Rebalance — Jun 13, 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 2022-06-13
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
UNH
16.60%
6.75
#2
● New
JNJ
16.60%
6.63
#3
● New
LLY
16.60%
7.58
#1
● Held
CVX
16.60%
7.38
#5
● Held
XOM
16.60%
7.82
#4
● Held
Signal Changes
Added (2)
UNH
16.60%(was 0.00%)
Entered portfolio (rank #2, weight 16.60%), score: 6.75, (was 5.67, change: +1.07)
momentum 200 percentile: 0.86Donchian Trend: 0.67momentum 120 percentile: 0.71
JNJ
16.60%(was 0.00%)
Entered portfolio (rank #3, weight 16.60%), score: 6.63, (was 5.60, change: +1.03)
Donchian Trend: 0.71momentum 200 percentile: 0.67momentum 120 percentile: 0.76
Removed (2)
MA
0.00%(was 18.25%)
Removed from portfolio (was rank #2, weight 18.25%), score changed: 5.95 → 4.88 (-1.07)
momentum 200 percentile: 0.57Donchian Trend: 0.57momentum 120 percentile: 0.67
CAT
0.00%(was 18.25%)
Removed from portfolio (was rank #5, weight 18.25%), score changed: 6.75 → 6.19 (-0.56)
Donchian Trend: 0.81momentum 200 percentile: 0.62momentum 120 percentile: 0.81
Holdings With Score Updates (3)
LLY
16.60%(was 18.25%)
Maintained rank #1, weight: 18.2493% → 16.6040% (-1.6454%, -9.02%), score: 7.14 → 7.58 (+0.44, +6.11%)
Donchian Trend: 0.86momentum 200 percentile: 0.81momentum 120 percentile: 0.86
CVX
16.60%(was 18.25%)
Declined rank: #4 → #5 (1), weight: 18.2493% → 16.6040% (-1.6454%, -9.02%), score: 7.14 → 7.38 (+0.24, +3.33%)
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.90
XOM
16.60%(was 18.25%)
Declined rank: #3 → #4 (1), weight: 18.2493% → 16.6040% (-1.6454%, -9.02%), score: 7.78 → 7.82 (+0.04, +0.51%)
momentum 200 percentile: 0.95Donchian Trend: 0.95momentum 120 percentile: 0.95