Rebalance — Dec 19, 2022
weekly rebalance · 5 positions · +3 added, −3 removed, 2 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 2022-12-19
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
UNH
20.00%
5.87
#2
● New
CVX
20.00%
6.03
#4
● New
XOM
20.00%
7.06
#3
● New
LLY
20.00%
6.94
#1
● Held
CAT
20.00%
7.62
#5
● Held
Signal Changes
Added (3)
UNH
20.00%(was 0.00%)
Entered portfolio (rank #2, weight 20.00%), score: 5.87, (was 5.71, change: +0.16)
momentum 200 percentile: 0.76Donchian Trend: 0.71inv volatility 60 percentile: 0.86
CVX
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 6.03, (was 4.17, change: +1.87)
momentum 200 percentile: 0.81Donchian Trend: 0.67momentum 120 percentile: 0.71
XOM
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 7.06, (was 5.28, change: +1.79)
momentum 200 percentile: 0.90Donchian Trend: 0.86momentum 120 percentile: 0.86
Removed (3)
MA
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 5.83 → 5.24 (-0.60)
momentum 200 percentile: 0.67Donchian Trend: 0.57momentum 120 percentile: 0.52
HD
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 6.75 → 5.12 (-1.63)
momentum 200 percentile: 0.52momentum 120 percentile: 0.76Donchian Trend: 0.43
V
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 5.83 → 5.12 (-0.71)
momentum 200 percentile: 0.62Donchian Trend: 0.48momentum 120 percentile: 0.43
Holdings With Score Updates (2)
LLY
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 6.87 → 6.94 (+0.08, +1.16%)
momentum 200 percentile: 0.95Donchian Trend: 0.81momentum 120 percentile: 0.57
CAT
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 6.71 → 7.62 (+0.91, +13.61%)
Donchian Trend: 0.95momentum 200 percentile: 0.86momentum 120 percentile: 0.90