Rebalance — Oct 11, 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 2021-10-11
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
NFLX
12.10%
6.98
#5
● New
CVX
12.10%
6.15
#4
● New
GOOGL
12.10%
7.30
#2
● Held
MSFT
12.10%
6.63
#1
● Held
XOM
12.10%
6.35
#3
● Held
Signal Changes
Added (2)
NFLX
12.10%(was 0.00%)
Entered portfolio (rank #5, weight 12.10%), score: 6.98, (was 5.95, change: +1.03)
Donchian Trend: 0.90momentum 120 percentile: 0.95momentum 200 percentile: 0.57
CVX
12.10%(was 0.00%)
Entered portfolio (rank #4, weight 12.10%), score: 6.15, (was 5.48, change: +0.67)
Donchian Trend: 0.86momentum 200 percentile: 0.71momentum 120 percentile: 0.43
Removed (2)
JPM
0.00%(was 12.10%)
Removed from portfolio (was rank #3, weight 12.10%), score changed: 6.75 → 6.03 (-0.71)
momentum 200 percentile: 0.81Donchian Trend: 0.67momentum 120 percentile: 0.71
COST
0.00%(was 12.10%)
Removed from portfolio (was rank #4, weight 12.10%), score changed: 6.75 → 5.95 (-0.79)
momentum 200 percentile: 0.62Donchian Trend: 0.57momentum 120 percentile: 0.81
Holdings With Score Updates (3)
GOOGL
12.10%(was 12.10%)
Maintained rank #2, weight unchanged: 12.0982%, score: 7.34 → 7.30 (-0.04, -0.54%)
momentum 200 percentile: 0.95Donchian Trend: 0.71momentum 120 percentile: 0.86
MSFT
12.10%(was 12.10%)
Maintained rank #1, weight unchanged: 12.0982%, score: 6.27 → 6.63 (+0.36, +5.70%)
momentum 200 percentile: 0.76Donchian Trend: 0.76momentum 120 percentile: 0.76
XOM
12.10%(was 12.10%)
Improved rank: #5 → #3 (+2), weight unchanged: 12.0982%, score: 6.63 → 6.35 (-0.28, -4.19%)
momentum 200 percentile: 0.90Donchian Trend: 0.81momentum 120 percentile: 0.67