Rebalance — Jan 12, 2026
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 2026-01-12
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
JNJ
18.60%
6.19
#2
● New
CAT
18.60%
6.94
#4
● Held
GOOGL
18.60%
7.46
#1
● Held
SPY
18.60%
5.87
#5
● Held
WMT
18.60%
6.79
#3
● Held
Signal Changes
Added (1)
JNJ
18.60%(was 0.00%)
Entered portfolio (rank #2, weight 18.60%), score: 6.19, (was 5.40, change: +0.79)
Donchian Trend: 0.71momentum 200 percentile: 0.67momentum 120 percentile: 0.76
Removed (1)
JPM
0.00%(was 17.46%)
Removed from portfolio (was rank #2, weight 17.46%), score changed: 6.63 → 4.80 (-1.83)
momentum 200 percentile: 0.62Donchian Trend: 0.43momentum 120 percentile: 0.52
Holdings With Score Updates (4)
CAT
18.60%(was 17.46%)
Maintained rank #4, weight: 17.4642% → 18.6014% (+1.1372%, +6.51%), score: 6.90 → 6.94 (+0.04, +0.57%)
Donchian Trend: 0.95momentum 200 percentile: 0.86momentum 120 percentile: 0.90
GOOGL
18.60%(was 17.46%)
Maintained rank #1, weight: 17.4642% → 18.6014% (+1.1372%, +6.51%), score: 6.94 → 7.46 (+0.52, +7.43%)
momentum 200 percentile: 0.95Donchian Trend: 0.86momentum 120 percentile: 0.95
SPY
18.60%(was 17.46%)
Maintained rank #5, weight: 17.4642% → 18.6014% (+1.1372%, +6.51%), score: 5.67 → 5.87 (+0.20, +3.50%)
Donchian Trend: 0.90momentum 200 percentile: 0.48inv volatility 60 percentile: 0.95
WMT
18.60%(was 17.46%)
Maintained rank #3, weight: 17.4642% → 18.6014% (+1.1372%, +6.51%), score: 5.83 → 6.79 (+0.95, +16.33%)
Donchian Trend: 0.81momentum 200 percentile: 0.76momentum 120 percentile: 0.71