Rebalance — Sep 27, 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 2021-09-27
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
JPM
12.07%
6.15
#3
● New
HD
12.07%
6.23
#5
● Held
GOOGL
12.07%
6.90
#2
● Held
MSFT
12.07%
6.31
#1
● Held
COST
12.07%
6.67
#4
● Held
Signal Changes
Added (1)
JPM
12.07%(was 0.00%)
Entered portfolio (rank #3, weight 12.07%), score: 6.15, (was 4.17, change: +1.98)
Donchian Trend: 0.95momentum 200 percentile: 0.76momentum 120 percentile: 0.48
Removed (1)
AVGO
0.00%(was 12.03%)
Removed from portfolio (was rank #3, weight 12.03%), score changed: 6.11 → 5.60 (-0.52)
Donchian Trend: 0.86momentum 200 percentile: 0.57momentum 60 percentile: 0.76
Holdings With Score Updates (4)
HD
12.07%(was 12.03%)
Maintained rank #5, weight: 12.0318% → 12.0723% (+0.0405%, +0.34%), score: 5.91 → 6.23 (+0.32, +5.37%)
Donchian Trend: 0.90momentum 200 percentile: 0.71momentum 120 percentile: 0.62
GOOGL
12.07%(was 12.03%)
Maintained rank #2, weight: 12.0318% → 12.0723% (+0.0405%, +0.34%), score: 7.46 → 6.90 (-0.56, -7.45%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.57
MSFT
12.07%(was 12.03%)
Maintained rank #1, weight: 12.0318% → 12.0723% (+0.0405%, +0.34%), score: 7.42 → 6.31 (-1.11, -14.97%)
momentum 200 percentile: 0.86momentum 120 percentile: 0.81Donchian Trend: 0.43
COST
12.07%(was 12.03%)
Maintained rank #4, weight: 12.0318% → 12.0723% (+0.0405%, +0.34%), score: 6.35 → 6.67 (+0.32, +5.00%)
Donchian Trend: 0.67momentum 120 percentile: 0.95momentum 200 percentile: 0.62