Rebalance — May 18, 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 2020-05-18
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
BNB/USDT
12.01%
2.95
#3
● New
ADA/USDT
12.01%
4.71
#4
● Held
BTC/USDT
12.01%
5.50
#1
● Held
ETH/USDT
12.01%
4.76
#2
● Held
Signal Changes
Added (1)
BNB/USDT
12.01%(was 0.00%)
Entered portfolio (rank #3, weight 12.01%), score: 2.95, (was 2.38, change: +0.57)
Inv. Vol. 30: 0.86Momentum 7d: 0.43Mean Reversion 20: 0.86
Removed (1)
LINK/USDT
0.00%(was 12.66%)
Removed from portfolio (was rank #3, weight 12.66%), score changed: 2.86 → 2.55 (-0.31)
Donchian Trend: 0.43Inv. Vol. 30: 0.71momentum 21 percentile: 0.43
Holdings With Score Updates (3)
ADA/USDT
12.01%(was 12.66%)
Maintained rank #4, weight: 12.6554% → 12.0087% (-0.6467%, -5.11%), score: 5.31 → 4.71 (-0.60, -11.21%)
Donchian Trend: 0.71volume momentum 20 percentile: 0.71Momentum 7d: 0.71
BTC/USDT
12.01%(was 12.66%)
Maintained rank #1, weight: 12.6554% → 12.0087% (-0.6467%, -5.11%), score: 4.79 → 5.50 (+0.71, +14.93%)
Donchian Trend: 0.86volume momentum 20 percentile: 0.86momentum 21 percentile: 0.86
ETH/USDT
12.01%(was 12.66%)
Maintained rank #2, weight: 12.6554% → 12.0087% (-0.6467%, -5.11%), score: 2.76 → 4.76 (+2.00, +72.41%)
Momentum 7d: 0.86Donchian Trend: 0.57volume momentum 20 percentile: 0.57