Rebalance — Aug 14, 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 2023-08-14
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
15.77%
6.63
#4
● New
CAT
15.77%
5.83
#5
● New
NVDA
15.77%
6.11
#1
● Held
AMZN
15.77%
5.56
#2
● Held
META
15.77%
5.52
#3
● Held
Signal Changes
Added (2)
LLY
15.77%(was 0.00%)
Entered portfolio (rank #4, weight 15.77%), score: 6.63, (was 4.25, change: +2.38)
Donchian Trend: 0.95momentum 200 percentile: 0.81momentum 120 percentile: 0.86
CAT
15.77%(was 0.00%)
Entered portfolio (rank #5, weight 15.77%), score: 5.83, (was 5.28, change: +0.56)
momentum 200 percentile: 0.71Donchian Trend: 0.71momentum 120 percentile: 0.52
Removed (2)
AVGO
0.00%(was 16.14%)
Removed from portfolio (was rank #5, weight 16.14%), score changed: 6.39 → 5.28 (-1.11)
momentum 200 percentile: 0.86momentum 120 percentile: 0.76volume momentum 60 percentile: 0.90
GOOGL
0.00%(was 16.14%)
Removed from portfolio (was rank #2, weight 16.14%), score changed: 5.79 → 5.32 (-0.48)
Donchian Trend: 0.81momentum 200 percentile: 0.52momentum 120 percentile: 0.71
Holdings With Score Updates (3)
NVDA
15.77%(was 16.14%)
Maintained rank #1, weight: 16.1393% → 15.7748% (-0.3646%, -2.26%), score: 6.31 → 6.11 (-0.20, -3.14%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95momentum 60 percentile: 0.95
AMZN
15.77%(was 16.14%)
Improved rank: #3 → #2 (+1), weight: 16.1393% → 15.7748% (-0.3646%, -2.26%), score: 5.91 → 5.56 (-0.36, -6.04%)
Donchian Trend: 0.86momentum 120 percentile: 0.81momentum 200 percentile: 0.38
META
15.77%(was 16.14%)
Improved rank: #4 → #3 (+1), weight: 16.1393% → 15.7748% (-0.3646%, -2.26%), score: 6.51 → 5.52 (-0.99, -15.24%)
momentum 200 percentile: 0.90momentum 120 percentile: 0.90momentum 60 percentile: 0.81