Rebalance — Nov 27, 2023
weekly rebalance · 5 positions · +3 added, −3 removed, 2 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 2023-11-27
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
17.39%
6.15
#2
● New
V
17.39%
5.87
#4
● New
COST
17.39%
6.07
#5
● New
META
17.39%
5.95
#3
● Held
MSFT
17.39%
6.43
#1
● Held
Signal Changes
Added (3)
AMZN
17.39%(was 0.00%)
Entered portfolio (rank #2, weight 17.39%), score: 6.15, (was 5.63, change: +0.52)
Donchian Trend: 0.81momentum 200 percentile: 0.76momentum 120 percentile: 0.71
V
17.39%(was 0.00%)
Entered portfolio (rank #4, weight 17.39%), score: 5.87, (was 4.76, change: +1.11)
Donchian Trend: 0.95momentum 200 percentile: 0.38momentum 120 percentile: 0.52
COST
17.39%(was 0.00%)
Entered portfolio (rank #5, weight 17.39%), score: 6.07, (was 4.44, change: +1.63)
Donchian Trend: 0.71momentum 200 percentile: 0.52momentum 120 percentile: 0.67
Removed (3)
LLY
0.00%(was 17.22%)
Removed from portfolio (was rank #5, weight 17.22%), score changed: 5.87 → 5.71 (-0.16)
momentum 200 percentile: 0.86momentum 120 percentile: 0.95volume momentum 60 percentile: 0.86
AVGO
0.00%(was 17.22%)
Removed from portfolio (was rank #4, weight 17.22%), score changed: 6.71 → 5.00 (-1.71)
momentum 200 percentile: 0.81momentum 120 percentile: 0.81Donchian Trend: 0.29
NVDA
0.00%(was 17.22%)
Removed from portfolio (was rank #2, weight 17.22%), score changed: 7.18 → 5.16 (-2.02)
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.33
Holdings With Score Updates (2)
META
17.39%(was 17.22%)
Maintained rank #3, weight: 17.2186% → 17.3894% (+0.1708%, +0.99%), score: 6.87 → 5.95 (-0.91, -13.29%)
momentum 200 percentile: 0.90momentum 120 percentile: 0.86Donchian Trend: 0.48
MSFT
17.39%(was 17.22%)
Maintained rank #1, weight: 17.2186% → 17.3894% (+0.1708%, +0.99%), score: 6.43 → 6.43 (+0.00, +0.00%)
Donchian Trend: 0.86momentum 200 percentile: 0.71momentum 120 percentile: 0.62