Rebalance — May 02, 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 2022-05-02
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
19.73%
7.26
#1
● New
UNH
19.73%
5.67
#2
● Held
CVX
19.73%
8.17
#5
● Held
JNJ
19.73%
6.27
#3
● Held
XOM
19.73%
7.86
#4
● Held
Signal Changes
Added (1)
LLY
19.73%(was 0.00%)
Entered portfolio (rank #1, weight 19.73%), score: 7.26, (was 6.27, change: +0.99)
Donchian Trend: 0.86momentum 200 percentile: 0.81momentum 120 percentile: 0.86
Removed (1)
COST
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 7.38 → 5.48 (-1.90)
momentum 200 percentile: 0.86momentum 120 percentile: 0.67Donchian Trend: 0.33
Holdings With Score Updates (4)
UNH
19.73%(was 20.00%)
Declined rank: #1 → #2 (1), weight: 20.0000% → 19.7298% (-0.2702%, -1.35%), score: 7.06 → 5.67 (-1.39, -19.66%)
momentum 200 percentile: 0.71momentum 120 percentile: 0.76Donchian Trend: 0.48
CVX
19.73%(was 20.00%)
Maintained rank #5, weight: 20.0000% → 19.7298% (-0.2702%, -1.35%), score: 7.62 → 8.17 (+0.56, +7.29%)
momentum 200 percentile: 0.95Donchian Trend: 0.90momentum 120 percentile: 0.95
JNJ
19.73%(was 20.00%)
Declined rank: #2 → #3 (1), weight: 20.0000% → 19.7298% (-0.2702%, -1.35%), score: 6.67 → 6.27 (-0.40, -5.95%)
Donchian Trend: 0.71momentum 200 percentile: 0.57momentum 120 percentile: 0.81
XOM
19.73%(was 20.00%)
Maintained rank #4, weight: 20.0000% → 19.7298% (-0.2702%, -1.35%), score: 7.14 → 7.86 (+0.71, +10.00%)
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.90