Rebalance — May 08, 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 2023-05-08
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
WMT
20.00%
5.87
#5
● New
LLY
20.00%
7.58
#4
● Held
AVGO
20.00%
5.79
#3
● Held
NVDA
20.00%
7.54
#2
● Held
MSFT
20.00%
6.15
#1
● Held
Signal Changes
Added (1)
WMT
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 5.87, (was 4.88, change: +0.99)
Donchian Trend: 0.71momentum 200 percentile: 0.52momentum 120 percentile: 0.48
Removed (1)
META
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 7.02 → 5.75 (-1.27)
momentum 200 percentile: 0.81momentum 120 percentile: 0.95Donchian Trend: 0.48
Holdings With Score Updates (4)
LLY
20.00%
Improved rank: #5 → #4 (+1), weight unchanged: 20.0000%, score: 6.43 → 7.58 (+1.15, +17.90%)
Donchian Trend: 0.90momentum 200 percentile: 0.86momentum 120 percentile: 0.81
AVGO
20.00%
Improved rank: #4 → #3 (+1), weight unchanged: 20.0000%, score: 6.15 → 5.79 (-0.36, -5.81%)
momentum 200 percentile: 0.71Donchian Trend: 0.62momentum 120 percentile: 0.76
NVDA
20.00%
Maintained rank #2, weight unchanged: 20.0000%, score: 7.34 → 7.54 (+0.20, +2.70%)
momentum 200 percentile: 0.95Donchian Trend: 0.95momentum 120 percentile: 0.90
MSFT
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 6.27 → 6.15 (-0.12, -1.90%)
Donchian Trend: 0.76momentum 120 percentile: 0.86momentum 200 percentile: 0.57