Rebalance — Oct 25, 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 2021-10-25
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
SPY
20.00%
6.11
#5
● New
NFLX
20.00%
6.75
#4
● Held
COST
20.00%
6.94
#2
● Held
MSFT
20.00%
5.99
#1
● Held
HD
20.00%
6.67
#3
● Held
Signal Changes
Added (1)
SPY
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 6.11, (was 5.48, change: +0.63)
Donchian Trend: 0.90momentum 200 percentile: 0.43momentum 120 percentile: 0.57
Removed (1)
GOOGL
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 7.50 → 5.08 (-2.42)
momentum 200 percentile: 0.95momentum 120 percentile: 0.76inv volatility 60 percentile: 0.52
Holdings With Score Updates (4)
NFLX
20.00%
Improved rank: #5 → #4 (+1), weight unchanged: 20.0000%, score: 6.07 → 6.75 (+0.67, +11.11%)
Donchian Trend: 0.71momentum 200 percentile: 0.67momentum 120 percentile: 0.95
COST
20.00%
Improved rank: #3 → #2 (+1), weight unchanged: 20.0000%, score: 5.99 → 6.94 (+0.95, +15.89%)
Donchian Trend: 0.81momentum 200 percentile: 0.71momentum 120 percentile: 0.90
MSFT
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 7.06 → 5.99 (-1.07, -15.17%)
momentum 200 percentile: 0.81momentum 120 percentile: 0.81Donchian Trend: 0.48
HD
20.00%
Improved rank: #4 → #3 (+1), weight unchanged: 20.0000%, score: 6.63 → 6.67 (+0.04, +0.60%)
Donchian Trend: 0.95momentum 200 percentile: 0.76momentum 120 percentile: 0.62