Rebalance — Oct 23, 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 2023-10-23
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
WMT
18.71%
6.23
#5
● New
LLY
18.71%
6.94
#4
● Held
GOOGL
18.71%
6.55
#2
● Held
NVDA
18.71%
6.03
#1
● Held
META
18.71%
6.47
#3
● Held
Signal Changes
Added (1)
WMT
18.71%(was 0.00%)
Entered portfolio (rank #5, weight 18.71%), score: 6.23, (was 4.56, change: +1.67)
Donchian Trend: 0.95momentum 200 percentile: 0.48momentum 120 percentile: 0.48
Removed (1)
COST
0.00%(was 18.26%)
Removed from portfolio (was rank #5, weight 18.26%), score changed: 6.23 → 5.24 (-0.99)
Donchian Trend: 0.57momentum 200 percentile: 0.52momentum 120 percentile: 0.57
Holdings With Score Updates (4)
LLY
18.71%(was 18.26%)
Maintained rank #4, weight: 18.2570% → 18.7055% (+0.4486%, +2.46%), score: 7.38 → 6.94 (-0.44, -5.91%)
momentum 200 percentile: 0.86Donchian Trend: 0.67momentum 120 percentile: 0.90
GOOGL
18.71%(was 18.26%)
Maintained rank #2, weight: 18.2570% → 18.7055% (+0.4486%, +2.46%), score: 6.31 → 6.55 (+0.24, +3.77%)
Donchian Trend: 0.86momentum 200 percentile: 0.81momentum 120 percentile: 0.76
NVDA
18.71%(was 18.26%)
Maintained rank #1, weight: 18.2570% → 18.7055% (+0.4486%, +2.46%), score: 6.35 → 6.03 (-0.32, -5.00%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.52
META
18.71%(was 18.26%)
Maintained rank #3, weight: 18.2570% → 18.7055% (+0.4486%, +2.46%), score: 6.79 → 6.47 (-0.32, -4.68%)
momentum 200 percentile: 0.90Donchian Trend: 0.81momentum 120 percentile: 0.81