Rebalance — Jan 23, 2023
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 2023-01-23
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
CVX
20.00%
5.95
#4
● New
MA
20.00%
6.67
#2
● Held
CAT
20.00%
6.87
#5
● Held
V
20.00%
6.11
#1
● Held
XOM
20.00%
6.87
#3
● Held
Signal Changes
Added (1)
CVX
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 5.95, (was 5.75, change: +0.20)
momentum 200 percentile: 0.81Donchian Trend: 0.67momentum 120 percentile: 0.76
Removed (1)
JPM
0.00%(was 20.00%)
Removed from portfolio (was rank #1, weight 20.00%), score changed: 6.07 → 5.40 (-0.67)
momentum 200 percentile: 0.67momentum 120 percentile: 0.86Donchian Trend: 0.38
Holdings With Score Updates (4)
MA
20.00%
Improved rank: #3 → #2 (+1), weight unchanged: 20.0000%, score: 6.67 → 6.67 (+0.00, +0.00%)
Donchian Trend: 0.90momentum 200 percentile: 0.76momentum 120 percentile: 0.67
CAT
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 7.66 → 6.87 (-0.79, -10.36%)
momentum 200 percentile: 0.86momentum 120 percentile: 0.90Donchian Trend: 0.57
V
20.00%
Improved rank: #2 → #1 (+1), weight unchanged: 20.0000%, score: 6.15 → 6.11 (-0.04, -0.65%)
Donchian Trend: 0.81momentum 200 percentile: 0.62momentum 120 percentile: 0.57
XOM
20.00%
Improved rank: #4 → #3 (+1), weight unchanged: 20.0000%, score: 6.55 → 6.87 (+0.32, +4.85%)
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.81