Rebalance — Jan 09, 2023
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 2023-01-09
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
MA
20.00%
6.67
#3
● New
JPM
20.00%
6.07
#1
● New
V
20.00%
6.15
#2
● New
CAT
20.00%
7.66
#5
● Held
XOM
20.00%
6.55
#4
● Held
Signal Changes
Added (3)
MA
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 6.67, (was 5.24, change: +1.43)
Donchian Trend: 0.95momentum 200 percentile: 0.81momentum 120 percentile: 0.62
JPM
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 6.07, (was 5.20, change: +0.87)
Donchian Trend: 0.81momentum 200 percentile: 0.52momentum 120 percentile: 0.76
V
20.00%(was 0.00%)
Entered portfolio (rank #2, weight 20.00%), score: 6.15, (was 5.12, change: +1.03)
Donchian Trend: 0.86momentum 200 percentile: 0.67momentum 120 percentile: 0.48
Removed (3)
LLY
0.00%(was 20.00%)
Removed from portfolio (was rank #1, weight 20.00%), score changed: 6.94 → 5.00 (-1.94)
momentum 200 percentile: 0.90momentum 120 percentile: 0.57inv volatility 60 percentile: 0.86
UNH
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 5.87 → 3.10 (-2.78)
momentum 200 percentile: 0.48volume momentum 60 percentile: 0.86inv volatility 60 percentile: 0.81
CVX
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 6.03 → 5.75 (-0.28)
momentum 200 percentile: 0.76Donchian Trend: 0.57momentum 120 percentile: 0.81
Holdings With Score Updates (2)
CAT
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 7.62 → 7.66 (+0.04, +0.52%)
Donchian Trend: 0.90momentum 200 percentile: 0.86momentum 120 percentile: 0.90
XOM
20.00%
Declined rank: #3 → #4 (1), weight unchanged: 20.0000%, score: 7.06 → 6.55 (-0.52, -7.30%)
momentum 200 percentile: 0.95Donchian Trend: 0.67momentum 120 percentile: 0.86