Rebalance — May 09, 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 2022-05-09
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
WMT
17.97%
6.71
#3
● New
LLY
17.97%
7.66
#1
● Held
CVX
17.97%
7.86
#5
● Held
JNJ
17.97%
6.63
#2
● Held
XOM
17.97%
7.46
#4
● Held
Signal Changes
Added (1)
WMT
17.97%(was 0.00%)
Entered portfolio (rank #3, weight 17.97%), score: 6.71, (was 5.63, change: +1.07)
Donchian Trend: 0.90momentum 200 percentile: 0.67momentum 120 percentile: 0.71
Removed (1)
UNH
0.00%(was 19.73%)
Removed from portfolio (was rank #2, weight 19.73%), score changed: 5.67 → 6.03 (+0.36)
momentum 200 percentile: 0.71Donchian Trend: 0.62momentum 120 percentile: 0.76
Holdings With Score Updates (4)
LLY
17.97%(was 19.73%)
Maintained rank #1, weight: 19.7298% → 17.9685% (-1.7613%, -8.93%), score: 7.26 → 7.66 (+0.40, +5.46%)
Donchian Trend: 0.95momentum 200 percentile: 0.86momentum 120 percentile: 0.86
CVX
17.97%(was 19.73%)
Maintained rank #5, weight: 19.7298% → 17.9685% (-1.7613%, -8.93%), score: 8.17 → 7.86 (-0.32, -3.88%)
momentum 200 percentile: 0.95Donchian Trend: 0.81momentum 120 percentile: 0.95
JNJ
17.97%(was 19.73%)
Improved rank: #3 → #2 (+1), weight: 19.7298% → 17.9685% (-1.7613%, -8.93%), score: 6.27 → 6.63 (+0.36, +5.70%)
Donchian Trend: 0.76momentum 200 percentile: 0.62momentum 120 percentile: 0.81
XOM
17.97%(was 19.73%)
Maintained rank #4, weight: 19.7298% → 17.9685% (-1.7613%, -8.93%), score: 7.86 → 7.46 (-0.40, -5.05%)
momentum 200 percentile: 0.90Donchian Trend: 0.86momentum 120 percentile: 0.90