Rebalance — Jun 06, 2022
weekly rebalance · 5 positions · +2 added, −2 removed, 3 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 2022-06-06
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
MA
18.25%
5.95
#2
● New
CAT
18.25%
6.75
#5
● New
LLY
18.25%
7.14
#1
● Held
CVX
18.25%
7.14
#4
● Held
XOM
18.25%
7.78
#3
● Held
Signal Changes
Added (2)
MA
18.25%(was 0.00%)
Entered portfolio (rank #2, weight 18.25%), score: 5.95, (was 5.12, change: +0.83)
Donchian Trend: 0.81momentum 200 percentile: 0.62momentum 120 percentile: 0.71
CAT
18.25%(was 0.00%)
Entered portfolio (rank #5, weight 18.25%), score: 6.75, (was 5.79, change: +0.95)
Donchian Trend: 0.90momentum 200 percentile: 0.71momentum 120 percentile: 0.81
Removed (2)
UNH
0.00%(was 17.59%)
Removed from portfolio (was rank #2, weight 17.59%), score changed: 6.63 → 5.67 (-0.95)
momentum 200 percentile: 0.81momentum 120 percentile: 0.67Donchian Trend: 0.38
JNJ
0.00%(was 17.59%)
Removed from portfolio (was rank #3, weight 17.59%), score changed: 6.87 → 5.60 (-1.27)
momentum 200 percentile: 0.52momentum 120 percentile: 0.76Donchian Trend: 0.48
Holdings With Score Updates (3)
LLY
18.25%(was 17.59%)
Maintained rank #1, weight: 17.5906% → 18.2493% (+0.6587%, +3.74%), score: 7.38 → 7.14 (-0.24, -3.23%)
momentum 200 percentile: 0.76Donchian Trend: 0.71momentum 120 percentile: 0.86
CVX
18.25%(was 17.59%)
Improved rank: #5 → #4 (+1), weight: 17.5906% → 18.2493% (+0.6587%, +3.74%), score: 8.17 → 7.14 (-1.03, -12.62%)
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.90
XOM
18.25%(was 17.59%)
Improved rank: #4 → #3 (+1), weight: 17.5906% → 18.2493% (+0.6587%, +3.74%), score: 7.90 → 7.78 (-0.12, -1.51%)
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.95