Rebalance — Dec 12, 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 2022-12-12
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
HD
20.00%
6.75
#4
● New
V
20.00%
5.83
#2
● New
LLY
20.00%
6.87
#1
● Held
CAT
20.00%
6.71
#5
● Held
MA
20.00%
5.83
#3
● Held
Signal Changes
Added (2)
HD
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 6.75, (was 5.04, change: +1.71)
Donchian Trend: 0.90momentum 200 percentile: 0.62momentum 120 percentile: 0.81
V
20.00%(was 0.00%)
Entered portfolio (rank #2, weight 20.00%), score: 5.83, (was 5.75, change: +0.08)
Donchian Trend: 0.76momentum 200 percentile: 0.57momentum 120 percentile: 0.43
Removed (2)
JNJ
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 6.03 → 4.64 (-1.39)
momentum 200 percentile: 0.67Donchian Trend: 0.57inv volatility 60 percentile: 0.95
WMT
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 6.39 → 5.36 (-1.03)
momentum 200 percentile: 0.71momentum 120 percentile: 0.86Donchian Trend: 0.38
Holdings With Score Updates (3)
LLY
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 7.94 → 6.87 (-1.07, -13.50%)
momentum 200 percentile: 0.95Donchian Trend: 0.62momentum 120 percentile: 0.71
CAT
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 6.23 → 6.71 (+0.48, +7.64%)
momentum 200 percentile: 0.86Donchian Trend: 0.67momentum 120 percentile: 0.90
MA
20.00%
Maintained rank #3, weight unchanged: 20.0000%, score: 5.87 → 5.83 (-0.04, -0.68%)
Donchian Trend: 0.86momentum 200 percentile: 0.52momentum 120 percentile: 0.57