Rebalance — Oct 20, 2025
weekly rebalance · 5 positions · +1 added, −1 removed, 4 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 2025-10-20
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
SPY
20.00%
6.03
#5
● New
CAT
20.00%
7.42
#4
● Held
GOOGL
20.00%
6.71
#1
● Held
AVGO
20.00%
6.87
#2
● Held
JNJ
20.00%
7.02
#3
● Held
Signal Changes
Added (1)
SPY
20.00%(was 0.00%)
Entered portfolio (rank #5, weight 20.00%), score: 6.03, (was 5.75, change: +0.28)
Donchian Trend: 0.81momentum 200 percentile: 0.48momentum 120 percentile: 0.52
Removed (1)
NVDA
0.00%(was 19.64%)
Removed from portfolio (was rank #1, weight 19.64%), score changed: 6.43 → 5.52 (-0.91)
momentum 200 percentile: 0.81momentum 120 percentile: 0.86Donchian Trend: 0.48
Holdings With Score Updates (4)
CAT
20.00%(was 19.64%)
Improved rank: #5 → #4 (+1), weight: 19.6420% → 20.0000% (+0.3580%, +1.82%), score: 7.70 → 7.42 (-0.28, -3.61%)
momentum 200 percentile: 0.90Donchian Trend: 0.76momentum 120 percentile: 0.90
GOOGL
20.00%(was 19.64%)
Improved rank: #2 → #1 (+1), weight: 19.6420% → 20.0000% (+0.3580%, +1.82%), score: 5.99 → 6.71 (+0.71, +11.92%)
Donchian Trend: 0.95momentum 200 percentile: 0.76momentum 120 percentile: 0.81
AVGO
20.00%(was 19.64%)
Improved rank: #3 → #2 (+1), weight: 19.6420% → 20.0000% (+0.3580%, +1.82%), score: 7.58 → 6.87 (-0.71, -9.42%)
momentum 200 percentile: 0.95momentum 120 percentile: 0.95Donchian Trend: 0.62
JNJ
20.00%(was 19.64%)
Improved rank: #4 → #3 (+1), weight: 19.6420% → 20.0000% (+0.3580%, +1.82%), score: 6.90 → 7.02 (+0.12, +1.72%)
Donchian Trend: 0.90momentum 200 percentile: 0.71momentum 120 percentile: 0.67