Rebalance — Dec 02, 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 2024-12-02
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
AAPL
20.00%
5.79
#1
● New
SPY
20.00%
5.71
#5
● New
NFLX
20.00%
7.22
#4
● Held
JPM
20.00%
5.56
#2
● Held
COST
20.00%
6.51
#3
● Held
Signal Changes
Added (2)
AAPL
20.00%(was 0.00%)
Entered portfolio (rank #1, weight 20.00%), score: 5.79, (was 5.75, change: +0.04)
momentum 200 percentile: 0.81Donchian Trend: 0.81momentum 120 percentile: 0.57
SPY
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 5.71, (was 5.91, change: -0.20)
Donchian Trend: 0.90momentum 200 percentile: 0.62inv volatility 60 percentile: 0.95
Removed (2)
CAT
0.00%(was 20.00%)
Removed from portfolio (was rank #4, weight 20.00%), score changed: 5.99 → 5.00 (-0.99)
momentum 200 percentile: 0.76momentum 120 percentile: 0.76Donchian Trend: 0.33
HD
0.00%(was 20.00%)
Removed from portfolio (was rank #3, weight 20.00%), score changed: 6.94 → 5.20 (-1.75)
momentum 120 percentile: 0.86momentum 200 percentile: 0.52Donchian Trend: 0.38
Holdings With Score Updates (3)
NFLX
20.00%
Improved rank: #5 → #4 (+1), weight unchanged: 20.0000%, score: 6.35 → 7.22 (+0.87, +13.75%)
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.90
JPM
20.00%
Declined rank: #1 → #2 (1), weight unchanged: 20.0000%, score: 6.79 → 5.56 (-1.23, -18.13%)
momentum 200 percentile: 0.90momentum 120 percentile: 0.81Donchian Trend: 0.29
COST
20.00%
Declined rank: #2 → #3 (1), weight unchanged: 20.0000%, score: 5.99 → 6.51 (+0.52, +8.61%)
Donchian Trend: 0.95momentum 200 percentile: 0.86momentum 120 percentile: 0.48