Rebalance — Apr 01, 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 2024-04-01
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
CAT
17.26%
6.07
#5
● New
AVGO
17.26%
5.95
#3
● New
JPM
17.26%
6.55
#4
● New
NVDA
17.26%
6.59
#1
● Held
META
17.26%
5.79
#2
● Held
Signal Changes
Added (3)
CAT
17.26%(was 0.00%)
Entered portfolio (rank #5, weight 17.26%), score: 6.07, (was 5.36, change: +0.71)
Donchian Trend: 0.81momentum 200 percentile: 0.76momentum 120 percentile: 0.67
AVGO
17.26%(was 0.00%)
Entered portfolio (rank #3, weight 17.26%), score: 5.95, (was 5.63, change: +0.32)
momentum 200 percentile: 0.81momentum 120 percentile: 0.86Donchian Trend: 0.57
JPM
17.26%(was 0.00%)
Entered portfolio (rank #4, weight 17.26%), score: 6.55, (was 5.08, change: +1.47)
Donchian Trend: 0.86momentum 200 percentile: 0.62momentum 120 percentile: 0.71
Removed (3)
LLY
0.00%(was 17.45%)
Removed from portfolio (was rank #4, weight 17.45%), score changed: 6.43 → 5.40 (-1.03)
momentum 200 percentile: 0.86momentum 120 percentile: 0.62Donchian Trend: 0.33
AMZN
0.00%(was 17.45%)
Removed from portfolio (was rank #2, weight 17.45%), score changed: 5.91 → 5.75 (-0.16)
momentum 200 percentile: 0.71Donchian Trend: 0.71momentum 120 percentile: 0.76
NFLX
0.00%(was 17.45%)
Removed from portfolio (was rank #5, weight 17.45%), score changed: 6.71 → 5.48 (-1.23)
momentum 200 percentile: 0.67momentum 120 percentile: 0.90Donchian Trend: 0.48
Holdings With Score Updates (2)
NVDA
17.26%(was 17.45%)
Maintained rank #1, weight: 17.4526% → 17.2565% (-0.1960%, -1.12%), score: 7.90 → 6.59 (-1.31, -16.58%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.43
META
17.26%(was 17.45%)
Improved rank: #3 → #2 (+1), weight: 17.4526% → 17.2565% (-0.1960%, -1.12%), score: 6.11 → 5.79 (-0.32, -5.19%)
momentum 200 percentile: 0.90momentum 120 percentile: 0.81Donchian Trend: 0.38