Rebalance — Aug 22, 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 2022-08-22
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
XOM
20.00%
6.75
#5
● New
LLY
20.00%
7.90
#2
● Held
AAPL
20.00%
6.31
#1
● Held
UNH
20.00%
7.78
#3
● Held
COST
20.00%
6.59
#4
● Held
Signal Changes
Added (1)
XOM
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 6.75, (was 5.16, change: +1.59)
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.90
Removed (1)
SPY
0.00%(was 20.00%)
Removed from portfolio (was rank #5, weight 20.00%), score changed: 5.48 → 4.56 (-0.91)
Donchian Trend: 0.67momentum 200 percentile: 0.38inv volatility 60 percentile: 0.90
Holdings With Score Updates (4)
LLY
20.00%
Maintained rank #2, weight unchanged: 20.0000%, score: 5.91 → 7.90 (+1.98, +33.56%)
Donchian Trend: 0.95momentum 200 percentile: 0.86momentum 120 percentile: 0.95
AAPL
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 6.87 → 6.31 (-0.56, -8.09%)
Donchian Trend: 0.81momentum 200 percentile: 0.76momentum 120 percentile: 0.67
UNH
20.00%
Maintained rank #3, weight unchanged: 20.0000%, score: 7.66 → 7.78 (+0.12, +1.55%)
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.86
COST
20.00%
Maintained rank #4, weight unchanged: 20.0000%, score: 6.27 → 6.59 (+0.32, +5.06%)
Donchian Trend: 0.76momentum 200 percentile: 0.71momentum 120 percentile: 0.71