Rebalance — Jul 13, 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 2020-07-13
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
12.74%
3.98
#2
● New
ADA/USDT
12.74%
5.02
#4
● Held
LINK/USDT
12.74%
5.19
#3
● Held
ETH/USDT
12.74%
3.00
#1
● Held
Signal Changes
Added (1)
BNB/USDT
12.74%(was 0.00%)
Entered portfolio (rank #2, weight 12.74%), score: 3.98, (was 2.55, change: +1.43)
Donchian Trend: 0.86Momentum 7d: 0.57momentum 21 percentile: 0.57
Removed (1)
BTC/USDT
0.00%(was 10.06%)
Removed from portfolio (was rank #1, weight 10.06%), score changed: 2.86 → 1.76 (-1.10)
Inv. Vol. 30: 0.86Mean Reversion 20: 0.86Donchian Trend: 0.29
Holdings With Score Updates (3)
ADA/USDT
12.74%(was 10.06%)
Maintained rank #4, weight: 10.0610% → 12.7444% (+2.6834%, +26.67%), score: 4.05 → 5.02 (+0.98, +24.12%)
Donchian Trend: 0.71volume momentum 20 percentile: 0.71Momentum 7d: 0.71
LINK/USDT
12.74%(was 10.06%)
Maintained rank #3, weight: 10.0610% → 12.7444% (+2.6834%, +26.67%), score: 5.26 → 5.19 (-0.07, -1.36%)
volume momentum 20 percentile: 0.86Momentum 7d: 0.86momentum 21 percentile: 0.86
ETH/USDT
12.74%(was 10.06%)
Improved rank: #2 → #1 (+1), weight: 10.0610% → 12.7444% (+2.6834%, +26.67%), score: 4.05 → 3.00 (-1.05, -25.88%)
volume momentum 20 percentile: 0.57Donchian Trend: 0.43Mean Reversion 20: 0.71