Rebalance — May 03, 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 2021-05-03
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
20.00%
6.15
#2
● New
XOM
20.00%
6.19
#3
● New
UNH
20.00%
6.67
#1
● Held
CAT
20.00%
6.19
#4
● Held
SPY
20.00%
6.39
#5
● Held
Signal Changes
Added (2)
HD
20.00%(was 0.00%)
Entered portfolio (rank #2, weight 20.00%), score: 6.15, (was 4.48, change: +1.67)
Donchian Trend: 0.90momentum 200 percentile: 0.52momentum 120 percentile: 0.43
XOM
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 6.19, (was 4.64, change: +1.55)
Donchian Trend: 0.76momentum 200 percentile: 0.67momentum 120 percentile: 0.95
Removed (2)
GOOGL
0.00%(was 19.66%)
Removed from portfolio (was rank #1, weight 19.66%), score changed: 6.75 → 5.83 (-0.91)
momentum 200 percentile: 0.90momentum 120 percentile: 0.76Donchian Trend: 0.48
JPM
0.00%(was 19.66%)
Removed from portfolio (was rank #3, weight 19.66%), score changed: 5.67 → 6.15 (+0.48)
momentum 200 percentile: 0.86momentum 120 percentile: 0.90Donchian Trend: 0.43
Holdings With Score Updates (3)
UNH
20.00%(was 19.66%)
Improved rank: #2 → #1 (+1), weight: 19.6586% → 20.0000% (+0.3414%, +1.74%), score: 6.15 → 6.67 (+0.52, +8.39%)
Donchian Trend: 0.95momentum 200 percentile: 0.62momentum 60 percentile: 0.95
CAT
20.00%(was 19.66%)
Maintained rank #4, weight: 19.6586% → 20.0000% (+0.3414%, +1.74%), score: 6.83 → 6.19 (-0.63, -9.30%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.81Donchian Trend: 0.38
SPY
20.00%(was 19.66%)
Maintained rank #5, weight: 19.6586% → 20.0000% (+0.3414%, +1.74%), score: 6.59 → 6.39 (-0.20, -3.01%)
Donchian Trend: 0.81momentum 200 percentile: 0.57momentum 120 percentile: 0.62