Rebalance — May 17, 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 2021-05-17
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
GOOGL
20.00%
5.79
#1
● New
CVX
20.00%
6.15
#4
● New
CAT
20.00%
7.62
#5
● Held
JPM
20.00%
7.86
#2
● Held
XOM
20.00%
6.67
#3
● Held
Signal Changes
Added (2)
GOOGL
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 5.79, (was 5.60, change: +0.20)
momentum 200 percentile: 0.86Donchian Trend: 0.57momentum 120 percentile: 0.76
CVX
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 6.15, (was 5.08, change: +1.07)
Donchian Trend: 0.86momentum 200 percentile: 0.57momentum 120 percentile: 0.71
Removed (2)
HD
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 6.47 → 4.21 (-2.26)
momentum 120 percentile: 0.62momentum 200 percentile: 0.38volume momentum 60 percentile: 0.86
UNH
0.00%(was 20.00%)
Removed from portfolio (was rank #1, weight 20.00%), score changed: 6.71 → 5.40 (-1.31)
momentum 200 percentile: 0.67momentum 120 percentile: 0.67Donchian Trend: 0.43
Holdings With Score Updates (3)
CAT
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 7.54 → 7.62 (+0.08, +1.05%)
momentum 200 percentile: 0.95Donchian Trend: 0.90momentum 120 percentile: 0.86
JPM
20.00%
Maintained rank #2, weight unchanged: 20.0000%, score: 7.30 → 7.86 (+0.56, +7.61%)
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.90
XOM
20.00%
Improved rank: #4 → #3 (+1), weight unchanged: 20.0000%, score: 6.51 → 6.67 (+0.16, +2.44%)
momentum 200 percentile: 0.81Donchian Trend: 0.76momentum 120 percentile: 0.95