Rebalance — Jun 28, 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 2021-06-28
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
META
20.00%
5.95
#4
● New
NVDA
20.00%
7.58
#2
● Held
GOOGL
20.00%
6.63
#3
● Held
MSFT
20.00%
6.27
#1
● Held
XOM
20.00%
5.79
#5
● Held
Signal Changes
Added (1)
META
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 5.95, (was 4.80, change: +1.15)
Donchian Trend: 0.76momentum 200 percentile: 0.62momentum 120 percentile: 0.76
Removed (1)
LLY
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 5.60 → 5.67 (+0.08)
momentum 200 percentile: 0.81momentum 120 percentile: 0.81Donchian Trend: 0.52
Holdings With Score Updates (4)
NVDA
20.00%
Maintained rank #2, weight unchanged: 20.0000%, score: 6.55 → 7.58 (+1.03, +15.76%)
momentum 200 percentile: 0.90Donchian Trend: 0.86momentum 120 percentile: 0.95
GOOGL
20.00%
Maintained rank #3, weight unchanged: 20.0000%, score: 6.75 → 6.63 (-0.12, -1.76%)
momentum 200 percentile: 0.86Donchian Trend: 0.71momentum 120 percentile: 0.86
MSFT
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 6.03 → 6.27 (+0.24, +3.95%)
Donchian Trend: 0.95momentum 120 percentile: 0.71momentum 200 percentile: 0.48
XOM
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 6.15 → 5.79 (-0.36, -5.81%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.43