Rebalance — Jan 29, 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 2024-01-29
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
20.00%
5.83
#5
● New
AMZN
20.00%
6.07
#3
● New
NVDA
20.00%
6.27
#2
● Held
AVGO
20.00%
5.83
#4
● Held
MSFT
20.00%
6.31
#1
● Held
Signal Changes
Added (2)
LLY
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 5.83, (was 5.28, change: +0.56)
momentum 200 percentile: 0.81momentum 120 percentile: 0.95Donchian Trend: 0.62
AMZN
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 6.07, (was 5.28, change: +0.79)
Donchian Trend: 0.95momentum 200 percentile: 0.71momentum 120 percentile: 0.57
Removed (2)
META
0.00%(was 19.62%)
Removed from portfolio (was rank #3, weight 19.62%), score changed: 5.75 → 5.60 (-0.16)
momentum 200 percentile: 0.86Donchian Trend: 0.52momentum 120 percentile: 0.76
COST
0.00%(was 19.62%)
Removed from portfolio (was rank #5, weight 19.62%), score changed: 6.47 → 5.56 (-0.91)
momentum 200 percentile: 0.57momentum 120 percentile: 0.71Donchian Trend: 0.48
Holdings With Score Updates (3)
NVDA
20.00%(was 19.62%)
Maintained rank #2, weight: 19.6161% → 20.0000% (+0.3839%, +1.96%), score: 6.83 → 6.27 (-0.56, -8.14%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.57
AVGO
20.00%(was 19.62%)
Maintained rank #4, weight: 19.6161% → 20.0000% (+0.3839%, +1.96%), score: 7.62 → 5.83 (-1.79, -23.44%)
momentum 200 percentile: 0.90momentum 120 percentile: 0.86volume momentum 60 percentile: 0.95
MSFT
20.00%(was 19.62%)
Maintained rank #1, weight: 19.6161% → 20.0000% (+0.3839%, +1.96%), score: 5.83 → 6.31 (+0.48, +8.16%)
Donchian Trend: 0.86momentum 200 percentile: 0.62momentum 120 percentile: 0.67