Rebalance — Aug 21, 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 2023-08-21
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
AVGO
15.57%
7.10
#4
● New
LLY
15.57%
6.75
#5
● Held
AMZN
15.57%
5.63
#2
● Held
NVDA
15.57%
7.70
#1
● Held
META
15.57%
6.11
#3
● Held
Signal Changes
Added (1)
AVGO
15.57%(was 0.00%)
Entered portfolio (rank #4, weight 15.57%), score: 7.10, (was 5.28, change: +1.83)
momentum 200 percentile: 0.86Donchian Trend: 0.86momentum 120 percentile: 0.81
Removed (1)
CAT
0.00%(was 15.77%)
Removed from portfolio (was rank #5, weight 15.77%), score changed: 5.83 → 5.08 (-0.75)
momentum 200 percentile: 0.57Donchian Trend: 0.57momentum 120 percentile: 0.52
Holdings With Score Updates (4)
LLY
15.57%(was 15.77%)
Declined rank: #4 → #5 (1), weight: 15.7748% → 15.5710% (-0.2037%, -1.29%), score: 6.63 → 6.75 (+0.12, +1.80%)
Donchian Trend: 0.95momentum 200 percentile: 0.81momentum 120 percentile: 0.90
AMZN
15.57%(was 15.77%)
Maintained rank #2, weight: 15.7748% → 15.5710% (-0.2037%, -1.29%), score: 5.56 → 5.63 (+0.08, +1.43%)
Donchian Trend: 0.71momentum 200 percentile: 0.62momentum 120 percentile: 0.76
NVDA
15.57%(was 15.77%)
Maintained rank #1, weight: 15.7748% → 15.5710% (-0.2037%, -1.29%), score: 6.11 → 7.70 (+1.59, +25.97%)
momentum 200 percentile: 0.95Donchian Trend: 0.90momentum 120 percentile: 0.95
META
15.57%(was 15.77%)
Maintained rank #3, weight: 15.7748% → 15.5710% (-0.2037%, -1.29%), score: 5.52 → 6.11 (+0.60, +10.79%)
momentum 200 percentile: 0.90momentum 120 percentile: 0.86Donchian Trend: 0.48