Rebalance — Feb 27, 2023
weekly rebalance · 0 positions · +0 added, −5 removed, 0 adjusted
⚠️ This page displays hypothetical research models for educational purposes only. It does not represent an investable portfolio, managed account, or recommended strategy.
Portfolio moved to cash
All previous positions were removed on this rebalance, leaving 0 active holdings.
Main exit reason: Passed all filters
Composition on 2023-02-27
Allocations shown represent internal research model outputs used to demonstrate analytical behavior. They are illustrative only and not designed for replication, trading, or implementation.
No active positions after this rebalance
The model target allocation is 100% cash until the filters allow new positions again.
Signal Changes
Added (0)
None
Removed (5)
NVDA
0.00%(was 20.00%)
Exit reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.95
JPM
0.00%(was 20.00%)
Exit reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.81
LLY
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.67momentum 120 percentile: 0.48inv volatility 60 percentile: 0.67
NFLX
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.48
XOM
0.00%(was 20.00%)
Exit reason: Passed all filters
momentum 200 percentile: 0.86Donchian Trend: 0.62momentum 120 percentile: 0.71