Rebalance — Jan 08, 2024
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 2024-01-08
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
19.64%
6.43
#3
● New
JPM
19.64%
6.35
#4
● New
NVDA
19.64%
6.39
#1
● Held
META
19.64%
6.43
#2
● Held
COST
19.64%
6.19
#5
● Held
Signal Changes
Added (2)
LLY
19.64%(was 0.00%)
Entered portfolio (rank #3, weight 19.64%), score: 6.43, (was 5.12, change: +1.31)
momentum 200 percentile: 0.90Donchian Trend: 0.71momentum 120 percentile: 0.95
JPM
19.64%(was 0.00%)
Entered portfolio (rank #4, weight 19.64%), score: 6.35, (was 5.48, change: +0.87)
Donchian Trend: 0.76momentum 200 percentile: 0.57momentum 120 percentile: 0.67
Removed (2)
AMZN
0.00%(was 17.89%)
Removed from portfolio (was rank #2, weight 17.89%), score changed: 6.19 → 4.68 (-1.51)
momentum 200 percentile: 0.71momentum 120 percentile: 0.76momentum 60 percentile: 0.71
AVGO
0.00%(was 17.89%)
Removed from portfolio (was rank #4, weight 17.89%), score changed: 7.38 → 5.79 (-1.59)
momentum 200 percentile: 0.81momentum 120 percentile: 0.86volume momentum 60 percentile: 0.95
Holdings With Score Updates (3)
NVDA
19.64%(was 17.89%)
Maintained rank #1, weight: 17.8883% → 19.6441% (+1.7558%, +9.82%), score: 6.51 → 6.39 (-0.12, -1.83%)
momentum 200 percentile: 0.95Donchian Trend: 0.95momentum 120 percentile: 0.57
META
19.64%(was 17.89%)
Improved rank: #3 → #2 (+1), weight: 17.8883% → 19.6441% (+1.7558%, +9.82%), score: 5.99 → 6.43 (+0.44, +7.28%)
momentum 200 percentile: 0.86Donchian Trend: 0.86momentum 120 percentile: 0.81
COST
19.64%(was 17.89%)
Maintained rank #5, weight: 17.8883% → 19.6441% (+1.7558%, +9.82%), score: 7.18 → 6.19 (-0.99, -13.81%)
momentum 200 percentile: 0.62momentum 120 percentile: 0.90Donchian Trend: 0.57