Rebalance — Oct 14, 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 2024-10-14
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
20.00%
5.79
#3
● New
LLY
20.00%
6.35
#2
● Held
HD
20.00%
5.75
#4
● Held
SPY
20.00%
6.75
#5
● Held
META
20.00%
6.11
#1
● Held
Signal Changes
Added (1)
MA
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 5.79, (was 5.00, change: +0.79)
Donchian Trend: 0.90momentum 200 percentile: 0.48momentum 120 percentile: 0.48
Removed (1)
CAT
0.00%(was 10.93%)
Removed from portfolio (was rank #4, weight 10.93%), score changed: 6.19 → 4.76 (-1.43)
momentum 200 percentile: 0.76Donchian Trend: 0.52momentum 120 percentile: 0.43
Holdings With Score Updates (4)
LLY
20.00%(was 10.93%)
Maintained rank #2, weight: 10.9335% → 20.0000% (+9.0665%, +82.92%), score: 5.71 → 6.35 (+0.63, +11.11%)
momentum 200 percentile: 0.90momentum 120 percentile: 0.86Donchian Trend: 0.57
HD
20.00%(was 10.93%)
Declined rank: #3 → #4 (1), weight: 10.9335% → 20.0000% (+9.0665%, +82.92%), score: 6.11 → 5.75 (-0.36, -5.84%)
Donchian Trend: 0.76momentum 120 percentile: 0.67momentum 200 percentile: 0.43
SPY
20.00%(was 10.93%)
Maintained rank #5, weight: 10.9335% → 20.0000% (+9.0665%, +82.92%), score: 5.99 → 6.75 (+0.75, +12.58%)
Donchian Trend: 0.95momentum 200 percentile: 0.67momentum 120 percentile: 0.57
META
20.00%(was 10.93%)
Maintained rank #1, weight: 10.9335% → 20.0000% (+9.0665%, +82.92%), score: 6.71 → 6.11 (-0.60, -8.88%)
momentum 200 percentile: 0.95Donchian Trend: 0.62momentum 120 percentile: 0.62