Rebalance — Mar 02, 2020
weekly rebalance · 0 positions · +0 added, −4 removed, 0 adjusted
⚠️ This page displays hypothetical research models for educational purposes only. It does not represent an investable portfolio, managed account, or recommended strategy.
Portfolio moved to cash
All previous positions were removed on this rebalance, leaving 0 active holdings.
Main exit reason: Passed all filters
Composition on 2020-03-02
Allocations shown represent internal research model outputs used to demonstrate analytical behavior. They are illustrative only and not designed for replication, trading, or implementation.
No active positions after this rebalance
The model target allocation is 100% cash until the filters allow new positions again.
Signal Changes
Added (0)
None
Removed (4)
BNB/USDT
0.00%(was 11.25%)
Exit reason: Passed all filters
volume momentum 20 percentile: 0.57Donchian Trend: 0.43Inv. Vol. 30: 0.71
BTC/USDT
0.00%(was 11.25%)
Exit reason: Passed all filters
Donchian Trend: 0.57Inv. Vol. 30: 0.86volume momentum 20 percentile: 0.43
ETH/USDT
0.00%(was 11.25%)
Exit reason: Passed all filters
Donchian Trend: 0.71volume momentum 20 percentile: 0.71momentum 21 percentile: 0.71
LINK/USDT
0.00%(was 11.25%)
Exit reason: Passed all filters
Donchian Trend: 0.86volume momentum 20 percentile: 0.86Momentum 7d: 0.86