Rebalance — May 01, 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 2023-05-01
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
LLY
20.00%
6.43
#5
● New
META
20.00%
7.02
#3
● New
MSFT
20.00%
6.27
#1
● New
NVDA
20.00%
7.34
#2
● Held
AVGO
20.00%
6.15
#4
● Held
Signal Changes
Added (3)
LLY
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 6.43, (was 6.03, change: +0.40)
Donchian Trend: 0.90momentum 200 percentile: 0.62momentum 120 percentile: 0.52
META
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 7.02, (was 5.24, change: +1.79)
Donchian Trend: 0.95momentum 200 percentile: 0.86momentum 120 percentile: 0.95
MSFT
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 6.27, (was 3.93, change: +2.34)
Donchian Trend: 0.81momentum 120 percentile: 0.86momentum 200 percentile: 0.52
Removed (3)
JPM
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 6.23 → 5.28 (-0.95)
momentum 200 percentile: 0.71Donchian Trend: 0.57volume momentum 60 percentile: 0.95
XOM
0.00%(was 20.00%)
Removed from portfolio (was rank #5, weight 20.00%), score changed: 6.11 → 4.40 (-1.71)
momentum 200 percentile: 0.81Donchian Trend: 0.33momentum 60 percentile: 0.57
WMT
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 6.67 → 4.88 (-1.79)
momentum 200 percentile: 0.48Donchian Trend: 0.48inv volatility 60 percentile: 0.95
Holdings With Score Updates (2)
NVDA
20.00%
Declined rank: #1 → #2 (1), weight unchanged: 20.0000%, score: 6.11 → 7.34 (+1.23, +20.13%)
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.90
AVGO
20.00%
Declined rank: #2 → #4 (2), weight unchanged: 20.0000%, score: 6.07 → 6.15 (+0.08, +1.31%)
momentum 200 percentile: 0.76Donchian Trend: 0.67momentum 120 percentile: 0.81