Rebalance — Jun 22, 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 2020-06-22
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
9.55%
4.19
#3
● New
ADA/USDT
9.55%
4.95
#4
● Held
BTC/USDT
9.55%
2.93
#1
● Held
ETH/USDT
9.55%
2.98
#2
● Held
Signal Changes
Added (1)
LINK/USDT
9.55%(was 0.00%)
Entered portfolio (rank #3, weight 9.55%), score: 4.19, (was 2.24, change: +1.95)
Donchian Trend: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.71
Removed (1)
BNB/USDT
0.00%(was 9.68%)
Removed from portfolio (was rank #3, weight 9.68%), score changed: 3.05 → 2.86 (-0.19)
Inv. Vol. 30: 0.86volume momentum 20 percentile: 0.43Mean Reversion 20: 0.86
Holdings With Score Updates (3)
ADA/USDT
9.55%(was 9.68%)
Maintained rank #4, weight: 9.6774% → 9.5524% (-0.1250%, -1.29%), score: 4.62 → 4.95 (+0.33, +7.22%)
Donchian Trend: 0.71momentum 21 percentile: 0.86Momentum 7d: 0.71
BTC/USDT
9.55%(was 9.68%)
Maintained rank #1, weight: 9.6774% → 9.5524% (-0.1250%, -1.29%), score: 3.93 → 2.93 (-1.00, -25.45%)
Donchian Trend: 0.43Inv. Vol. 30: 0.71Momentum 7d: 0.43
ETH/USDT
9.55%(was 9.68%)
Maintained rank #2, weight: 9.6774% → 9.5524% (-0.1250%, -1.29%), score: 3.40 → 2.98 (-0.43, -12.59%)
Donchian Trend: 0.57Momentum 7d: 0.57momentum 21 percentile: 0.29