Rebalance — Dec 18, 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 2023-12-18
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
META
17.89%
5.99
#3
● New
NVDA
17.89%
6.51
#1
● New
AVGO
17.89%
7.38
#4
● Held
COST
17.89%
7.18
#5
● Held
AMZN
17.89%
6.19
#2
● Held
Signal Changes
Added (2)
META
17.89%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.90Donchian Trend: 0.62momentum 120 percentile: 0.76
NVDA
17.89%(was 0.00%)
Reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.81
Removed (2)
SPY
0.00%(was 17.99%)
Exit reason: Passed all filters
Donchian Trend: 0.67momentum 200 percentile: 0.38inv volatility 60 percentile: 0.95
V
0.00%(was 17.99%)
Exit reason: Passed all filters
momentum 120 percentile: 0.52Donchian Trend: 0.33momentum 200 percentile: 0.29
Holdings With Score Updates (3)
AVGO
17.89%(was 17.99%)
Reason: Passed all filters
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.95
COST
17.89%(was 17.99%)
Reason: Passed all filters
Donchian Trend: 0.95momentum 120 percentile: 0.90momentum 200 percentile: 0.57
AMZN
17.89%(was 17.99%)
Reason: Passed all filters
Donchian Trend: 0.86momentum 200 percentile: 0.76momentum 120 percentile: 0.67