Rebalance — Jan 22, 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 2024-01-22
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
19.62%
7.62
#4
● New
MSFT
19.62%
5.83
#1
● New
NVDA
19.62%
6.83
#2
● Held
META
19.62%
5.75
#3
● Held
COST
19.62%
6.47
#5
● Held
Signal Changes
Added (2)
AVGO
19.62%(was 0.00%)
Entered portfolio (rank #4, weight 19.62%), score: 7.62, (was 5.79, change: +1.83)
momentum 200 percentile: 0.90Donchian Trend: 0.90momentum 120 percentile: 0.90
MSFT
19.62%(was 0.00%)
Entered portfolio (rank #1, weight 19.62%), score: 5.83, (was 4.68, change: +1.15)
Donchian Trend: 0.67momentum 200 percentile: 0.57momentum 120 percentile: 0.71
Removed (2)
LLY
0.00%(was 19.64%)
Removed from portfolio (was rank #3, weight 19.64%), score changed: 6.43 → 5.28 (-1.15)
momentum 200 percentile: 0.86momentum 120 percentile: 0.95Donchian Trend: 0.38
JPM
0.00%(was 19.64%)
Removed from portfolio (was rank #4, weight 19.64%), score changed: 6.35 → 3.89 (-2.46)
momentum 200 percentile: 0.48inv volatility 60 percentile: 0.81momentum 120 percentile: 0.38
Holdings With Score Updates (3)
NVDA
19.62%(was 19.64%)
Declined rank: #1 → #2 (1), weight: 19.6441% → 19.6161% (-0.0280%, -0.14%), score: 6.39 → 6.83 (+0.44, +6.83%)
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.86
META
19.62%(was 19.64%)
Declined rank: #2 → #3 (1), weight: 19.6441% → 19.6161% (-0.0280%, -0.14%), score: 6.43 → 5.75 (-0.67, -10.49%)
momentum 200 percentile: 0.81Donchian Trend: 0.57momentum 120 percentile: 0.76
COST
19.62%(was 19.64%)
Maintained rank #5, weight: 19.6441% → 19.6161% (-0.0280%, -0.14%), score: 6.19 → 6.47 (+0.28, +4.49%)
Donchian Trend: 0.71momentum 200 percentile: 0.62momentum 120 percentile: 0.81