Rebalance — Nov 25, 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 2024-11-25
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
CAT
20.00%
5.99
#4
● New
COST
20.00%
5.99
#2
● New
NFLX
20.00%
6.35
#5
● Held
JPM
20.00%
6.79
#1
● Held
HD
20.00%
6.94
#3
● Held
Signal Changes
Added (2)
CAT
20.00%(was 0.00%)
Entered portfolio (rank #4, weight 20.00%), score: 5.99, (was 4.09, change: +1.90)
momentum 200 percentile: 0.81Donchian Trend: 0.71momentum 120 percentile: 0.76
COST
20.00%(was 0.00%)
Entered portfolio (rank #2, weight 20.00%), score: 5.99, (was 5.40, change: +0.60)
momentum 200 percentile: 0.86Donchian Trend: 0.62momentum 120 percentile: 0.57
Removed (2)
MA
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 5.63 → 5.48 (-0.16)
Donchian Trend: 0.67momentum 200 percentile: 0.43momentum 120 percentile: 0.62
AAPL
0.00%(was 20.00%)
Removed from portfolio (was rank #1, weight 20.00%), score changed: 5.44 → 5.75 (+0.32)
Donchian Trend: 0.81momentum 200 percentile: 0.76momentum 120 percentile: 0.67
Holdings With Score Updates (3)
NFLX
20.00%
Maintained rank #5, weight unchanged: 20.0000%, score: 7.70 → 6.35 (-1.35, -17.53%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.90Donchian Trend: 0.43
JPM
20.00%
Improved rank: #2 → #1 (+1), weight unchanged: 20.0000%, score: 7.26 → 6.79 (-0.48, -6.56%)
momentum 200 percentile: 0.90Donchian Trend: 0.76momentum 120 percentile: 0.81
HD
20.00%
Improved rank: #4 → #3 (+1), weight unchanged: 20.0000%, score: 5.91 → 6.94 (+1.03, +17.45%)
Donchian Trend: 0.90momentum 200 percentile: 0.62momentum 120 percentile: 0.86