Rebalance — Mar 07, 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 2022-03-07
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
LLY
18.95%
6.31
#1
● New
UNH
18.95%
6.51
#2
● Held
CVX
18.95%
8.21
#5
● Held
COST
18.95%
6.83
#3
● Held
XOM
18.95%
7.82
#4
● Held
Signal Changes
Added (1)
LLY
18.95%(was 0.00%)
Entered portfolio (rank #1, weight 18.95%), score: 6.31, (was 5.44, change: +0.87)
momentum 200 percentile: 0.81Donchian Trend: 0.81momentum 120 percentile: 0.71
Removed (1)
AVGO
0.00%(was 19.07%)
Removed from portfolio (was rank #1, weight 19.07%), score changed: 6.98 → 6.03 (-0.95)
momentum 200 percentile: 0.76Donchian Trend: 0.57momentum 120 percentile: 0.76
Holdings With Score Updates (4)
UNH
18.95%(was 19.07%)
Maintained rank #2, weight: 19.0688% → 18.9512% (-0.1176%, -0.62%), score: 6.19 → 6.51 (+0.32, +5.13%)
Donchian Trend: 0.76momentum 200 percentile: 0.67momentum 120 percentile: 0.86
CVX
18.95%(was 19.07%)
Maintained rank #5, weight: 19.0688% → 18.9512% (-0.1176%, -0.62%), score: 7.78 → 8.21 (+0.44, +5.61%)
momentum 200 percentile: 0.95Donchian Trend: 0.95momentum 120 percentile: 0.95
COST
18.95%(was 19.07%)
Maintained rank #3, weight: 19.0688% → 18.9512% (-0.1176%, -0.62%), score: 7.22 → 6.83 (-0.40, -5.49%)
momentum 200 percentile: 0.86Donchian Trend: 0.71momentum 120 percentile: 0.81
XOM
18.95%(was 19.07%)
Maintained rank #4, weight: 19.0688% → 18.9512% (-0.1176%, -0.62%), score: 7.58 → 7.82 (+0.24, +3.14%)
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.90