Rebalance — Jul 25, 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 2022-07-25
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
COST
19.05%
6.75
#3
● New
LLY
19.05%
8.13
#1
● Held
UNH
19.05%
7.62
#2
● Held
CVX
19.05%
5.75
#5
● Held
XOM
19.05%
7.06
#4
● Held
Signal Changes
Added (1)
COST
19.05%(was 0.00%)
Entered portfolio (rank #3, weight 19.05%), score: 6.75, (was 5.63, change: +1.11)
Donchian Trend: 0.86momentum 200 percentile: 0.76momentum 120 percentile: 0.76
Removed (1)
JNJ
0.00%(was 16.60%)
Removed from portfolio (was rank #3, weight 16.60%), score changed: 6.63 → 4.56 (-2.06)
momentum 200 percentile: 0.71momentum 120 percentile: 0.71inv volatility 60 percentile: 0.95
Holdings With Score Updates (4)
LLY
19.05%(was 16.60%)
Maintained rank #1, weight: 16.6040% → 19.0456% (+2.4416%, +14.70%), score: 7.58 → 8.13 (+0.56, +7.33%)
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.95
UNH
19.05%(was 16.60%)
Maintained rank #2, weight: 16.6040% → 19.0456% (+2.4416%, +14.70%), score: 6.75 → 7.62 (+0.87, +12.94%)
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.81
CVX
19.05%(was 16.60%)
Maintained rank #5, weight: 16.6040% → 19.0456% (+2.4416%, +14.70%), score: 7.38 → 5.75 (-1.63, -22.04%)
momentum 200 percentile: 0.86momentum 120 percentile: 0.86Donchian Trend: 0.57
XOM
19.05%(was 16.60%)
Maintained rank #4, weight: 16.6040% → 19.0456% (+2.4416%, +14.70%), score: 7.82 → 7.06 (-0.75, -9.64%)
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.90