Rebalance — Nov 15, 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 2021-11-15
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
20.00%
6.15
#5
● New
CVX
20.00%
6.71
#4
● New
GOOGL
20.00%
6.71
#2
● Held
MSFT
20.00%
6.87
#1
● Held
COST
20.00%
7.50
#3
● Held
Signal Changes
Added (2)
NFLX
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 6.15, (was 4.37, change: +1.79)
Donchian Trend: 0.76momentum 120 percentile: 0.95momentum 200 percentile: 0.48
CVX
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 6.71, (was 5.71, change: +0.99)
Donchian Trend: 0.95momentum 200 percentile: 0.71momentum 120 percentile: 0.57
Removed (2)
UNH
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 6.07 → 4.21 (-1.87)
momentum 200 percentile: 0.67Donchian Trend: 0.33momentum 120 percentile: 0.43
SPY
0.00%(was 20.00%)
Removed from portfolio (was rank #5, weight 20.00%), score changed: 6.31 → 5.44 (-0.87)
Donchian Trend: 0.71momentum 200 percentile: 0.43momentum 120 percentile: 0.52
Holdings With Score Updates (3)
GOOGL
20.00%
Maintained rank #2, weight unchanged: 20.0000%, score: 6.75 → 6.71 (-0.04, -0.59%)
momentum 200 percentile: 0.95Donchian Trend: 0.67momentum 120 percentile: 0.76
MSFT
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 7.82 → 6.87 (-0.95, -12.18%)
momentum 200 percentile: 0.81Donchian Trend: 0.81momentum 120 percentile: 0.86
COST
20.00%
Improved rank: #4 → #3 (+1), weight unchanged: 20.0000%, score: 6.23 → 7.50 (+1.27, +20.38%)
momentum 200 percentile: 0.90Donchian Trend: 0.86momentum 120 percentile: 0.90