Rebalance — Dec 11, 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 2023-12-11
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
17.99%
6.90
#2
● New
SPY
17.99%
5.56
#5
● New
AMZN
17.99%
5.48
#1
● Held
V
17.99%
5.60
#3
● Held
COST
17.99%
6.94
#4
● Held
Signal Changes
Added (2)
AVGO
17.99%(was 0.00%)
Entered portfolio (rank #2, weight 17.99%), score: 6.90, (was 4.60, change: +2.30)
momentum 200 percentile: 0.81Donchian Trend: 0.76momentum 120 percentile: 0.90
SPY
17.99%(was 0.00%)
Entered portfolio (rank #5, weight 17.99%), score: 5.56, (was 5.48, change: +0.08)
Donchian Trend: 0.95momentum 200 percentile: 0.38inv volatility 60 percentile: 0.95
Removed (2)
LLY
0.00%(was 17.88%)
Removed from portfolio (was rank #2, weight 17.88%), score changed: 5.83 → 5.12 (-0.71)
momentum 200 percentile: 0.86momentum 120 percentile: 0.95Donchian Trend: 0.19
JPM
0.00%(was 17.88%)
Removed from portfolio (was rank #3, weight 17.88%), score changed: 5.91 → 5.48 (-0.44)
Donchian Trend: 0.86momentum 120 percentile: 0.62momentum 200 percentile: 0.33
Holdings With Score Updates (3)
AMZN
17.99%(was 17.88%)
Maintained rank #1, weight: 17.8802% → 17.9925% (+0.1123%, +0.63%), score: 5.95 → 5.48 (-0.48, -8.00%)
momentum 200 percentile: 0.76Donchian Trend: 0.57momentum 120 percentile: 0.81
V
17.99%(was 17.88%)
Improved rank: #4 → #3 (+1), weight: 17.8802% → 17.9925% (+0.1123%, +0.63%), score: 6.03 → 5.60 (-0.44, -7.24%)
Donchian Trend: 0.67momentum 120 percentile: 0.67momentum 200 percentile: 0.43
COST
17.99%(was 17.88%)
Improved rank: #5 → #4 (+1), weight: 17.8802% → 17.9925% (+0.1123%, +0.63%), score: 6.90 → 6.94 (+0.04, +0.57%)
Donchian Trend: 0.90momentum 120 percentile: 0.86momentum 200 percentile: 0.52