Rebalance — Nov 21, 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 2022-11-21
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
JNJ
20.00%
6.15
#2
● New
WMT
20.00%
7.18
#3
● New
LLY
20.00%
7.54
#1
● Held
CAT
20.00%
6.47
#5
● Held
XOM
20.00%
6.35
#4
● Held
Signal Changes
Added (2)
JNJ
20.00%(was 0.00%)
Entered portfolio (rank #2, weight 20.00%), score: 6.15, (was 4.29, change: +1.87)
Donchian Trend: 0.90momentum 200 percentile: 0.67inv volatility 60 percentile: 0.95
WMT
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 7.18, (was 4.48, change: +2.70)
Donchian Trend: 0.95momentum 200 percentile: 0.76momentum 120 percentile: 0.90
Removed (2)
JPM
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 5.71 → 4.72 (-0.99)
Donchian Trend: 0.62momentum 120 percentile: 0.52momentum 200 percentile: 0.33
CVX
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 6.67 → 5.63 (-1.03)
momentum 200 percentile: 0.86Donchian Trend: 0.57momentum 120 percentile: 0.57
Holdings With Score Updates (3)
LLY
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 6.67 → 7.54 (+0.87, +13.10%)
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.86
CAT
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 7.06 → 6.47 (-0.60, -8.43%)
momentum 200 percentile: 0.81Donchian Trend: 0.76momentum 120 percentile: 0.71
XOM
20.00%
Declined rank: #3 → #4 (1), weight unchanged: 20.0000%, score: 7.30 → 6.35 (-0.95, -13.04%)
momentum 200 percentile: 0.90Donchian Trend: 0.71momentum 120 percentile: 0.76