Rebalance — Oct 07, 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 2024-10-07
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
LLY
10.93%
5.71
#2
● New
CAT
10.93%
6.19
#4
● New
HD
10.93%
6.11
#3
● Held
SPY
10.93%
5.99
#5
● Held
META
10.93%
6.71
#1
● Held
Signal Changes
Added (2)
LLY
10.93%(was 0.00%)
Entered portfolio (rank #2, weight 10.93%), score: 5.71, (was 4.80, change: +0.91)
momentum 200 percentile: 0.90Donchian Trend: 0.52momentum 120 percentile: 0.71
CAT
10.93%(was 0.00%)
Entered portfolio (rank #4, weight 10.93%), score: 6.19, (was 5.60, change: +0.60)
Donchian Trend: 0.90momentum 200 percentile: 0.81momentum 60 percentile: 0.95
Removed (2)
NFLX
0.00%(was 10.95%)
Removed from portfolio (was rank #4, weight 10.95%), score changed: 5.67 → 5.71 (+0.04)
momentum 200 percentile: 0.86Donchian Trend: 0.62momentum 120 percentile: 0.57
AAPL
0.00%(was 10.95%)
Removed from portfolio (was rank #1, weight 10.95%), score changed: 5.71 → 3.69 (-2.02)
momentum 120 percentile: 0.90momentum 200 percentile: 0.38Donchian Trend: 0.29
Holdings With Score Updates (3)
HD
10.93%(was 10.95%)
Maintained rank #3, weight: 10.9494% → 10.9335% (-0.0158%, -0.14%), score: 6.35 → 6.11 (-0.24, -3.75%)
Donchian Trend: 0.86momentum 120 percentile: 0.76momentum 200 percentile: 0.48
SPY
10.93%(was 10.95%)
Maintained rank #5, weight: 10.9494% → 10.9335% (-0.0158%, -0.14%), score: 6.31 → 5.99 (-0.32, -5.03%)
Donchian Trend: 0.76momentum 200 percentile: 0.62momentum 120 percentile: 0.52
META
10.93%(was 10.95%)
Improved rank: #2 → #1 (+1), weight: 10.9494% → 10.9335% (-0.0158%, -0.14%), score: 6.43 → 6.71 (+0.28, +4.32%)
momentum 200 percentile: 0.95Donchian Trend: 0.81momentum 120 percentile: 0.67