Rebalance — Mar 11, 2024
weekly rebalance · 5 positions · +3 added, −3 removed, 2 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 2024-03-11
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
NFLX
17.15%
5.95
#5
● New
CAT
17.15%
5.56
#4
● New
META
17.15%
5.95
#2
● New
NVDA
17.15%
6.94
#1
● Held
JPM
17.15%
6.51
#3
● Held
Signal Changes
Added (3)
NFLX
17.15%(was 0.00%)
Entered portfolio (rank #5, weight 17.15%), score: 5.95, (was 5.91, change: +0.04)
momentum 200 percentile: 0.76Donchian Trend: 0.62momentum 120 percentile: 0.86
CAT
17.15%(was 0.00%)
Entered portfolio (rank #4, weight 17.15%), score: 5.56, (was 6.23, change: -0.67)
momentum 200 percentile: 0.71Donchian Trend: 0.71momentum 120 percentile: 0.52
META
17.15%(was 0.00%)
Entered portfolio (rank #2, weight 17.15%), score: 5.95, (was 6.31, change: -0.36)
momentum 200 percentile: 0.90momentum 120 percentile: 0.90Donchian Trend: 0.43
Removed (3)
LLY
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 6.55 → 5.04 (-1.51)
momentum 200 percentile: 0.81momentum 120 percentile: 0.76momentum 60 percentile: 0.76
AVGO
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 6.75 → 5.40 (-1.35)
momentum 200 percentile: 0.86momentum 120 percentile: 0.81momentum 60 percentile: 0.71
COST
0.00%(was 20.00%)
Removed from portfolio (was rank #5, weight 20.00%), score changed: 6.43 → 4.64 (-1.79)
momentum 200 percentile: 0.62momentum 120 percentile: 0.71volume momentum 60 percentile: 0.86
Holdings With Score Updates (2)
NVDA
17.15%(was 20.00%)
Maintained rank #1, weight: 20.0000% → 17.1525% (-2.8475%, -14.24%), score: 6.94 → 6.94 (-0.00, -0.00%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.57
JPM
17.15%(was 20.00%)
Improved rank: #4 → #3 (+1), weight: 20.0000% → 17.1525% (-2.8475%, -14.24%), score: 6.43 → 6.51 (+0.08, +1.23%)
Donchian Trend: 0.90momentum 200 percentile: 0.57momentum 120 percentile: 0.67