Rebalance — Dec 09, 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 2024-12-09
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%
6.79
#2
● New
META
20.00%
6.03
#3
● New
NFLX
20.00%
7.38
#5
● Held
AAPL
20.00%
6.59
#1
● Held
COST
20.00%
6.39
#4
● Held
Signal Changes
Added (2)
AMZN
20.00%(was 0.00%)
Entered portfolio (rank #2, weight 20.00%), score: 6.79, (was 5.08, change: +1.71)
Donchian Trend: 0.90momentum 200 percentile: 0.76momentum 120 percentile: 0.81
META
20.00%(was 0.00%)
Entered portfolio (rank #3, weight 20.00%), score: 6.03, (was 5.52, change: +0.52)
momentum 200 percentile: 0.71Donchian Trend: 0.71momentum 120 percentile: 0.76
Removed (2)
SPY
0.00%(was 20.00%)
Removed from portfolio (was rank #5, weight 20.00%), score changed: 5.71 → 4.96 (-0.75)
Donchian Trend: 0.67momentum 200 percentile: 0.57inv volatility 60 percentile: 0.95
JPM
0.00%(was 20.00%)
Removed from portfolio (was rank #2, weight 20.00%), score changed: 5.56 → 5.52 (-0.04)
momentum 200 percentile: 0.81momentum 120 percentile: 0.86Donchian Trend: 0.33
Holdings With Score Updates (3)
NFLX
20.00%
Declined rank: #4 → #5 (1), weight unchanged: 20.0000%, score: 7.22 → 7.38 (+0.16, +2.20%)
momentum 200 percentile: 0.95Donchian Trend: 0.76momentum 120 percentile: 0.90
AAPL
20.00%
Maintained rank #1, weight unchanged: 20.0000%, score: 5.79 → 6.59 (+0.79, +13.70%)
Donchian Trend: 0.95momentum 200 percentile: 0.90momentum 120 percentile: 0.52
COST
20.00%
Declined rank: #3 → #4 (1), weight unchanged: 20.0000%, score: 6.51 → 6.39 (-0.12, -1.83%)
momentum 200 percentile: 0.86Donchian Trend: 0.81momentum 120 percentile: 0.48