Rebalance — Jan 31, 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 2022-01-31
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
AVGO
20.00%
6.03
#2
● New
AAPL
20.00%
6.87
#1
● Held
CVX
20.00%
6.67
#5
● Held
COST
20.00%
6.19
#3
● Held
XOM
20.00%
7.50
#4
● Held
Signal Changes
Added (1)
AVGO
20.00%(was 0.00%)
Entered portfolio (rank #2, weight 20.00%), score: 6.03, (was 4.60, change: +1.43)
momentum 200 percentile: 0.71Donchian Trend: 0.57momentum 120 percentile: 0.81
Removed (1)
UNH
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 6.39 → 5.99 (-0.40)
momentum 200 percentile: 0.67Donchian Trend: 0.67momentum 120 percentile: 0.71
Holdings With Score Updates (4)
AAPL
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 6.27 → 6.87 (+0.60, +9.49%)
momentum 200 percentile: 0.86Donchian Trend: 0.81momentum 120 percentile: 0.76
CVX
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 7.26 → 6.67 (-0.60, -8.20%)
momentum 200 percentile: 0.76Donchian Trend: 0.71momentum 120 percentile: 0.90
COST
20.00%
Maintained rank #3, weight unchanged: 20.0000%, score: 6.83 → 6.19 (-0.63, -9.30%)
momentum 200 percentile: 0.95Donchian Trend: 0.48momentum 120 percentile: 0.67
XOM
20.00%
Maintained rank #4, weight unchanged: 20.0000%, score: 7.38 → 7.50 (+0.12, +1.61%)
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.95