Rebalance — May 25, 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 2020-05-25
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
LINK/USDT
11.22%
3.79
#3
● New
ADA/USDT
11.22%
4.29
#4
● Held
BTC/USDT
11.22%
3.60
#1
● Held
ETH/USDT
11.22%
2.67
#2
● Held
Signal Changes
Added (1)
LINK/USDT
11.22%(was 0.00%)
Entered portfolio (rank #3, weight 11.22%), score: 3.79, (was 2.55, change: +1.24)
Donchian Trend: 0.71momentum 21 percentile: 0.71Momentum 7d: 0.57
Removed (1)
BNB/USDT
0.00%(was 12.01%)
Removed from portfolio (was rank #3, weight 12.01%), score changed: 2.95 → 2.52 (-0.43)
Donchian Trend: 0.43Inv. Vol. 30: 0.86Mean Reversion 20: 0.71
Holdings With Score Updates (3)
ADA/USDT
11.22%(was 12.01%)
Maintained rank #4, weight: 12.0087% → 11.2228% (-0.7859%, -6.54%), score: 4.71 → 4.29 (-0.43, -9.09%)
Donchian Trend: 0.86momentum 21 percentile: 0.86volume momentum 20 percentile: 0.43
BTC/USDT
11.22%(was 12.01%)
Maintained rank #1, weight: 12.0087% → 11.2228% (-0.7859%, -6.54%), score: 5.50 → 3.60 (-1.90, -34.63%)
volume momentum 20 percentile: 0.86momentum 21 percentile: 0.57Mean Reversion 20: 0.86
ETH/USDT
11.22%(was 12.01%)
Maintained rank #2, weight: 12.0087% → 11.2228% (-0.7859%, -6.54%), score: 4.76 → 2.67 (-2.10, -44.00%)
Donchian Trend: 0.57Inv. Vol. 30: 0.57volume momentum 20 percentile: 0.29