Rebalance — Aug 08, 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 2022-08-08
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
AAPL
20.00%
6.79
#1
● New
LLY
20.00%
5.60
#2
● Held
UNH
20.00%
7.90
#3
● Held
COST
20.00%
6.90
#4
● Held
XOM
20.00%
5.71
#5
● Held
Signal Changes
Added (1)
AAPL
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 6.79, (was 6.19, change: +0.60)
Donchian Trend: 0.90momentum 200 percentile: 0.71momentum 120 percentile: 0.67
Removed (1)
CVX
0.00%(was 19.89%)
Removed from portfolio (was rank #5, weight 19.89%), score changed: 6.47 → 5.32 (-1.15)
momentum 200 percentile: 0.90momentum 120 percentile: 0.81Donchian Trend: 0.48
Holdings With Score Updates (4)
LLY
20.00%(was 19.89%)
Declined rank: #1 → #2 (1), weight: 19.8890% → 20.0000% (+0.1110%, +0.56%), score: 6.87 → 5.60 (-1.27, -18.50%)
momentum 200 percentile: 0.86momentum 120 percentile: 0.95inv volatility 60 percentile: 0.71
UNH
20.00%(was 19.89%)
Declined rank: #2 → #3 (1), weight: 19.8890% → 20.0000% (+0.1110%, +0.56%), score: 7.66 → 7.90 (+0.24, +3.11%)
Donchian Trend: 0.95momentum 200 percentile: 0.81momentum 120 percentile: 0.90
COST
20.00%(was 19.89%)
Declined rank: #3 → #4 (1), weight: 19.8890% → 20.0000% (+0.1110%, +0.56%), score: 7.06 → 6.90 (-0.16, -2.25%)
Donchian Trend: 0.86momentum 200 percentile: 0.76momentum 120 percentile: 0.76
XOM
20.00%(was 19.89%)
Declined rank: #4 → #5 (1), weight: 19.8890% → 20.0000% (+0.1110%, +0.56%), score: 6.87 → 5.71 (-1.15, -16.76%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.86Donchian Trend: 0.43