Rebalance — Jun 01, 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 2020-06-01
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
10.07%
3.14
#3
● New
ADA/USDT
10.07%
5.05
#4
● Held
BTC/USDT
10.07%
4.05
#1
● Held
ETH/USDT
10.07%
4.21
#2
● Held
Signal Changes
Added (1)
BNB/USDT
10.07%(was 0.00%)
Entered portfolio (rank #3, weight 10.07%), score: 3.14, (was 2.52, change: +0.62)
Inv. Vol. 30: 0.86volume momentum 20 percentile: 0.43Mean Reversion 20: 0.71
Removed (1)
LINK/USDT
0.00%(was 11.22%)
Removed from portfolio (was rank #3, weight 11.22%), score changed: 3.79 → 3.07 (-0.71)
Donchian Trend: 0.57momentum 21 percentile: 0.57Inv. Vol. 30: 0.71
Holdings With Score Updates (3)
ADA/USDT
10.07%(was 11.22%)
Maintained rank #4, weight: 11.2228% → 10.0738% (-1.1491%, -10.24%), score: 4.29 → 5.05 (+0.76, +17.78%)
volume momentum 20 percentile: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.86
BTC/USDT
10.07%(was 11.22%)
Maintained rank #1, weight: 11.2228% → 10.0738% (-1.1491%, -10.24%), score: 3.60 → 4.05 (+0.45, +12.58%)
Donchian Trend: 0.86Momentum 7d: 0.57momentum 21 percentile: 0.43
ETH/USDT
10.07%(was 11.22%)
Maintained rank #2, weight: 11.2228% → 10.0738% (-1.1491%, -10.24%), score: 2.67 → 4.21 (+1.55, +58.04%)
Donchian Trend: 0.71Momentum 7d: 0.71momentum 21 percentile: 0.71