Rebalance — Oct 30, 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 2023-10-30
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
16.97%
6.19
#2
● New
MSFT
16.97%
5.91
#1
● New
LLY
16.97%
6.75
#4
● Held
META
16.97%
6.31
#3
● Held
WMT
16.97%
6.27
#5
● Held
Signal Changes
Added (2)
AMZN
16.97%(was 0.00%)
Entered portfolio (rank #2, weight 16.97%), score: 6.19, (was 4.72, change: +1.47)
Donchian Trend: 0.90momentum 200 percentile: 0.71momentum 120 percentile: 0.76
MSFT
16.97%(was 0.00%)
Entered portfolio (rank #1, weight 16.97%), score: 5.91, (was 5.48, change: +0.44)
momentum 200 percentile: 0.76Donchian Trend: 0.76momentum 120 percentile: 0.52
Removed (2)
NVDA
0.00%(was 18.71%)
Removed from portfolio (was rank #1, weight 18.71%), score changed: 6.03 → 5.71 (-0.32)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.38
GOOGL
0.00%(was 18.71%)
Removed from portfolio (was rank #2, weight 18.71%), score changed: 6.55 → 4.80 (-1.75)
momentum 200 percentile: 0.67momentum 120 percentile: 0.67Donchian Trend: 0.43
Holdings With Score Updates (3)
LLY
16.97%(was 18.71%)
Maintained rank #4, weight: 18.7055% → 16.9738% (-1.7317%, -9.26%), score: 6.94 → 6.75 (-0.20, -2.86%)
momentum 200 percentile: 0.86Donchian Trend: 0.62momentum 120 percentile: 0.86
META
16.97%(was 18.71%)
Maintained rank #3, weight: 18.7055% → 16.9738% (-1.7317%, -9.26%), score: 6.47 → 6.31 (-0.16, -2.45%)
momentum 200 percentile: 0.90Donchian Trend: 0.67momentum 120 percentile: 0.81
WMT
16.97%(was 18.71%)
Maintained rank #5, weight: 18.7055% → 16.9738% (-1.7317%, -9.26%), score: 6.23 → 6.27 (+0.04, +0.64%)
Donchian Trend: 0.95momentum 200 percentile: 0.48inv volatility 60 percentile: 0.90