Rebalance — Feb 24, 2020
weekly rebalance · 4 positions · +1 added, −1 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 2020-02-24
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
BTC/USDT
11.25%
4.52
#1
● New
BNB/USDT
11.25%
3.60
#3
● Held
LINK/USDT
11.25%
4.05
#4
● Held
ETH/USDT
11.25%
4.57
#2
● Held
Signal Changes
Added (1)
BTC/USDT
11.25%(was 0.00%)
Entered portfolio (rank #1, weight 11.25%), score: 4.52, (was 3.05, change: +1.48)
Donchian Trend: 0.71Momentum 7d: 0.57Inv. Vol. 30: 0.86
Removed (1)
ADA/USDT
0.00%(was 11.37%)
Removed from portfolio (was rank #4, weight 11.37%), score changed: 3.45 → 2.79 (-0.67)
Donchian Trend: 0.43Mean Reversion 20: 0.71volume momentum 20 percentile: 0.29
Holdings With Score Updates (3)
BNB/USDT
11.25%(was 11.37%)
Declined rank: #2 → #3 (1), weight: 11.3717% → 11.2461% (-0.1256%, -1.10%), score: 3.64 → 3.60 (-0.05, -1.31%)
volume momentum 20 percentile: 0.71momentum 21 percentile: 0.57Inv. Vol. 30: 0.71
LINK/USDT
11.25%(was 11.37%)
Declined rank: #3 → #4 (1), weight: 11.3717% → 11.2461% (-0.1256%, -1.10%), score: 5.33 → 4.05 (-1.29, -24.11%)
volume momentum 20 percentile: 0.86momentum 21 percentile: 0.86Donchian Trend: 0.57
ETH/USDT
11.25%(was 11.37%)
Declined rank: #1 → #2 (1), weight: 11.3717% → 11.2461% (-0.1256%, -1.10%), score: 4.81 → 4.57 (-0.24, -4.95%)
Donchian Trend: 0.86momentum 21 percentile: 0.71volume momentum 20 percentile: 0.57