Rebalance — Jan 30, 2023
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 2023-01-30
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
NFLX
20.00%
5.83
#5
● New
JPM
20.00%
6.47
#1
● New
CAT
20.00%
7.94
#4
● Held
V
20.00%
6.83
#2
● Held
XOM
20.00%
6.87
#3
● Held
Signal Changes
Added (2)
NFLX
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 5.83, (was 5.67, change: +0.16)
Donchian Trend: 0.76momentum 120 percentile: 0.95momentum 200 percentile: 0.62
JPM
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 6.47, (was 5.40, change: +1.07)
Donchian Trend: 0.81momentum 200 percentile: 0.71momentum 120 percentile: 0.81
Removed (2)
MA
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 6.67 → 5.16 (-1.51)
momentum 200 percentile: 0.76Donchian Trend: 0.43momentum 120 percentile: 0.48
CVX
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 5.95 → 3.97 (-1.98)
momentum 200 percentile: 0.67momentum 120 percentile: 0.76inv volatility 60 percentile: 0.52
Holdings With Score Updates (3)
CAT
20.00%
Improved rank: #5 → #4 (+1), weight unchanged: 20.0000%, score: 6.87 → 7.94 (+1.07, +15.61%)
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.90
V
20.00%
Declined rank: #1 → #2 (1), weight unchanged: 20.0000%, score: 6.11 → 6.83 (+0.71, +11.69%)
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.57
XOM
20.00%
Maintained rank #3, weight unchanged: 20.0000%, score: 6.87 → 6.87 (-0.00, -0.00%)
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.86