Rebalance — Nov 13, 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 2023-11-13
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
17.16%
6.39
#3
● New
COST
17.16%
6.27
#5
● New
LLY
17.16%
6.59
#4
● Held
NVDA
17.16%
6.90
#1
● Held
META
17.16%
7.02
#2
● Held
Signal Changes
Added (2)
AVGO
17.16%(was 0.00%)
Entered portfolio (rank #3, weight 17.16%), score: 6.39, (was 5.52, change: +0.87)
momentum 200 percentile: 0.81Donchian Trend: 0.81momentum 120 percentile: 0.86
COST
17.16%(was 0.00%)
Entered portfolio (rank #5, weight 17.16%), score: 6.27, (was 6.07, change: +0.20)
Donchian Trend: 0.90momentum 200 percentile: 0.48momentum 120 percentile: 0.67
Removed (2)
AMZN
0.00%(was 17.22%)
Removed from portfolio (was rank #3, weight 17.22%), score changed: 6.11 → 5.52 (-0.60)
momentum 200 percentile: 0.71Donchian Trend: 0.62momentum 120 percentile: 0.71
MSFT
0.00%(was 17.22%)
Removed from portfolio (was rank #1, weight 17.22%), score changed: 6.51 → 6.03 (-0.48)
momentum 200 percentile: 0.76Donchian Trend: 0.71momentum 120 percentile: 0.62
Holdings With Score Updates (3)
LLY
17.16%(was 17.22%)
Improved rank: #5 → #4 (+1), weight: 17.2165% → 17.1557% (-0.0608%, -0.35%), score: 6.79 → 6.59 (-0.20, -2.92%)
momentum 200 percentile: 0.86momentum 120 percentile: 0.90Donchian Trend: 0.57
NVDA
17.16%(was 17.22%)
Improved rank: #2 → #1 (+1), weight: 17.2165% → 17.1557% (-0.0608%, -0.35%), score: 6.75 → 6.90 (+0.16, +2.35%)
momentum 200 percentile: 0.95Donchian Trend: 0.67momentum 120 percentile: 0.95
META
17.16%(was 17.22%)
Improved rank: #4 → #2 (+2), weight: 17.2165% → 17.1557% (-0.0608%, -0.35%), score: 6.31 → 7.02 (+0.71, +11.32%)
momentum 200 percentile: 0.90Donchian Trend: 0.86momentum 120 percentile: 0.81