Rebalance — Feb 26, 2024
weekly rebalance · 5 positions · +1 added, −1 removed, 4 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 2024-02-26
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
JPM
20.00%
5.71
#4
● New
NVDA
20.00%
6.63
#1
● Held
AVGO
20.00%
7.46
#3
● Held
META
20.00%
5.71
#2
● Held
COST
20.00%
6.83
#5
● Held
Signal Changes
Added (1)
JPM
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 5.71, (was 4.68, change: +1.03)
Donchian Trend: 0.67momentum 200 percentile: 0.57momentum 120 percentile: 0.62
Removed (1)
LLY
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 6.63 → 5.48 (-1.15)
momentum 200 percentile: 0.81momentum 120 percentile: 0.81Donchian Trend: 0.38
Holdings With Score Updates (4)
NVDA
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 6.71 → 6.63 (-0.08, -1.18%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.52
AVGO
20.00%
Maintained rank #3, weight unchanged: 20.0000%, score: 6.43 → 7.46 (+1.03, +16.05%)
momentum 200 percentile: 0.90Donchian Trend: 0.86momentum 120 percentile: 0.86
META
20.00%
Maintained rank #2, weight unchanged: 20.0000%, score: 6.11 → 5.71 (-0.40, -6.49%)
momentum 200 percentile: 0.86momentum 120 percentile: 0.90Donchian Trend: 0.43
COST
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 6.51 → 6.83 (+0.32, +4.88%)
Donchian Trend: 0.90momentum 200 percentile: 0.62momentum 120 percentile: 0.76