Rebalance — Sep 23, 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 2024-09-23
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
HD
10.96%
5.83
#3
● New
NFLX
10.96%
5.79
#4
● Held
SPY
10.96%
5.91
#5
● Held
META
10.96%
6.27
#1
● Held
COST
10.96%
7.30
#2
● Held
Signal Changes
Added (1)
HD
10.96%(was 0.00%)
Entered portfolio (rank #3, weight 10.96%), score: 5.83, (was 5.12, change: +0.71)
Donchian Trend: 0.95momentum 200 percentile: 0.48momentum 120 percentile: 0.57
Removed (1)
MA
0.00%(was 10.99%)
Removed from portfolio (was rank #2, weight 10.99%), score changed: 6.23 → 5.36 (-0.87)
Donchian Trend: 0.67momentum 200 percentile: 0.52inv volatility 60 percentile: 0.81
Holdings With Score Updates (4)
NFLX
10.96%(was 10.99%)
Maintained rank #4, weight: 10.9880% → 10.9581% (-0.0299%, -0.27%), score: 5.87 → 5.79 (-0.08, -1.35%)
momentum 200 percentile: 0.86Donchian Trend: 0.62momentum 120 percentile: 0.71
SPY
10.96%(was 10.99%)
Maintained rank #5, weight: 10.9880% → 10.9581% (-0.0299%, -0.27%), score: 5.99 → 5.91 (-0.08, -1.32%)
Donchian Trend: 0.76momentum 200 percentile: 0.62momentum 120 percentile: 0.62
META
10.96%(was 10.99%)
Maintained rank #1, weight: 10.9880% → 10.9581% (-0.0299%, -0.27%), score: 6.15 → 6.27 (+0.12, +1.94%)
momentum 200 percentile: 0.95Donchian Trend: 0.71momentum 120 percentile: 0.67
COST
10.96%(was 10.99%)
Improved rank: #3 → #2 (+1), weight: 10.9880% → 10.9581% (-0.0299%, -0.27%), score: 6.79 → 7.30 (+0.52, +7.60%)
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 120 percentile: 0.86