Rebalance — Sep 16, 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 2024-09-16
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
10.99%
5.87
#4
● New
SPY
10.99%
5.99
#5
● New
META
10.99%
6.15
#1
● New
MA
10.99%
6.23
#2
● Held
COST
10.99%
6.79
#3
● Held
Signal Changes
Added (3)
NFLX
10.99%(was 0.00%)
Entered portfolio (rank #4, weight 10.99%), score: 5.87, (was 5.67, change: +0.20)
momentum 200 percentile: 0.81Donchian Trend: 0.71momentum 120 percentile: 0.71
SPY
10.99%(was 0.00%)
Entered portfolio (rank #5, weight 10.99%), score: 5.99, (was 5.00, change: +0.99)
Donchian Trend: 0.86momentum 200 percentile: 0.62momentum 120 percentile: 0.67
META
10.99%(was 0.00%)
Entered portfolio (rank #1, weight 10.99%), score: 6.15, (was 4.17, change: +1.98)
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.52
Removed (3)
LLY
0.00%(was 8.01%)
Removed from portfolio (was rank #1, weight 8.01%), score changed: 5.83 → 5.56 (-0.28)
momentum 200 percentile: 0.90momentum 120 percentile: 0.76Donchian Trend: 0.33
JPM
0.00%(was 8.01%)
Removed from portfolio (was rank #2, weight 8.01%), score changed: 6.07 → 4.48 (-1.59)
momentum 200 percentile: 0.71momentum 120 percentile: 0.57Donchian Trend: 0.24
V
0.00%(was 8.01%)
Removed from portfolio (was rank #3, weight 8.01%), score changed: 5.71 → 5.83 (+0.12)
Donchian Trend: 0.90momentum 200 percentile: 0.43inv volatility 60 percentile: 0.86
Holdings With Score Updates (2)
MA
10.99%(was 8.01%)
Improved rank: #4 → #2 (+2), weight: 8.0075% → 10.9880% (+2.9805%, +37.22%), score: 6.59 → 6.23 (-0.36, -5.42%)
Donchian Trend: 0.95momentum 200 percentile: 0.52momentum 120 percentile: 0.43
COST
10.99%(was 8.01%)
Improved rank: #5 → #3 (+2), weight: 8.0075% → 10.9880% (+2.9805%, +37.22%), score: 7.62 → 6.79 (-0.83, -10.94%)
momentum 200 percentile: 0.86Donchian Trend: 0.62momentum 120 percentile: 0.86