Rebalance — Sep 25, 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 2023-09-25
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
19.44%
5.63
#4
● New
LLY
19.44%
6.27
#5
● Held
GOOGL
19.44%
5.67
#2
● Held
NVDA
19.44%
5.99
#1
● Held
META
19.44%
6.83
#3
● Held
Signal Changes
Added (1)
AVGO
19.44%(was 0.00%)
Entered portfolio (rank #4, weight 19.44%), score: 5.63, (was 4.52, change: +1.11)
momentum 200 percentile: 0.86Donchian Trend: 0.67momentum 120 percentile: 0.81
Removed (1)
MA
0.00%(was 19.95%)
Removed from portfolio (was rank #5, weight 19.95%), score changed: 6.19 → 4.13 (-2.06)
momentum 200 percentile: 0.43Donchian Trend: 0.43momentum 120 percentile: 0.43
Holdings With Score Updates (4)
LLY
19.44%(was 19.95%)
Declined rank: #4 → #5 (1), weight: 19.9473% → 19.4412% (-0.5061%, -2.54%), score: 6.35 → 6.27 (-0.08, -1.25%)
momentum 200 percentile: 0.81momentum 120 percentile: 0.95Donchian Trend: 0.52
GOOGL
19.44%(was 19.95%)
Maintained rank #2, weight: 19.9473% → 19.4412% (-0.5061%, -2.54%), score: 6.51 → 5.67 (-0.83, -12.80%)
momentum 200 percentile: 0.71Donchian Trend: 0.57momentum 120 percentile: 0.71
NVDA
19.44%(was 19.95%)
Maintained rank #1, weight: 19.9473% → 19.4412% (-0.5061%, -2.54%), score: 5.75 → 5.99 (+0.24, +4.14%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.38
META
19.44%(was 19.95%)
Maintained rank #3, weight: 19.9473% → 19.4412% (-0.5061%, -2.54%), score: 5.99 → 6.83 (+0.83, +13.91%)
momentum 200 percentile: 0.90Donchian Trend: 0.71momentum 120 percentile: 0.86