QuantcortexResearch

Rebalance — Feb 17, 2020

weekly rebalance · 4 positions · +0 added, 0 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.
2020-02-102020-02-24

Composition on 2020-02-17

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
ADA/USDT
11.37%
3.45
#4
Held
BNB/USDT
11.37%
3.64
#2
Held
LINK/USDT
11.37%
5.33
#3
Held
ETH/USDT
11.37%
4.81
#1
Held

Signal Changes

Added (0)

None

Removed (0)

None

Holdings With Score Updates (4)

ADA/USDT
11.37%(was 13.77%)
Maintained rank #4, weight: 13.7692% → 11.3717% (-2.3975%, -17.41%), score: 4.29 → 3.45 (-0.83, -19.44%)
volume momentum 20 percentile: 0.71momentum 21 percentile: 0.43Mean Reversion 20: 0.71
BNB/USDT
11.37%(was 13.77%)
Maintained rank #2, weight: 13.7692% → 11.3717% (-2.3975%, -17.41%), score: 5.57 → 3.64 (-1.93, -34.62%)
Donchian Trend: 0.57volume momentum 20 percentile: 0.57momentum 21 percentile: 0.57
LINK/USDT
11.37%(was 13.77%)
Maintained rank #3, weight: 13.7692% → 11.3717% (-2.3975%, -17.41%), score: 4.31 → 5.33 (+1.02, +23.76%)
volume momentum 20 percentile: 0.86Donchian Trend: 0.71Momentum 7d: 0.86
ETH/USDT
11.37%(was 13.77%)
Maintained rank #1, weight: 13.7692% → 11.3717% (-2.3975%, -17.41%), score: 3.69 → 4.81 (+1.12, +30.32%)
Donchian Trend: 0.86Momentum 7d: 0.71momentum 21 percentile: 0.71