Rebalance — Jun 10, 2024
weekly rebalance · 0 positions · +0 added, −5 removed, 0 adjusted
⚠️ This page displays hypothetical research models for educational purposes only. It does not represent an investable portfolio, managed account, or recommended strategy.
Portfolio moved to cash
All previous positions were removed on this rebalance, leaving 0 active holdings.
Main exit reason: Passed all filters
Composition on 2024-06-10
Allocations shown represent internal research model outputs used to demonstrate analytical behavior. They are illustrative only and not designed for replication, trading, or implementation.
No active positions after this rebalance
The model target allocation is 100% cash until the filters allow new positions again.
Signal Changes
Added (0)
None
Removed (5)
NVDA
0.00%(was 18.74%)
Exit reason: Passed all filters
volume momentum 60 percentile: 0.57momentum 60 percentile: 0.00momentum 120 percentile: 0.00
META
0.00%(was 18.74%)
Exit reason: Passed all filters
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.90
JPM
0.00%(was 18.74%)
Exit reason: Passed all filters
momentum 200 percentile: 0.67Donchian Trend: 0.52momentum 120 percentile: 0.62
LLY
0.00%(was 18.74%)
Exit reason: Passed all filters
momentum 200 percentile: 0.81Donchian Trend: 0.81momentum 120 percentile: 0.95
COST
0.00%(was 18.74%)
Exit reason: Passed all filters
Donchian Trend: 0.95momentum 200 percentile: 0.86momentum 120 percentile: 0.76