Rebalance — Mar 27, 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 2023-03-27
Allocations shown represent internal research model outputs used to demonstrate analytical behavior. They are illustrative only and not designed for replication, trading, or implementation.
Symbol
Allocation
Score
Rank
Status
AVGO
20.00%
6.19
#3
● New
META
20.00%
6.11
#2
● New
WMT
20.00%
6.23
#4
● New
NVDA
20.00%
7.30
#1
● Held
NFLX
20.00%
6.19
#5
● Held
Signal Changes
Added (3)
AVGO
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 6.19, (was 5.60, change: +0.60)
momentum 200 percentile: 0.81Donchian Trend: 0.62momentum 120 percentile: 0.86
META
20.00%(was 0.00%)
Entered portfolio (rank #2, weight 20.00%), score: 6.11, (was 4.05, change: +2.06)
Donchian Trend: 0.95momentum 120 percentile: 0.90momentum 200 percentile: 0.57
WMT
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 6.23, (was 4.56, change: +1.67)
momentum 200 percentile: 0.86Donchian Trend: 0.76inv volatility 60 percentile: 0.90
Removed (3)
LLY
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 5.75 → 5.12 (-0.63)
momentum 200 percentile: 0.71Donchian Trend: 0.57volume momentum 60 percentile: 0.71
JPM
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 6.67 → 3.81 (-2.86)
momentum 200 percentile: 0.43momentum 120 percentile: 0.62volume momentum 60 percentile: 0.81
XOM
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 6.98 → 3.97 (-3.02)
momentum 200 percentile: 0.48Donchian Trend: 0.43momentum 120 percentile: 0.57
Holdings With Score Updates (2)
NVDA
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 6.03 → 7.30 (+1.27, +21.05%)
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.95
NFLX
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 6.03 → 6.19 (+0.16, +2.63%)
momentum 200 percentile: 0.95Donchian Trend: 0.71momentum 120 percentile: 0.81