Rebalance — Jul 31, 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 2023-07-31
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
CAT
16.25%
5.52
#5
● New
AAPL
16.25%
6.23
#1
● New
META
16.25%
6.43
#3
● New
NVDA
16.25%
6.79
#2
● Held
AVGO
16.25%
6.27
#4
● Held
Signal Changes
Added (3)
CAT
16.25%(was 0.00%)
Entered portfolio (rank #5, weight 16.25%), score: 5.52, (was 4.40, change: +1.11)
Donchian Trend: 0.95momentum 200 percentile: 0.67momentum 60 percentile: 0.67
AAPL
16.25%(was 0.00%)
Entered portfolio (rank #1, weight 16.25%), score: 6.23, (was 4.92, change: +1.31)
Donchian Trend: 0.76momentum 200 percentile: 0.62momentum 120 percentile: 0.67
META
16.25%(was 0.00%)
Entered portfolio (rank #3, weight 16.25%), score: 6.43, (was 4.88, change: +1.55)
momentum 200 percentile: 0.90Donchian Trend: 0.67momentum 120 percentile: 0.90
Removed (3)
LLY
0.00%(was 15.04%)
Removed from portfolio (was rank #3, weight 15.04%), score changed: 5.71 → 4.01 (-1.71)
momentum 200 percentile: 0.57momentum 120 percentile: 0.81Donchian Trend: 0.19
JPM
0.00%(was 15.04%)
Removed from portfolio (was rank #4, weight 15.04%), score changed: 5.71 → 5.48 (-0.24)
momentum 200 percentile: 0.76Donchian Trend: 0.71momentum 120 percentile: 0.43
MA
0.00%(was 15.04%)
Removed from portfolio (was rank #5, weight 15.04%), score changed: 5.79 → 3.41 (-2.38)
momentum 200 percentile: 0.52volume momentum 60 percentile: 0.81inv volatility 60 percentile: 0.67
Holdings With Score Updates (2)
NVDA
16.25%(was 15.04%)
Declined rank: #1 → #2 (1), weight: 15.0373% → 16.2494% (+1.2121%, +8.06%), score: 6.19 → 6.79 (+0.60, +9.62%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.57
AVGO
16.25%(was 15.04%)
Declined rank: #2 → #4 (2), weight: 15.0373% → 16.2494% (+1.2121%, +8.06%), score: 6.83 → 6.27 (-0.56, -8.14%)
momentum 200 percentile: 0.86momentum 120 percentile: 0.86Donchian Trend: 0.43