Rebalance — Aug 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 2024-08-26
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
SPY
7.93%
5.79
#5
● New
LLY
7.93%
6.47
#2
● Held
AAPL
7.93%
6.03
#1
● Held
JPM
7.93%
6.47
#3
● Held
COST
7.93%
7.10
#4
● Held
Signal Changes
Added (1)
SPY
7.93%(was 0.00%)
Entered portfolio (rank #5, weight 7.93%), score: 5.79, (was 5.67, change: +0.12)
Donchian Trend: 0.81momentum 200 percentile: 0.67momentum 120 percentile: 0.52
Removed (1)
NFLX
0.00%(was 7.89%)
Removed from portfolio (was rank #5, weight 7.89%), score changed: 6.83 → 5.44 (-1.39)
momentum 200 percentile: 0.86Donchian Trend: 0.48momentum 120 percentile: 0.62
Holdings With Score Updates (4)
LLY
7.93%(was 7.89%)
Maintained rank #2, weight: 7.8876% → 7.9277% (+0.0400%, +0.51%), score: 6.59 → 6.47 (-0.12, -1.81%)
momentum 200 percentile: 0.90Donchian Trend: 0.62momentum 120 percentile: 0.76
AAPL
7.93%(was 7.89%)
Maintained rank #1, weight: 7.8876% → 7.9277% (+0.0400%, +0.51%), score: 6.35 → 6.03 (-0.32, -5.00%)
Donchian Trend: 0.67momentum 120 percentile: 0.95momentum 200 percentile: 0.52
JPM
7.93%(was 7.89%)
Maintained rank #3, weight: 7.8876% → 7.9277% (+0.0400%, +0.51%), score: 6.75 → 6.47 (-0.28, -4.12%)
Donchian Trend: 0.90momentum 200 percentile: 0.76momentum 120 percentile: 0.67
COST
7.93%(was 7.89%)
Maintained rank #4, weight: 7.8876% → 7.9277% (+0.0400%, +0.51%), score: 6.55 → 7.10 (+0.56, +8.48%)
Donchian Trend: 0.95momentum 200 percentile: 0.81momentum 120 percentile: 0.71