Rebalance — Sep 20, 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 2021-09-20
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
AVGO
12.03%
6.11
#3
● New
HD
12.03%
5.91
#5
● Held
GOOGL
12.03%
7.46
#2
● Held
MSFT
12.03%
7.42
#1
● Held
COST
12.03%
6.35
#4
● Held
Signal Changes
Added (1)
AVGO
12.03%(was 0.00%)
Entered portfolio (rank #3, weight 12.03%), score: 6.11, (was 5.48, change: +0.63)
Donchian Trend: 0.95momentum 200 percentile: 0.67momentum 120 percentile: 0.43
Removed (1)
META
0.00%(was 11.97%)
Removed from portfolio (was rank #3, weight 11.97%), score changed: 6.31 → 5.12 (-1.19)
momentum 200 percentile: 0.71Donchian Trend: 0.57momentum 120 percentile: 0.76
Holdings With Score Updates (4)
HD
12.03%(was 11.97%)
Maintained rank #5, weight: 11.9709% → 12.0318% (+0.0609%, +0.51%), score: 5.87 → 5.91 (+0.04, +0.68%)
Donchian Trend: 0.90momentum 200 percentile: 0.62momentum 120 percentile: 0.48
GOOGL
12.03%(was 11.97%)
Maintained rank #2, weight: 11.9709% → 12.0318% (+0.0609%, +0.51%), score: 7.30 → 7.46 (+0.16, +2.17%)
momentum 200 percentile: 0.90Donchian Trend: 0.81momentum 120 percentile: 0.95
MSFT
12.03%(was 11.97%)
Maintained rank #1, weight: 11.9709% → 12.0318% (+0.0609%, +0.51%), score: 6.55 → 7.42 (+0.87, +13.33%)
momentum 200 percentile: 0.86Donchian Trend: 0.86momentum 120 percentile: 0.86
COST
12.03%(was 11.97%)
Maintained rank #4, weight: 11.9709% → 12.0318% (+0.0609%, +0.51%), score: 6.07 → 6.35 (+0.28, +4.58%)
Donchian Trend: 0.76momentum 120 percentile: 0.90momentum 200 percentile: 0.48