Rebalance — May 04, 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 2020-05-04
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
23.49%
5.24
#4
● New
BNB/USDT
23.49%
2.93
#3
● Held
BTC/USDT
23.49%
4.71
#1
● Held
ETH/USDT
23.49%
4.24
#2
● Held
Signal Changes
Added (1)
ADA/USDT
23.49%(was 0.00%)
Entered portfolio (rank #4, weight 23.49%), score: 5.24, (was 2.79, change: +2.45)
volume momentum 20 percentile: 0.86momentum 21 percentile: 0.86Momentum 7d: 0.71
Removed (1)
LINK/USDT
0.00%(was 11.25%)
Removed from portfolio (was rank #4, weight 11.25%), score changed: 4.05 → 2.88 (-1.17)
Donchian Trend: 0.71Mean Reversion 20: 0.86Momentum 7d: 0.29
Holdings With Score Updates (3)
BNB/USDT
23.49%(was 11.25%)
Maintained rank #3, weight: 11.2461% → 23.4876% (+12.2415%, +108.85%), score: 3.60 → 2.93 (-0.67, -18.54%)
Inv. Vol. 30: 0.71Momentum 7d: 0.43momentum 21 percentile: 0.43
BTC/USDT
23.49%(was 11.25%)
Maintained rank #1, weight: 11.2461% → 23.4876% (+12.2415%, +108.85%), score: 4.52 → 4.71 (+0.19, +4.21%)
Donchian Trend: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.57
ETH/USDT
23.49%(was 11.25%)
Maintained rank #2, weight: 11.2461% → 23.4876% (+12.2415%, +108.85%), score: 4.57 → 4.24 (-0.33, -7.29%)
volume momentum 20 percentile: 0.71momentum 21 percentile: 0.71Momentum 7d: 0.57