Rebalance — Jul 24, 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 2023-07-24
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
15.04%
5.71
#3
● New
JPM
15.04%
5.71
#4
● New
MA
15.04%
5.79
#5
● New
NVDA
15.04%
6.19
#1
● Held
AVGO
15.04%
6.83
#2
● Held
Signal Changes
Added (3)
LLY
15.04%(was 0.00%)
Entered portfolio (rank #3, weight 15.04%), score: 5.71, (was 4.56, change: +1.15)
momentum 200 percentile: 0.67Donchian Trend: 0.62momentum 120 percentile: 0.76
JPM
15.04%(was 0.00%)
Entered portfolio (rank #4, weight 15.04%), score: 5.71, (was 5.63, change: +0.08)
Donchian Trend: 0.86momentum 200 percentile: 0.71momentum 120 percentile: 0.52
MA
15.04%(was 0.00%)
Entered portfolio (rank #5, weight 15.04%), score: 5.79, (was 5.20, change: +0.60)
Donchian Trend: 0.95momentum 200 percentile: 0.57volume momentum 60 percentile: 0.76
Removed (3)
NFLX
0.00%(was 15.60%)
Removed from portfolio (was rank #5, weight 15.60%), score changed: 5.71 → 4.44 (-1.27)
momentum 200 percentile: 0.81momentum 120 percentile: 0.57volume momentum 60 percentile: 0.86
AAPL
0.00%(was 15.60%)
Removed from portfolio (was rank #1, weight 15.60%), score changed: 5.99 → 4.92 (-1.07)
momentum 200 percentile: 0.52momentum 120 percentile: 0.71Donchian Trend: 0.38
META
0.00%(was 15.60%)
Removed from portfolio (was rank #3, weight 15.60%), score changed: 6.11 → 4.88 (-1.23)
momentum 200 percentile: 0.90momentum 120 percentile: 0.90momentum 60 percentile: 0.86
Holdings With Score Updates (2)
NVDA
15.04%(was 15.60%)
Improved rank: #2 → #1 (+1), weight: 15.5959% → 15.0373% (-0.5586%, -3.58%), score: 6.51 → 6.19 (-0.32, -4.88%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.33
AVGO
15.04%(was 15.60%)
Improved rank: #4 → #2 (+2), weight: 15.5959% → 15.0373% (-0.5586%, -3.58%), score: 7.14 → 6.83 (-0.32, -4.44%)
momentum 200 percentile: 0.86Donchian Trend: 0.67momentum 120 percentile: 0.86