Rebalance — May 15, 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 2023-05-15
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
META
20.00%
6.90
#3
● New
LLY
20.00%
6.90
#5
● Held
AVGO
20.00%
6.83
#4
● Held
NVDA
20.00%
7.30
#2
● Held
MSFT
20.00%
5.79
#1
● Held
Signal Changes
Added (1)
META
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 6.90, (was 5.75, change: +1.15)
momentum 200 percentile: 0.90Donchian Trend: 0.86momentum 120 percentile: 0.95
Removed (1)
WMT
0.00%(was 20.00%)
Removed from portfolio (was rank #5, weight 20.00%), score changed: 5.87 → 5.36 (-0.52)
momentum 200 percentile: 0.67Donchian Trend: 0.43inv volatility 60 percentile: 0.95
Holdings With Score Updates (4)
LLY
20.00%
Declined rank: #4 → #5 (1), weight unchanged: 20.0000%, score: 7.58 → 6.90 (-0.67, -8.90%)
momentum 200 percentile: 0.81Donchian Trend: 0.67momentum 120 percentile: 0.76
AVGO
20.00%
Declined rank: #3 → #4 (1), weight unchanged: 20.0000%, score: 5.79 → 6.83 (+1.03, +17.81%)
Donchian Trend: 0.95momentum 200 percentile: 0.76momentum 120 percentile: 0.81
NVDA
20.00%
Maintained rank #2, weight unchanged: 20.0000%, score: 7.54 → 7.30 (-0.24, -3.16%)
momentum 200 percentile: 0.95Donchian Trend: 0.90momentum 120 percentile: 0.90
MSFT
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 6.15 → 5.79 (-0.36, -5.81%)
Donchian Trend: 0.71momentum 120 percentile: 0.86momentum 200 percentile: 0.52