Rebalance — Oct 21, 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 2024-10-21
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
20.00%
7.54
#4
● New
AAPL
20.00%
6.15
#1
● New
MA
20.00%
5.71
#3
● Held
SPY
20.00%
5.99
#5
● Held
META
20.00%
6.23
#2
● Held
Signal Changes
Added (2)
NFLX
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 7.54, (was 5.24, change: +2.30)
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.95
AAPL
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 6.15, (was 5.52, change: +0.63)
Donchian Trend: 0.90momentum 200 percentile: 0.62momentum 120 percentile: 0.90
Removed (2)
LLY
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 6.35 → 4.68 (-1.67)
momentum 200 percentile: 0.86momentum 120 percentile: 0.48Donchian Trend: 0.24
HD
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 5.75 → 4.68 (-1.07)
momentum 120 percentile: 0.71momentum 200 percentile: 0.43Donchian Trend: 0.38
Holdings With Score Updates (3)
MA
20.00%
Maintained rank #3, weight unchanged: 20.0000%, score: 5.79 → 5.71 (-0.08, -1.37%)
Donchian Trend: 0.86momentum 200 percentile: 0.52momentum 120 percentile: 0.43
SPY
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 6.75 → 5.99 (-0.75, -11.18%)
Donchian Trend: 0.81momentum 200 percentile: 0.57momentum 120 percentile: 0.52
META
20.00%
Declined rank: #1 → #2 (1), weight unchanged: 20.0000%, score: 6.11 → 6.23 (+0.12, +1.95%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.81Donchian Trend: 0.43