Rebalance — Sep 13, 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 2021-09-13
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
HD
11.97%
5.87
#5
● New
COST
11.97%
6.07
#4
● New
GOOGL
11.97%
7.30
#2
● Held
META
11.97%
6.31
#3
● Held
MSFT
11.97%
6.55
#1
● Held
Signal Changes
Added (2)
HD
11.97%(was 0.00%)
Entered portfolio (rank #5, weight 11.97%), score: 5.87, (was 4.25, change: +1.63)
Donchian Trend: 0.95momentum 200 percentile: 0.48momentum 120 percentile: 0.67
COST
11.97%(was 0.00%)
Entered portfolio (rank #4, weight 11.97%), score: 6.07, (was 5.67, change: +0.40)
Donchian Trend: 0.81momentum 120 percentile: 0.90momentum 200 percentile: 0.38
Removed (2)
LLY
0.00%(was 11.88%)
Removed from portfolio (was rank #5, weight 11.88%), score changed: 6.19 → 5.16 (-1.03)
momentum 200 percentile: 0.95momentum 120 percentile: 0.86Donchian Trend: 0.24
AAPL
0.00%(was 11.88%)
Removed from portfolio (was rank #1, weight 11.88%), score changed: 6.55 → 5.40 (-1.15)
momentum 200 percentile: 0.71momentum 120 percentile: 0.71Donchian Trend: 0.38
Holdings With Score Updates (3)
GOOGL
11.97%(was 11.88%)
Improved rank: #3 → #2 (+1), weight: 11.8783% → 11.9709% (+0.0926%, +0.78%), score: 7.10 → 7.30 (+0.20, +2.79%)
momentum 200 percentile: 0.90Donchian Trend: 0.76momentum 120 percentile: 0.95
META
11.97%(was 11.88%)
Improved rank: #4 → #3 (+1), weight: 11.8783% → 11.9709% (+0.0926%, +0.78%), score: 6.67 → 6.31 (-0.36, -5.36%)
Donchian Trend: 0.86momentum 200 percentile: 0.81momentum 120 percentile: 0.81
MSFT
11.97%(was 11.88%)
Improved rank: #2 → #1 (+1), weight: 11.8783% → 11.9709% (+0.0926%, +0.78%), score: 6.98 → 6.55 (-0.44, -6.25%)
momentum 200 percentile: 0.86Donchian Trend: 0.57momentum 120 percentile: 0.76