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
NVDA
17.89%
6.51
#1
● New
META
17.89%
5.99
#3
● New
AMZN
17.89%
6.19
#2
● Held
AVGO
17.89%
7.38
#4
● Held
COST
17.89%
7.18
#5
● Held
Signal Changes
Added (2)
NVDA
17.89%(was 0.00%)
Entered portfolio (rank #1, weight 17.89%), score: 6.51, (was 4.17, change: +2.34)
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.81
META
17.89%(was 0.00%)
Entered portfolio (rank #3, weight 17.89%), score: 5.99, (was 5.24, change: +0.75)
momentum 200 percentile: 0.90Donchian Trend: 0.62momentum 120 percentile: 0.76
Removed (2)
SPY
0.00%(was 17.99%)
Removed from portfolio (was rank #5, weight 17.99%), score changed: 5.56 → 4.60 (-0.95)
Donchian Trend: 0.67momentum 200 percentile: 0.38inv volatility 60 percentile: 0.95
V
0.00%(was 17.99%)
Removed from portfolio (was rank #3, weight 17.99%), score changed: 5.60 → 4.01 (-1.59)
momentum 120 percentile: 0.52Donchian Trend: 0.33momentum 200 percentile: 0.29
Holdings With Score Updates (3)
AMZN
17.89%(was 17.99%)
Declined rank: #1 → #2 (1), weight: 17.9925% → 17.8883% (-0.1042%, -0.58%), score: 5.48 → 6.19 (+0.71, +13.04%)
Donchian Trend: 0.86momentum 200 percentile: 0.76momentum 120 percentile: 0.67
AVGO
17.89%(was 17.99%)
Declined rank: #2 → #4 (2), weight: 17.9925% → 17.8883% (-0.1042%, -0.58%), score: 6.90 → 7.38 (+0.48, +6.90%)
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.95
COST
17.89%(was 17.99%)
Declined rank: #4 → #5 (1), weight: 17.9925% → 17.8883% (-0.1042%, -0.58%), score: 6.94 → 7.18 (+0.24, +3.43%)
Donchian Trend: 0.95momentum 120 percentile: 0.90momentum 200 percentile: 0.57