Rebalance — Aug 23, 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 2021-08-23
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
SPY
11.89%
5.87
#5
● New
COST
11.89%
5.83
#4
● New
LLY
11.89%
6.15
#3
● Held
GOOGL
11.89%
7.18
#2
● Held
MSFT
11.89%
7.38
#1
● Held
Signal Changes
Added (2)
SPY
11.89%(was 0.00%)
Entered portfolio (rank #5, weight 11.89%), score: 5.87, (was 4.44, change: +1.43)
Donchian Trend: 0.90momentum 200 percentile: 0.52momentum 120 percentile: 0.52
COST
11.89%(was 0.00%)
Entered portfolio (rank #4, weight 11.89%), score: 5.83, (was 5.44, change: +0.40)
Donchian Trend: 0.81momentum 120 percentile: 0.90momentum 200 percentile: 0.38
Removed (2)
NVDA
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 6.47 → 1.27 (-5.20)
volume momentum 60 percentile: 0.95Donchian Trend: 0.19momentum 60 percentile: 0.00
UNH
0.00%(was 20.00%)
Removed from portfolio (was rank #5, weight 20.00%), score changed: 5.75 → 5.28 (-0.48)
Donchian Trend: 0.71momentum 120 percentile: 0.71momentum 200 percentile: 0.29
Holdings With Score Updates (3)
LLY
11.89%(was 20.00%)
Improved rank: #4 → #3 (+1), weight: 20.0000% → 11.8903% (-8.1097%, -40.55%), score: 6.47 → 6.15 (-0.32, -4.91%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.76Donchian Trend: 0.43
GOOGL
11.89%(was 20.00%)
Improved rank: #3 → #2 (+1), weight: 20.0000% → 11.8903% (-8.1097%, -40.55%), score: 7.26 → 7.18 (-0.08, -1.09%)
momentum 200 percentile: 0.86Donchian Trend: 0.86momentum 120 percentile: 0.86
MSFT
11.89%(was 20.00%)
Maintained rank #1, weight: 20.0000% → 11.8903% (-8.1097%, -40.55%), score: 6.55 → 7.38 (+0.83, +12.73%)
Donchian Trend: 0.95momentum 200 percentile: 0.76momentum 120 percentile: 0.81