Rebalance — Aug 19, 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 2024-08-19
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
7.89%
6.83
#5
● New
AAPL
7.89%
6.35
#1
● New
LLY
7.89%
6.59
#2
● Held
JPM
7.89%
6.75
#3
● Held
COST
7.89%
6.55
#4
● Held
Signal Changes
Added (2)
NFLX
7.89%(was 0.00%)
Entered portfolio (rank #5, weight 7.89%), score: 6.83, (was 5.40, change: +1.43)
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.67
AAPL
7.89%(was 0.00%)
Entered portfolio (rank #1, weight 7.89%), score: 6.35, (was 4.76, change: +1.59)
Donchian Trend: 0.81momentum 120 percentile: 0.90momentum 200 percentile: 0.52
Removed (2)
NVDA
0.00%(was 18.74%)
Removed from portfolio (was rank #1, weight 18.74%), score changed: 7.66 → 1.27 (-6.39)
volume momentum 60 percentile: 0.95Donchian Trend: 0.10momentum 200 percentile: 0.05
META
0.00%(was 18.74%)
Removed from portfolio (was rank #2, weight 18.74%), score changed: 5.75 → 6.03 (+0.28)
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.48
Holdings With Score Updates (3)
LLY
7.89%(was 18.74%)
Improved rank: #3 → #2 (+1), weight: 18.7447% → 7.8876% (-10.8571%, -57.92%), score: 6.23 → 6.59 (+0.36, +5.73%)
momentum 200 percentile: 0.86Donchian Trend: 0.62momentum 120 percentile: 0.86
JPM
7.89%(was 18.74%)
Improved rank: #4 → #3 (+1), weight: 18.7447% → 7.8876% (-10.8571%, -57.92%), score: 5.79 → 6.75 (+0.95, +16.44%)
Donchian Trend: 0.90momentum 200 percentile: 0.76momentum 120 percentile: 0.76
COST
7.89%(was 18.74%)
Improved rank: #5 → #4 (+1), weight: 18.7447% → 7.8876% (-10.8571%, -57.92%), score: 6.11 → 6.55 (+0.44, +7.14%)
momentum 200 percentile: 0.81Donchian Trend: 0.71momentum 120 percentile: 0.71