Rebalance — Sep 11, 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 2023-09-11
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
20.00%
6.35
#2
● New
GOOGL
20.00%
5.83
#1
● New
MA
20.00%
5.91
#5
● Held
LLY
20.00%
7.22
#4
● Held
META
20.00%
6.71
#3
● Held
Signal Changes
Added (2)
AMZN
20.00%(was 0.00%)
Entered portfolio (rank #2, weight 20.00%), score: 6.35, (was 5.08, change: +1.27)
Donchian Trend: 0.86momentum 200 percentile: 0.71momentum 120 percentile: 0.81
GOOGL
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 5.83, (was 5.71, change: +0.12)
Donchian Trend: 0.76momentum 200 percentile: 0.67momentum 120 percentile: 0.71
Removed (2)
NVDA
0.00%(was 19.64%)
Removed from portfolio (was rank #1, weight 19.64%), score changed: 7.18 → 5.48 (-1.71)
momentum 200 percentile: 0.95momentum 120 percentile: 0.90volume momentum 60 percentile: 0.86
AVGO
0.00%(was 19.64%)
Removed from portfolio (was rank #3, weight 19.64%), score changed: 6.07 → 4.52 (-1.55)
momentum 200 percentile: 0.86momentum 120 percentile: 0.67Donchian Trend: 0.29
Holdings With Score Updates (3)
MA
20.00%(was 19.64%)
Maintained rank #5, weight: 19.6391% → 20.0000% (+0.3609%, +1.84%), score: 6.03 → 5.91 (-0.12, -1.97%)
Donchian Trend: 0.81momentum 200 percentile: 0.57momentum 120 percentile: 0.52
LLY
20.00%(was 19.64%)
Maintained rank #4, weight: 19.6391% → 20.0000% (+0.3609%, +1.84%), score: 6.55 → 7.22 (+0.67, +10.30%)
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.95
META
20.00%(was 19.64%)
Declined rank: #2 → #3 (1), weight: 19.6391% → 20.0000% (+0.3609%, +1.84%), score: 5.95 → 6.71 (+0.75, +12.67%)
momentum 200 percentile: 0.90Donchian Trend: 0.62momentum 120 percentile: 0.86