Rebalance — Sep 18, 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 2023-09-18
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
NVDA
19.95%
5.75
#1
● New
LLY
19.95%
6.35
#4
● Held
GOOGL
19.95%
6.51
#2
● Held
MA
19.95%
6.19
#5
● Held
META
19.95%
5.99
#3
● Held
Signal Changes
Added (1)
NVDA
19.95%(was 0.00%)
Entered portfolio (rank #1, weight 19.95%), score: 5.75, (was 5.48, change: +0.28)
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.33
Removed (1)
AMZN
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 6.35 → 5.36 (-0.99)
momentum 200 percentile: 0.76momentum 120 percentile: 0.81Donchian Trend: 0.48
Holdings With Score Updates (4)
LLY
19.95%(was 20.00%)
Maintained rank #4, weight: 20.0000% → 19.9473% (-0.0527%, -0.26%), score: 7.22 → 6.35 (-0.87, -12.09%)
momentum 200 percentile: 0.81momentum 120 percentile: 0.95Donchian Trend: 0.52
GOOGL
19.95%(was 20.00%)
Declined rank: #1 → #2 (1), weight: 20.0000% → 19.9473% (-0.0527%, -0.26%), score: 5.83 → 6.51 (+0.67, +11.56%)
Donchian Trend: 0.90momentum 200 percentile: 0.71momentum 120 percentile: 0.71
MA
19.95%(was 20.00%)
Maintained rank #5, weight: 20.0000% → 19.9473% (-0.0527%, -0.26%), score: 5.91 → 6.19 (+0.28, +4.70%)
Donchian Trend: 0.95momentum 200 percentile: 0.52momentum 120 percentile: 0.52
META
19.95%(was 20.00%)
Maintained rank #3, weight: 20.0000% → 19.9473% (-0.0527%, -0.26%), score: 6.71 → 5.99 (-0.71, -10.65%)
momentum 200 percentile: 0.90momentum 120 percentile: 0.86Donchian Trend: 0.43