Rebalance — Jun 21, 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 2021-06-21
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
LLY
20.00%
5.60
#4
● New
NVDA
20.00%
6.55
#2
● Held
GOOGL
20.00%
6.75
#3
● Held
MSFT
20.00%
6.03
#1
● Held
XOM
20.00%
6.15
#5
● Held
Signal Changes
Added (1)
LLY
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 5.60, (was 5.60, change: +0.00)
momentum 200 percentile: 0.90momentum 120 percentile: 0.81Donchian Trend: 0.43
Removed (1)
SPY
0.00%(was 20.00%)
Removed from portfolio (was rank #5, weight 20.00%), score changed: 6.07 → 5.60 (-0.48)
Donchian Trend: 0.71momentum 200 percentile: 0.52inv volatility 60 percentile: 0.95
Holdings With Score Updates (4)
NVDA
20.00%
Maintained rank #2, weight unchanged: 20.0000%, score: 6.90 → 6.55 (-0.36, -5.17%)
momentum 200 percentile: 0.71Donchian Trend: 0.67momentum 120 percentile: 0.90
GOOGL
20.00%
Maintained rank #3, weight unchanged: 20.0000%, score: 7.14 → 6.75 (-0.40, -5.56%)
Donchian Trend: 0.81momentum 200 percentile: 0.76momentum 120 percentile: 0.86
MSFT
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 5.60 → 6.03 (+0.44, +7.80%)
Donchian Trend: 0.95momentum 200 percentile: 0.48momentum 120 percentile: 0.57
XOM
20.00%
Declined rank: #4 → #5 (1), weight unchanged: 20.0000%, score: 5.91 → 6.15 (+0.24, +4.03%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.57