Rebalance — Feb 06, 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 2023-02-06
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
AVGO
20.00%
6.07
#1
● New
NFLX
20.00%
6.67
#5
● Held
CAT
20.00%
6.19
#4
● Held
JPM
20.00%
6.83
#2
● Held
V
20.00%
6.07
#3
● Held
Signal Changes
Added (1)
AVGO
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 6.07, (was 5.20, change: +0.87)
Donchian Trend: 0.86momentum 200 percentile: 0.57momentum 120 percentile: 0.67
Removed (1)
XOM
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 6.87 → 5.32 (-1.55)
momentum 200 percentile: 0.90momentum 120 percentile: 0.86Donchian Trend: 0.33
Holdings With Score Updates (4)
NFLX
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 5.83 → 6.67 (+0.83, +14.29%)
momentum 200 percentile: 0.95Donchian Trend: 0.71momentum 120 percentile: 0.95
CAT
20.00%
Maintained rank #4, weight unchanged: 20.0000%, score: 7.94 → 6.19 (-1.75, -22.00%)
momentum 200 percentile: 0.76momentum 120 percentile: 0.90Donchian Trend: 0.43
JPM
20.00%
Declined rank: #1 → #2 (1), weight unchanged: 20.0000%, score: 6.47 → 6.83 (+0.36, +5.52%)
Donchian Trend: 0.95momentum 200 percentile: 0.81momentum 120 percentile: 0.81
V
20.00%
Declined rank: #2 → #3 (1), weight unchanged: 20.0000%, score: 6.83 → 6.07 (-0.75, -11.05%)
Donchian Trend: 0.76momentum 200 percentile: 0.71momentum 120 percentile: 0.52