Rebalance — May 24, 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 2021-05-24
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
NVDA
19.91%
6.11
#1
● New
SPY
19.91%
6.51
#5
● New
CAT
19.91%
6.27
#4
● Held
GOOGL
19.91%
6.51
#2
● Held
JPM
19.91%
7.58
#3
● Held
Signal Changes
Added (2)
NVDA
19.91%(was 0.00%)
Entered portfolio (rank #1, weight 19.91%), score: 6.11, (was 3.25, change: +2.86)
Donchian Trend: 0.86momentum 200 percentile: 0.76momentum 120 percentile: 0.48
SPY
19.91%(was 0.00%)
Entered portfolio (rank #5, weight 19.91%), score: 6.51, (was 5.75, change: +0.75)
Donchian Trend: 0.95momentum 200 percentile: 0.57inv volatility 60 percentile: 0.90
Removed (2)
CVX
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 6.15 → 3.77 (-2.38)
momentum 200 percentile: 0.48momentum 120 percentile: 0.67Donchian Trend: 0.19
XOM
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 6.67 → 4.88 (-1.79)
momentum 200 percentile: 0.71momentum 120 percentile: 0.95Donchian Trend: 0.24
Holdings With Score Updates (3)
CAT
19.91%(was 20.00%)
Improved rank: #5 → #4 (+1), weight: 20.0000% → 19.9065% (-0.0935%, -0.47%), score: 7.62 → 6.27 (-1.35, -17.71%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.81Donchian Trend: 0.48
GOOGL
19.91%(was 20.00%)
Declined rank: #1 → #2 (1), weight: 20.0000% → 19.9065% (-0.0935%, -0.47%), score: 5.79 → 6.51 (+0.71, +12.33%)
momentum 200 percentile: 0.86Donchian Trend: 0.76momentum 120 percentile: 0.76
JPM
19.91%(was 20.00%)
Declined rank: #2 → #3 (1), weight: 20.0000% → 19.9065% (-0.0935%, -0.47%), score: 7.86 → 7.58 (-0.28, -3.54%)
momentum 200 percentile: 0.90Donchian Trend: 0.81momentum 120 percentile: 0.90