Rebalance — Oct 16, 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 2023-10-16
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
COST
18.26%
6.23
#5
● New
LLY
18.26%
7.38
#4
● Held
GOOGL
18.26%
6.31
#2
● Held
NVDA
18.26%
6.35
#1
● Held
META
18.26%
6.79
#3
● Held
Signal Changes
Added (1)
COST
18.26%(was 0.00%)
Entered portfolio (rank #5, weight 18.26%), score: 6.23, (was 5.08, change: +1.15)
Donchian Trend: 0.95momentum 200 percentile: 0.52momentum 120 percentile: 0.57
Removed (1)
AVGO
0.00%(was 18.64%)
Removed from portfolio (was rank #4, weight 18.64%), score changed: 5.71 → 5.75 (+0.04)
momentum 200 percentile: 0.81Donchian Trend: 0.76momentum 120 percentile: 0.81
Holdings With Score Updates (4)
LLY
18.26%(was 18.64%)
Improved rank: #5 → #4 (+1), weight: 18.6366% → 18.2570% (-0.3797%, -2.04%), score: 7.02 → 7.38 (+0.36, +5.08%)
Donchian Trend: 0.90momentum 200 percentile: 0.86momentum 120 percentile: 0.90
GOOGL
18.26%(was 18.64%)
Maintained rank #2, weight: 18.6366% → 18.2570% (-0.3797%, -2.04%), score: 6.83 → 6.31 (-0.52, -7.56%)
Donchian Trend: 0.81momentum 200 percentile: 0.71momentum 120 percentile: 0.76
NVDA
18.26%(was 18.64%)
Maintained rank #1, weight: 18.6366% → 18.2570% (-0.3797%, -2.04%), score: 6.94 → 6.35 (-0.60, -8.57%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.52
META
18.26%(was 18.64%)
Maintained rank #3, weight: 18.6366% → 18.2570% (-0.3797%, -2.04%), score: 6.94 → 6.79 (-0.16, -2.29%)
momentum 200 percentile: 0.90Donchian Trend: 0.71momentum 120 percentile: 0.86