Rebalance — Oct 18, 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 2021-10-18
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
20.00%
6.63
#4
● New
COST
20.00%
5.99
#3
● New
NFLX
20.00%
6.07
#5
● Held
GOOGL
20.00%
7.50
#2
● Held
MSFT
20.00%
7.06
#1
● Held
Signal Changes
Added (2)
HD
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 6.63, (was 5.79, change: +0.83)
Donchian Trend: 0.95momentum 200 percentile: 0.76momentum 120 percentile: 0.71
COST
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 5.99, (was 5.95, change: +0.04)
Donchian Trend: 0.62momentum 120 percentile: 0.86momentum 200 percentile: 0.57
Removed (2)
CVX
0.00%(was 12.10%)
Removed from portfolio (was rank #4, weight 12.10%), score changed: 6.15 → 5.75 (-0.40)
Donchian Trend: 0.76momentum 200 percentile: 0.67momentum 60 percentile: 0.86
XOM
0.00%(was 12.10%)
Removed from portfolio (was rank #3, weight 12.10%), score changed: 6.35 → 5.40 (-0.95)
momentum 200 percentile: 0.90Donchian Trend: 0.57momentum 120 percentile: 0.48
Holdings With Score Updates (3)
NFLX
20.00%(was 12.10%)
Maintained rank #5, weight: 12.0982% → 20.0000% (+7.9018%, +65.31%), score: 6.98 → 6.07 (-0.91, -13.07%)
Donchian Trend: 0.81momentum 120 percentile: 0.90momentum 200 percentile: 0.43
GOOGL
20.00%(was 12.10%)
Maintained rank #2, weight: 12.0982% → 20.0000% (+7.9018%, +65.31%), score: 7.30 → 7.50 (+0.20, +2.72%)
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.81
MSFT
20.00%(was 12.10%)
Maintained rank #1, weight: 12.0982% → 20.0000% (+7.9018%, +65.31%), score: 6.63 → 7.06 (+0.44, +6.59%)
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.76