Rebalance — Jan 03, 2022
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 2022-01-03
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%
6.03
#5
● New
AVGO
20.00%
6.39
#2
● Held
AAPL
20.00%
7.50
#1
● Held
UNH
20.00%
6.19
#3
● Held
COST
20.00%
7.70
#4
● Held
Signal Changes
Added (1)
HD
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 6.03, (was 5.99, change: +0.04)
momentum 200 percentile: 0.71momentum 120 percentile: 0.86Donchian Trend: 0.48
Removed (1)
MSFT
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 6.27 → 5.40 (-0.87)
momentum 200 percentile: 0.81momentum 120 percentile: 0.71Donchian Trend: 0.33
Holdings With Score Updates (4)
AVGO
20.00%
Improved rank: #3 → #2 (+1), weight unchanged: 20.0000%, score: 7.66 → 6.39 (-1.27, -16.58%)
momentum 200 percentile: 0.67Donchian Trend: 0.62momentum 120 percentile: 0.90
AAPL
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 6.67 → 7.50 (+0.83, +12.50%)
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.81
UNH
20.00%
Improved rank: #4 → #3 (+1), weight unchanged: 20.0000%, score: 6.90 → 6.19 (-0.71, -10.34%)
Donchian Trend: 0.67momentum 200 percentile: 0.62momentum 120 percentile: 0.76
COST
20.00%
Improved rank: #5 → #4 (+1), weight unchanged: 20.0000%, score: 7.46 → 7.70 (+0.24, +3.19%)
momentum 200 percentile: 0.95Donchian Trend: 0.81momentum 120 percentile: 0.95