Rebalance — Sep 30, 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 2024-09-30
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
AAPL
10.95%
5.71
#1
● New
NFLX
10.95%
5.67
#4
● Held
SPY
10.95%
6.31
#5
● Held
META
10.95%
6.43
#2
● Held
HD
10.95%
6.35
#3
● Held
Signal Changes
Added (1)
AAPL
10.95%(was 0.00%)
Entered portfolio (rank #1, weight 10.95%), score: 5.71, (was 4.44, change: +1.27)
Donchian Trend: 0.86momentum 120 percentile: 0.95momentum 200 percentile: 0.48
Removed (1)
COST
0.00%(was 10.96%)
Removed from portfolio (was rank #2, weight 10.96%), score changed: 7.30 → 5.40 (-1.90)
momentum 200 percentile: 0.76momentum 120 percentile: 0.81volume momentum 60 percentile: 0.81
Holdings With Score Updates (4)
NFLX
10.95%(was 10.96%)
Maintained rank #4, weight unchanged: 10.9494%, score: 5.79 → 5.67 (-0.12, -2.05%)
momentum 200 percentile: 0.90Donchian Trend: 0.52momentum 120 percentile: 0.71
SPY
10.95%(was 10.96%)
Maintained rank #5, weight unchanged: 10.9494%, score: 5.91 → 6.31 (+0.40, +6.71%)
Donchian Trend: 0.90momentum 200 percentile: 0.57momentum 120 percentile: 0.57
META
10.95%(was 10.96%)
Declined rank: #1 → #2 (1), weight unchanged: 10.9494%, score: 6.27 → 6.43 (+0.16, +2.53%)
momentum 200 percentile: 0.95Donchian Trend: 0.81momentum 120 percentile: 0.62
HD
10.95%(was 10.96%)
Maintained rank #3, weight unchanged: 10.9494%, score: 5.83 → 6.35 (+0.52, +8.84%)
Donchian Trend: 0.95momentum 200 percentile: 0.52momentum 120 percentile: 0.67