Rebalance — Nov 04, 2024
weekly rebalance · 5 positions · +3 added, −3 removed, 2 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 2024-11-04
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
AMZN
20.00%
5.40
#1
● New
COST
20.00%
5.95
#4
● New
WMT
20.00%
5.79
#3
● New
NFLX
20.00%
7.42
#5
● Held
JPM
20.00%
5.79
#2
● Held
Signal Changes
Added (3)
AMZN
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 5.40, (was 4.05, change: +1.35)
Donchian Trend: 0.90momentum 200 percentile: 0.67momentum 60 percentile: 0.81
COST
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 5.95, (was 5.00, change: +0.95)
momentum 200 percentile: 0.71Donchian Trend: 0.71momentum 120 percentile: 0.71
WMT
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 5.79, (was 5.67, change: +0.12)
Donchian Trend: 0.81momentum 120 percentile: 0.95momentum 60 percentile: 0.90
Removed (3)
AAPL
0.00%(was 20.00%)
Removed from portfolio (was rank #1, weight 20.00%), score changed: 6.11 → 4.01 (-2.10)
momentum 120 percentile: 0.81momentum 200 percentile: 0.52Donchian Trend: 0.24
SPY
0.00%(was 20.00%)
Removed from portfolio (was rank #5, weight 20.00%), score changed: 6.27 → 5.00 (-1.27)
momentum 200 percentile: 0.57Donchian Trend: 0.43momentum 120 percentile: 0.57
META
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 6.43 → 5.24 (-1.19)
momentum 200 percentile: 0.90momentum 120 percentile: 0.86Donchian Trend: 0.29
Holdings With Score Updates (2)
NFLX
20.00%
Declined rank: #4 → #5 (1), weight unchanged: 20.0000%, score: 6.83 → 7.42 (+0.60, +8.72%)
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.90
JPM
20.00%
Improved rank: #3 → #2 (+1), weight unchanged: 20.0000%, score: 6.79 → 5.79 (-0.99, -14.62%)
momentum 200 percentile: 0.81Donchian Trend: 0.67momentum 120 percentile: 0.62