Rebalance — Sep 09, 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 2024-09-09
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
MA
8.01%
6.59
#4
● New
V
8.01%
5.71
#3
● New
LLY
8.01%
5.83
#1
● Held
JPM
8.01%
6.07
#2
● Held
COST
8.01%
7.62
#5
● Held
Signal Changes
Added (2)
MA
8.01%(was 0.00%)
Entered portfolio (rank #4, weight 8.01%), score: 6.59, (was 4.48, change: +2.10)
Donchian Trend: 0.95momentum 200 percentile: 0.67momentum 120 percentile: 0.48
V
8.01%(was 0.00%)
Entered portfolio (rank #3, weight 8.01%), score: 5.71, (was 3.17, change: +2.54)
Donchian Trend: 0.90momentum 200 percentile: 0.43volume momentum 60 percentile: 0.86
Removed (2)
AAPL
0.00%(was 7.93%)
Removed from portfolio (was rank #1, weight 7.93%), score changed: 6.03 → 4.84 (-1.19)
momentum 120 percentile: 0.95momentum 200 percentile: 0.48Donchian Trend: 0.48
SPY
0.00%(was 7.93%)
Removed from portfolio (was rank #5, weight 7.93%), score changed: 5.79 → 5.00 (-0.79)
momentum 200 percentile: 0.62Donchian Trend: 0.52momentum 120 percentile: 0.62
Holdings With Score Updates (3)
LLY
8.01%(was 7.93%)
Improved rank: #2 → #1 (+1), weight: 7.9277% → 8.0075% (+0.0799%, +1.01%), score: 6.47 → 5.83 (-0.63, -9.82%)
momentum 200 percentile: 0.90momentum 120 percentile: 0.76Donchian Trend: 0.43
JPM
8.01%(was 7.93%)
Improved rank: #3 → #2 (+1), weight: 7.9277% → 8.0075% (+0.0799%, +1.01%), score: 6.47 → 6.07 (-0.40, -6.13%)
momentum 200 percentile: 0.76Donchian Trend: 0.67momentum 120 percentile: 0.71
COST
8.01%(was 7.93%)
Declined rank: #4 → #5 (1), weight: 7.9277% → 8.0075% (+0.0799%, +1.01%), score: 7.10 → 7.62 (+0.52, +7.26%)
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.86