%)
Removed from portfolio (was rank #3, weight 19.62%), score changed: 6.55 → 4.48 (-2.06)
momentum 200 percentile: 0.52Donchian Trend: 0.38inv volatility 60 percentile: 0.76
Holdings With Score Updates (4)
UNH
19.66%(was 19.62%)
Maintained rank #2, weight: 19.6203% → 19.6586% (+0.0383%, +0.20%), score: 5.95 → 6.15 (+0.20, +3.33%)
momentum 200 percentile: 0.71Donchian Trend: 0.67momentum 120 percentile: 0.57
CAT
19.66%(was 19.62%)
Maintained rank #4, weight: 19.6203% → 19.6586% (+0.0383%, +0.20%), score: 6.47 → 6.83 (+0.36, +5.52%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.86Donchian Trend: 0.57
GOOGL
19.66%(was 19.62%)
Maintained rank #1, weight: 19.6203% → 19.6586% (+0.0383%, +0.20%), score: 7.14 → 6.75 (-0.40, -5.56%)
momentum 200 percentile: 0.86Donchian Trend: 0.86momentum 120 percentile: 0.71
SPY
19.66%(was 19.62%)
Maintained rank #5, weight: 19.6203% → 19.6586% (+0.0383%, +0.20%), score: 6.51 → 6.59 (+0.08, +1.22%)
Donchian Trend: 0.95momentum 200 percentile: 0.62momentum 120 percentile: 0.48