Rebalance — Dec 04, 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 2023-12-04
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
LLY
17.88%
5.83
#2
● New
JPM
17.88%
5.91
#3
● New
AMZN
17.88%
5.95
#1
● Held
V
17.88%
6.03
#4
● Held
COST
17.88%
6.90
#5
● Held
Signal Changes
Added (2)
LLY
17.88%(was 0.00%)
Entered portfolio (rank #2, weight 17.88%), score: 5.83, (was 5.71, change: +0.12)
momentum 200 percentile: 0.86momentum 120 percentile: 0.95Donchian Trend: 0.38
JPM
17.88%(was 0.00%)
Entered portfolio (rank #3, weight 17.88%), score: 5.91, (was 4.52, change: +1.39)
Donchian Trend: 0.90momentum 120 percentile: 0.67momentum 200 percentile: 0.33
Removed (2)
META
0.00%(was 17.39%)
Removed from portfolio (was rank #3, weight 17.39%), score changed: 5.95 → 5.28 (-0.67)
momentum 200 percentile: 0.90momentum 120 percentile: 0.90momentum 60 percentile: 0.71
MSFT
0.00%(was 17.39%)
Removed from portfolio (was rank #1, weight 17.39%), score changed: 6.43 → 5.28 (-1.15)
momentum 200 percentile: 0.71Donchian Trend: 0.43momentum 120 percentile: 0.57
Holdings With Score Updates (3)
AMZN
17.88%(was 17.39%)
Improved rank: #2 → #1 (+1), weight: 17.3894% → 17.8802% (+0.4908%, +2.82%), score: 6.15 → 5.95 (-0.20, -3.23%)
momentum 200 percentile: 0.76Donchian Trend: 0.67momentum 120 percentile: 0.81
V
17.88%(was 17.39%)
Maintained rank #4, weight: 17.3894% → 17.8802% (+0.4908%, +2.82%), score: 5.87 → 6.03 (+0.16, +2.70%)
Donchian Trend: 0.71momentum 120 percentile: 0.76momentum 200 percentile: 0.48
COST
17.88%(was 17.39%)
Maintained rank #5, weight: 17.3894% → 17.8802% (+0.4908%, +2.82%), score: 6.07 → 6.90 (+0.83, +13.73%)
Donchian Trend: 0.95momentum 120 percentile: 0.86momentum 200 percentile: 0.52