Rebalance — Nov 11, 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 2024-11-11
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%
5.75
#3
● New
SPY
20.00%
5.83
#5
● New
META
20.00%
5.95
#1
● New
NFLX
20.00%
7.54
#4
● Held
JPM
20.00%
6.07
#2
● Held
Signal Changes
Added (3)
MA
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 5.75, (was 5.28, change: +0.48)
Donchian Trend: 0.76momentum 200 percentile: 0.52momentum 120 percentile: 0.57
SPY
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 5.83, (was 5.00, change: +0.83)
Donchian Trend: 0.90momentum 200 percentile: 0.57momentum 120 percentile: 0.48
META
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 5.95, (was 5.24, change: +0.71)
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.48
Removed (3)
AMZN
0.00%(was 20.00%)
Removed from portfolio (was rank #1, weight 20.00%), score changed: 5.40 → 5.40 (+0.00)
momentum 200 percentile: 0.67Donchian Trend: 0.67momentum 120 percentile: 0.52
COST
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 5.95 → 5.32 (-0.63)
momentum 200 percentile: 0.81Donchian Trend: 0.43momentum 120 percentile: 0.62
WMT
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 5.79 → 4.48 (-1.31)
momentum 120 percentile: 0.95Donchian Trend: 0.38inv volatility 60 percentile: 0.86
Holdings With Score Updates (2)
NFLX
20.00%
Improved rank: #5 → #4 (+1), weight unchanged: 20.0000%, score: 7.42 → 7.54 (+0.12, +1.60%)
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.86
JPM
20.00%
Maintained rank #2, weight unchanged: 20.0000%, score: 5.79 → 6.07 (+0.28, +4.79%)
momentum 200 percentile: 0.86Donchian Trend: 0.57momentum 120 percentile: 0.76