Rebalance — Nov 08, 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 2021-11-08
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
UNH
20.00%
6.07
#3
● New
GOOGL
20.00%
6.75
#2
● Held
SPY
20.00%
6.31
#5
● Held
MSFT
20.00%
7.82
#1
● Held
COST
20.00%
6.23
#4
● Held
Signal Changes
Added (1)
UNH
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 6.07, (was 4.80, change: +1.27)
Donchian Trend: 0.86momentum 200 percentile: 0.76momentum 120 percentile: 0.52
Removed (1)
NFLX
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 7.02 → 4.37 (-2.66)
momentum 120 percentile: 0.90momentum 200 percentile: 0.38momentum 60 percentile: 0.90
Holdings With Score Updates (4)
GOOGL
20.00%
Maintained rank #2, weight unchanged: 20.0000%, score: 6.07 → 6.75 (+0.67, +11.11%)
momentum 200 percentile: 0.95Donchian Trend: 0.71momentum 120 percentile: 0.76
SPY
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 6.23 → 6.31 (+0.08, +1.27%)
Donchian Trend: 0.90momentum 200 percentile: 0.52momentum 120 percentile: 0.57
MSFT
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 7.66 → 7.82 (+0.16, +2.07%)
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.95
COST
20.00%
Declined rank: #3 → #4 (1), weight unchanged: 20.0000%, score: 6.87 → 6.23 (-0.63, -9.25%)
momentum 200 percentile: 0.81momentum 120 percentile: 0.86Donchian Trend: 0.52