Rebalance — Jun 15, 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 2020-06-15
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
BTC/USDT
9.68%
3.93
#1
● New
ADA/USDT
9.68%
4.62
#4
● Held
BNB/USDT
9.68%
3.05
#3
● Held
ETH/USDT
9.68%
3.40
#2
● Held
Signal Changes
Added (1)
BTC/USDT
9.68%(was 0.00%)
Entered portfolio (rank #1, weight 9.68%), score: 3.93, (was 2.05, change: +1.88)
Donchian Trend: 0.71Momentum 7d: 0.57momentum 21 percentile: 0.57
Removed (1)
LINK/USDT
0.00%(was 9.94%)
Removed from portfolio (was rank #3, weight 9.94%), score changed: 4.36 → 2.24 (-2.12)
Donchian Trend: 0.43momentum 21 percentile: 0.43Mean Reversion 20: 0.71
Holdings With Score Updates (3)
ADA/USDT
9.68%(was 9.94%)
Maintained rank #4, weight: 9.9364% → 9.6774% (-0.2590%, -2.61%), score: 5.43 → 4.62 (-0.81, -14.91%)
Donchian Trend: 0.86volume momentum 20 percentile: 0.86momentum 21 percentile: 0.86
BNB/USDT
9.68%(was 9.94%)
Declined rank: #2 → #3 (1), weight: 9.9364% → 9.6774% (-0.2590%, -2.61%), score: 3.24 → 3.05 (-0.19, -5.88%)
Inv. Vol. 30: 0.86volume momentum 20 percentile: 0.43Momentum 7d: 0.43
ETH/USDT
9.68%(was 9.94%)
Declined rank: #1 → #2 (1), weight: 9.9364% → 9.6774% (-0.2590%, -2.61%), score: 3.31 → 3.40 (+0.10, +2.88%)
momentum 21 percentile: 0.71Donchian Trend: 0.57volume momentum 20 percentile: 0.29