Rebalance — Aug 07, 2023
weekly rebalance · 5 positions · +2 added, −2 removed, 3 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 2023-08-07
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
AMZN
16.14%
5.91
#3
● New
GOOGL
16.14%
5.79
#2
● New
NVDA
16.14%
6.31
#1
● Held
AVGO
16.14%
6.39
#5
● Held
META
16.14%
6.51
#4
● Held
Signal Changes
Added (2)
AMZN
16.14%(was 0.00%)
Entered portfolio (rank #3, weight 16.14%), score: 5.91, (was 4.56, change: +1.35)
Donchian Trend: 0.95momentum 120 percentile: 0.81momentum 200 percentile: 0.38
GOOGL
16.14%(was 0.00%)
Entered portfolio (rank #2, weight 16.14%), score: 5.79, (was 5.28, change: +0.52)
Donchian Trend: 0.86momentum 200 percentile: 0.52momentum 120 percentile: 0.76
Removed (2)
CAT
0.00%(was 16.25%)
Removed from portfolio (was rank #5, weight 16.25%), score changed: 5.52 → 5.28 (-0.24)
momentum 200 percentile: 0.76Donchian Trend: 0.52momentum 120 percentile: 0.52
AAPL
0.00%(was 16.25%)
Removed from portfolio (was rank #1, weight 16.25%), score changed: 6.23 → 2.90 (-3.33)
momentum 200 percentile: 0.43momentum 120 percentile: 0.57inv volatility 60 percentile: 0.71
Holdings With Score Updates (3)
NVDA
16.14%(was 16.25%)
Improved rank: #2 → #1 (+1), weight: 16.2494% → 16.1393% (-0.1101%, -0.68%), score: 6.79 → 6.31 (-0.48, -7.02%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.38
AVGO
16.14%(was 16.25%)
Declined rank: #4 → #5 (1), weight: 16.2494% → 16.1393% (-0.1101%, -0.68%), score: 6.27 → 6.39 (+0.12, +1.90%)
momentum 200 percentile: 0.86momentum 120 percentile: 0.86Donchian Trend: 0.48
META
16.14%(was 16.25%)
Declined rank: #3 → #4 (1), weight: 16.2494% → 16.1393% (-0.1101%, -0.68%), score: 6.43 → 6.51 (+0.08, +1.23%)
momentum 200 percentile: 0.90Donchian Trend: 0.67momentum 120 percentile: 0.90