Rebalance — Apr 17, 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 2023-04-17
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
JPM
20.00%
5.91
#3
● New
V
20.00%
6.27
#4
● New
NVDA
20.00%
6.55
#1
● Held
META
20.00%
6.43
#2
● Held
WMT
20.00%
5.63
#5
● Held
Signal Changes
Added (2)
JPM
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 5.91, (was 2.86, change: +3.06)
Donchian Trend: 0.86momentum 200 percentile: 0.62momentum 120 percentile: 0.57
V
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 6.27, (was 5.16, change: +1.11)
Donchian Trend: 0.95momentum 200 percentile: 0.52momentum 120 percentile: 0.76
Removed (2)
LLY
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 5.95 → 5.52 (-0.44)
Donchian Trend: 0.90momentum 200 percentile: 0.38volume momentum 60 percentile: 0.81
MSFT
0.00%(was 20.00%)
Removed from portfolio (was rank #1, weight 20.00%), score changed: 5.99 → 5.16 (-0.83)
Donchian Trend: 0.67momentum 120 percentile: 0.71momentum 200 percentile: 0.33
Holdings With Score Updates (3)
NVDA
20.00%
Improved rank: #2 → #1 (+1), weight unchanged: 20.0000%, score: 7.14 → 6.55 (-0.60, -8.33%)
momentum 200 percentile: 0.90momentum 120 percentile: 0.95Donchian Trend: 0.52
META
20.00%
Improved rank: #3 → #2 (+1), weight unchanged: 20.0000%, score: 6.71 → 6.43 (-0.28, -4.14%)
momentum 200 percentile: 0.86Donchian Trend: 0.81momentum 120 percentile: 0.90
WMT
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 6.07 → 5.63 (-0.44, -7.19%)
momentum 200 percentile: 0.67Donchian Trend: 0.57inv volatility 60 percentile: 0.95